The Clearing Corporation of India Ltd (CCIL) on April 30, 2024, issued a notification regarding Tracking of Volatility -Selection of Securities.
The following has been stated: -
•In Furtherance of notification No.RMD/SS/SVM/23/12 dated March 30, 2024, based on the trade data of April 2024, the under-noted securities have been identified for tracking volatility in the securities market. Volatility in the prices of these securities will be tracked during the month of May 2024 for the purpose of imposition of volatility margin and the list will remain in force till further notice
The list is given in the document attached below.
[Notification No. RMD/SS/SVM/24/01]
