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 50% 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 - 14th August 2018 08:30:05 PM

sort Scrip Expiry Lot Size Price Carryforward (NRML) Margin Intraday (MIS) Margin BO/CO
1 USDINR Aug-2018 1 [] 69.9875000 1770 885 699.88
2 USDINR Sep-2018 1 [] 70.2275000 1776 888 702.28
3 USDINR Oct-2018 1 [] 70.4850000 1783 891.5 704.85
4 JPYINR Aug-2018 1 [] 63.1175000 2107 1053.5 631.18
5 JPYINR Sep-2018 1 [] 63.4075000 2118 1059 634.08
6 JPYINR Oct-2018 1 [] 63.7400000 2130 1065 637.4
7 EURINR Aug-2018 1 [] 79.8900000 2408 1204 798.9
8 EURINR Sep-2018 1 [] 80.3175000 2422 1211 803.18
9 EURINR Oct-2018 1 [] 80.9125000 2437 1218.5 809.13
10 GBPINR Aug-2018 1 [] 89.4325000 2733 1366.5 894.33
11 GBPINR Sep-2018 1 [] 89.8425000 2746 1373 898.43
12 GBPINR Oct-2018 1 [] 90.3150000 2760 1380 903.15
13 USDJPY Aug-2018 1 [] 110.7500000 2095 1047.5 0
14 USDJPY Sep-2018 1 [] 110.4900000 2089 1044.5 0
15 USDJPY Oct-2018 1 [] 110.2400000 2053 1026.5 0
16 EURUSD Aug-2018 1 [] 1.1398000 2389 1194.5 0
17 EURUSD Sep-2018 1 [] 1.1417000 2396 1198 0
18 EURUSD Oct-2018 1 [] 1.1446000 2478 1239 0
19 GBPUSD Aug-2018 1 [] 1.2779000 2670 1335 0
20 GBPUSD Sep-2018 1 [] 1.2793000 2673 1336.5 0
21 GBPUSD Oct-2018 1 [] 1.2811000 1788 894 0

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