Currency Derivatives Margin Calculator

In the currency derivatives segment, total margin requirements are a sum of the span margin and exposure margin and are usually lower than equity and commodity derivatives segment due to the lower volatility in the underlying contract.

Using this NSE Currency Derivatives Margin Table, you can calculate the number of lots of currency futures contracts that you can trade in for a rupee amount of cash available in your SAMCO trading account.

This span margin calculator for currency derivatives gives a comprehensive snapshot of the intraday trading margins and positional trading margins required for trading different underlying contracts across different expiry dates. SAMCO settles its financial obligations with the exchanges on T Day and hence the margins required for trading with SAMCO are the lowest in the Industry.

Brief comparison of the product types available with SAMCO while trading the currency derivatives segments – NSE – CDS

Particulars NRML MIS CO BO
Title Normal Orders Margin Intraday Square Off Cover Order Bracket Order
Suitable for Positional Traders Intraday traders Intraday traders with strict stop loss Intraday traders with strict stop loss and defined targets.
Margins Total Margins required by exchanges = SPAN Margin + Exposure margin 40% of NRML margins Up to 100x Up to 100x
Order type Single Initial order Single Initial order 2 – in – 1 order – Initial order with Stop loss order 3 – in – 1 order – Initial order, Stop loss order and target order
Square off policies No square off Intraday square off. Open positions will be squared off by RMS prior to market close. Intraday square off. Open positions will be squared off by RMS prior to market close. Intraday square off. Open positions will be squared off by RMS prior to market close.

Currency Derivatives Margin - 8th July 2020 08:30:03 PM

sort Scrip Expiry Lot Size Price Carryforward (NRML) Margin Intraday (MIS) Margin BO/CO
1 USDINR Jul-2020 1 [] 75.0550000 2462 984.8 600.44
2 USDINR Aug-2020 1 [] 75.2250000 2470 988 601.8
3 USDINR Sep-2020 1 [] 75.4400000 2477 990.8 603.52
4 JPYINR Jul-2020 1 [] 69.7525000 3393 1357.2 558.02
5 JPYINR Aug-2020 1 [] 69.9650000 3403 1361.2 559.72
6 JPYINR Sep-2020 1 [] 70.3925000 3414 1365.6 563.14
7 EURINR Jul-2020 1 [] 84.6075000 3464 1385.6 676.86
8 EURINR Aug-2020 1 [] 84.8950000 3476 1390.4 679.16
9 EURINR Sep-2020 1 [] 85.3900000 3488 1395.2 683.12
10 GBPINR Jul-2020 1 [] 94.0725000 4730 1892 752.58
11 GBPINR Aug-2020 1 [] 94.3500000 4744 1897.6 754.8
12 GBPINR Sep-2020 1 [] 94.8075000 4760 1904 758.46
13 USDJPY Jul-2020 1 [] 107.5400000 3112 1244.8 0
14 USDJPY Aug-2020 1 [] 107.5200000 3087 1234.8 0
15 USDJPY Sep-2020 1 [] 107.4600000 3096 1238.4 0
16 EURUSD Jul-2020 1 [] 1.1279000 3212 1284.8 0
17 EURUSD Aug-2020 1 [] 1.1285000 3221 1288.4 0
18 EURUSD Sep-2020 1 [] 1.1297000 3213 1285.2 0
19 GBPUSD Jul-2020 1 [] 1.2542000 4906 1962.4 0
20 GBPUSD Aug-2020 1 [] 1.2543000 4906 1962.4 0
21 GBPUSD Sep-2020 1 [] 1.2547000 4906 1962.4 0

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