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 - 22nd September 2017 08:00:06 PM

sort Scrip Expiry Lot Size Price Carryforward (NRML) Margin Intraday (MIS) Margin BO/CO
1 USDINR Sep-2017 1 64.8350000 1306 653 648.35
2 USDINR Oct-2017 1 65.0850000 1310 655 650.85
3 USDINR Nov-2017 1 65.2950000 1316 658 652.95
4 JPYINR Sep-2017 1 57.9050000 1745 872.5 579.05
5 JPYINR Oct-2017 1 58.1875000 1753 876.5 581.88
6 JPYINR Nov-2017 1 58.4575000 1762 881 584.58
7 EURINR Sep-2017 1 77.5925000 1786 893 775.93
8 EURINR Oct-2017 1 77.9850000 1796 898 779.85
9 EURINR Nov-2017 1 78.3175000 1805 902.5 783.18
10 GBPINR Sep-2017 1 87.9450000 2383 1191.5 879.45
11 GBPINR Oct-2017 1 88.3425000 2394 1197 883.43
12 GBPINR Nov-2017 1 88.7375000 2405 1202.5 887.38

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