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 - 11th November 2019 08:32:54 PM

sort Scrip Expiry Lot Size Price Carryforward (NRML) Margin Intraday (MIS) Margin BO/CO
1 USDINR Nov-2019 1 [] 71.5000000 1453 581.2 572
2 USDINR Dec-2019 1 [] 71.6125000 1457 582.8 572.9
3 USDINR Jan-2020 1 [] 71.8050000 1462 584.8 574.44
4 JPYINR Nov-2019 1 [] 65.7200000 2171 868.4 525.76
5 JPYINR Dec-2019 1 [] 66.0350000 2181 872.4 528.28
6 JPYINR Jan-2020 1 [] 66.3550000 2191 876.4 530.84
7 EURINR Nov-2019 1 [] 79.0325000 2377 950.8 632.26
8 EURINR Dec-2019 1 [] 79.3525000 2388 955.2 634.82
9 EURINR Jan-2020 1 [] 79.7025000 2400 960 637.62
10 GBPINR Nov-2019 1 [] 91.7650000 2833 1133.2 734.12
11 GBPINR Dec-2019 1 [] 92.0800000 2844 1137.6 736.64
12 GBPINR Jan-2020 1 [] 92.3950000 2854 1141.6 739.16
13 USDJPY Nov-2019 1 [] 108.9500000 2139 855.6 0
14 USDJPY Dec-2019 1 [] 108.7000000 2126 850.4 0
15 USDJPY Jan-2020 1 [] 108.5000000 2116 846.4 0
16 EURUSD Nov-2019 1 [] 1.1055000 2368 947.2 0
17 EURUSD Dec-2019 1 [] 1.1071000 2421 968.4 0
18 EURUSD Jan-2020 1 [] 1.1095000 2427 970.8 0
19 GBPUSD Nov-2019 1 [] 1.2875000 3058 1223.2 0
20 GBPUSD Dec-2019 1 [] 1.2891000 3063 1225.2 0
21 GBPUSD Jan-2020 1 [] 1.2904000 3100 1240 0

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