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 - 31st March 2020 08:30:03 PM

sort Scrip Expiry Lot Size Price Carryforward (NRML) Margin Intraday (MIS) Margin BO/CO
1 USDINR Apr-2020 1 [] 75.7750000 2469 987.6 606.2
2 USDINR May-2020 1 [] 76.0300000 2480 992 608.24
3 USDINR Jun-2020 1 [] 76.2950000 2491 996.4 610.36
4 JPYINR Apr-2020 1 [] 69.6600000 3417 1366.8 557.28
5 JPYINR May-2020 1 [] 70.0925000 3435 1374 560.74
6 JPYINR Jun-2020 1 [] 70.6850000 3466 1386.4 565.48
7 EURINR Apr-2020 1 [] 82.7950000 3424 1369.6 662.36
8 EURINR May-2020 1 [] 83.3325000 3441 1376.4 666.66
9 EURINR Jun-2020 1 [] 84.0575000 3466 1386.4 672.46
10 GBPINR Apr-2020 1 [] 93.5475000 5206 2082.4 748.38
11 GBPINR May-2020 1 [] 94.0800000 5232 2092.8 752.64
12 GBPINR Jun-2020 1 [] 94.7875000 5254 2101.6 758.3
13 USDJPY Apr-2020 1 [] 108.6100000 3732 1492.8 0
14 USDJPY May-2020 1 [] 108.4700000 3713 1485.2 0
15 USDJPY Jun-2020 1 [] 108.2300000 3695 1478 0
16 EURUSD Apr-2020 1 [] 1.0943000 3738 1495.2 0
17 EURUSD May-2020 1 [] 1.0961000 3785 1514 0
18 EURUSD Jun-2020 1 [] 1.0987000 3802 1520.8 0
19 GBPUSD Apr-2020 1 [] 1.2364000 6078 2431.2 0
20 GBPUSD May-2020 1 [] 1.2374000 6125 2450 0
21 GBPUSD Jun-2020 1 [] 1.2389000 6128 2451.2 0

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