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 January 2021 08:30:03 PM

sort Scrip Expiry Lot Size Price Carryforward (NRML) Margin Intraday (MIS) Margin BO/CO
1 USDINR Jan-2021 1 [] 72.9400000 2190 876 911.75
2 USDINR Feb-2021 1 [] 73.0350000 2198 879.2 912.94
3 USDINR Mar-2021 1 [] 73.2225000 2207 882.8 915.28
4 JPYINR Jan-2021 1 [] 70.2925000 2933 1173.2 878.66
5 JPYINR Feb-2021 1 [] 70.3000000 2946 1178.4 878.75
6 JPYINR Mar-2021 1 [] 70.5500000 2958 1183.2 881.88
7 EURINR Jan-2021 1 [] 88.6750000 3221 1288.4 1108.44
8 EURINR Feb-2021 1 [] 89.1975000 3235 1294 1114.97
9 EURINR Mar-2021 1 [] 89.1125000 3251 1300.4 1113.91
10 GBPINR Jan-2021 1 [] 99.8550000 4694 1877.6 1248.19
11 GBPINR Feb-2021 1 [] 100.0325000 4712 1884.8 1250.41
12 GBPINR Mar-2021 1 [] 100.2700000 4733 1893.2 1253.38
13 USDJPY Jan-2021 1 [] 103.7900000 2704 1081.6 0
14 USDJPY Feb-2021 1 [] 103.8000000 2704 1081.6 0
15 USDJPY Mar-2021 1 [] 103.7900000 2737 1094.8 0
16 EURUSD Jan-2021 1 [] 1.2159000 3191 1276.4 0
17 EURUSD Feb-2021 1 [] 1.2163000 3191 1276.4 0
18 EURUSD Mar-2021 1 [] 1.2169000 3116 1246.4 0
19 GBPUSD Jan-2021 1 [] 1.3695000 5017 2006.8 0
20 GBPUSD Feb-2021 1 [] 1.3692000 5017 2006.8 0
21 GBPUSD Mar-2021 1 [] 1.3694000 5025 2010 0

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