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 - 25th September 2020 08:30:03 PM

sort Scrip Expiry Lot Size Price Carryforward (NRML) Margin Intraday (MIS) Margin BO/CO
1 USDINR Sep-2020 1 [] 73.7297000 2355 942 589.84
2 USDINR Oct-2020 1 [] 73.7750000 2362 944.8 590.2
3 USDINR Nov-2020 1 [] 74.0525000 2369 947.6 592.42
4 JPYINR Sep-2020 1 [] 70.0000000 3188 1275.2 560
5 JPYINR Oct-2020 1 [] 70.0450000 3198 1279.2 560.36
6 JPYINR Nov-2020 1 [] 70.3275000 3209 1283.6 562.62
7 EURINR Sep-2020 1 [] 86.0411000 3379 1351.6 688.33
8 EURINR Oct-2020 1 [] 86.1050000 3391 1356.4 688.84
9 EURINR Nov-2020 1 [] 86.4850000 3403 1361.2 691.88
10 GBPINR Sep-2020 1 [] 94.0570000 4539 1815.6 752.46
11 GBPINR Oct-2020 1 [] 94.1175000 4553 1821.2 752.94
12 GBPINR Nov-2020 1 [] 94.4800000 4568 1827.2 755.84
13 USDJPY Sep-2020 1 [] 105.3300000 2949 1179.6 0
14 USDJPY Oct-2020 1 [] 105.3300000 2948 1179.2 0
15 USDJPY Nov-2020 1 [] 105.3000000 2958 1183.2 0
16 EURUSD Sep-2020 1 [] 1.1670000 3277 1310.8 0
17 EURUSD Oct-2020 1 [] 1.1671000 3279 1311.6 0
18 EURUSD Nov-2020 1 [] 1.1679000 3253 1301.2 0
19 GBPUSD Sep-2020 1 [] 1.2757000 4783 1913.2 0
20 GBPUSD Oct-2020 1 [] 1.2757000 4783 1913.2 0
21 GBPUSD Nov-2020 1 [] 1.2759000 4804 1921.6 0

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