What methodology should be adopted while reporting margin received in the form of Government securities and Treasury bills?

G-Sec/T-Bills available in electronic form or lien marked in favour of the trading
member / clearing member may also be considered while reporting margin collection
to the Exchange.
• The valuation of G-Sec/T-Bill shall be based on closing price of G-Sec/T-Bills on
NDS on T-1 day reduced by a haircut of 10%.

 

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