Description
ICCL introduces new risk management framework for pre-open session in equity derivatives, implementing order-level margin checks and revised margining rules effective for both single stocks and indices.
Summary
Indian Clearing Corporation Ltd (ICCL) has implemented a new risk management framework for the pre-open session in the Equity Derivatives segment. All orders during pre-open will be subject to mandatory margin sufficiency checks at the order level before inclusion. The framework applies SPAN + ELM margins without netting benefits, calendar spread advantages, or cross-margining during the pre-open session. This circular follows SEBI circular SEBI/HO/MRD/TPD-1/P/CIR/2025/79 dated May 29, 2025.
Key Points
- All pre-open orders must pass margin sufficiency checks at order level before acceptance
- Incoming orders subject to pre-risk management for SPAN + ELM margins at contract level
- Risk parameters and maximum executable price considered during pre-open session
- Order level margins assessed along with client’s brought forward portfolio at clearing member level
- No netting of pre-open orders with brought forward portfolio or earlier offsetting pre-open orders
- For offsetting pre-open orders at client contract level, higher of SPAN+ELM (long or short side) is considered
- Margin benefits from calendar spreads and cross-margining not applicable during pre-open session
- Framework applies to both single stock and index derivatives
Regulatory Changes
The circular implements point 5.6 of SEBI circular SEBI/HO/MRD/TPD-1/P/CIR/2025/79 regarding “Pre-open session for the derivatives market”. Key regulatory changes include:
- Mandatory pre-risk management checks for all pre-open session orders
- Elimination of netting benefits during pre-open session
- Application of gross margining approach (higher of long/short side for offsetting positions)
- Removal of calendar spread and cross-margin benefits during pre-open
- Comprehensive margin sufficiency assessment at clearing member level combining new orders and existing portfolios
Compliance Requirements
For Trading Members:
- Ensure all client orders during pre-open session meet margin sufficiency requirements
- Implement systems to calculate SPAN + ELM margins at contract level during pre-open
- Monitor overall margin sufficiency at clearing member level including brought forward portfolios
- Accept orders only when aggregate margin requirements (new orders + existing portfolio) are met
For Clients:
- Maintain adequate margins to support orders placed during pre-open session
- Understand that netting, calendar spread, and cross-margin benefits are not available during pre-open
- Ensure sufficient margin cover considering gross exposure on offsetting positions
Important Dates
- Notice Date: December 03, 2025
- Effective Date: Immediate implementation
- Reference SEBI Circular Date: May 29, 2025
- Reference ICCL Circular Date: May 30, 2025 (circular no: 20250530-26)
Impact Assessment
Market Impact:
- Higher margin requirements during pre-open session may reduce order flow and liquidity
- Elimination of netting benefits increases capital requirements for market participants
- More conservative risk management approach enhances market stability
Operational Impact:
- Trading members must upgrade systems to perform real-time margin calculations during pre-open
- Increased margin monitoring and risk management workload for clearing members
- Clients need to maintain higher margin buffers to participate in pre-open session
Risk Management Impact:
- Strengthened pre-trade risk controls reduce potential for margin shortfalls
- Gross margining approach during pre-open eliminates risk of inadequate margin coverage
- Enhanced protection for clearing corporation and overall market integrity
Contact Information:
- Email: risk.iccl@icclindia.com / risk.monitoring@icclindia.com
- Contact No: +91-22-22728699/5059/8679
- Issuing Authority: Sushant Majhi, Chief Risk Officer, ICCL
Impact Justification
Introduces significant changes to margin calculation and risk management framework for pre-open session in equity derivatives, affecting all trading members and their clients with immediate implementation