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Clarification by NSE on VAR/SPAN margin systems

January 22nd, 2008

There are statements in sections of the media that exchanges have been changing the VAR/SPAN margin systems over the last few months.

NSE strongly denies such allegations. NSE confirms that margins are computed and collected in both CM and F&O segments based on the ‘Value at Risk’ as prescribed.  No changes have been effected in the VAR/SPAN methodology and NSE continues to follow the same systems and procedures consistently.

Entry Filed under: Equity Markets, NSE