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advised that the stipulations as prescribed in the above press releases are complied with and volatility margins on net outstanding sale position are paid at the end of day to the brokers by Foreign Institutional Investors.
While filing the revised offer document with SEBI, you are advised to highlight and clearly mention the page number of the offer document on which each standard observation has been incorporated. Please also mention the date of these observations as given in our website.
It has been observed that demand drafts received by SEBI towards Annual Fees payable by the sub- brokers as per Schedule III of Regulation 10 of SEBI (Stock Brokers and Sub Brokers) Regulations, 1992, either directly or through the concerned stock exchanges.
It will be mandatory for BSE/NSE to provide real time Sensex/Nifty data free to all the exchanges. It will also be mandatory for all the stock exchanges to have real time information of Sensex/Nifty data either from the respective exchange or through a vendor.
With the introduction of rolling settlement in 414 scrips from July 2, 2001 and the fact that all deferral products such as ALBM/BLESS/MCFS/CNS will no longer be available, it has been decided to withdraw the restrictions mentioned in the aforesaid circular on the Securities Lending Scheme.
With the introduction of the rolling settlement in 414 scrips from July 02, 2001, and the fact that all deferral products such as the ALBM/BLESS/MCFS/CNS will no longer be available, it has been decided to withdraw the above referred restrictions on short sales with effect from July 02, 2001.
All outstanding deferred positions as on May 14, 2001 shall be compulsorily liquidated by September 3, 2001. Any additional deferred positions taken on or after May 15, 2001, in addition to (a) above shall be compulsorily liquidated by July 2, 2001.
The exchanges should at their discretion impose additional margin on scrips wherever necessary to contain the risks in the market.
The ‘Technical Group’ headed by Prof. J.R Varma, set up to prescribe risk containment measures for new derivative products, has recommended the risk containment measure for Exchange traded Stock Option Contracts.
In continuation of our circular dated June 20, 2000 on reporting of derivative contracts to SEBI, you are advised to provide the additional information,
