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 - 20th February 2018 08:00:04 PM

sort Scrip Expiry Lot Size Price Carryforward (NRML) Margin Intraday (MIS) Margin BO/CO
1 USDINR Feb-2018 1 64.8425000 1297 648.5 648.43
2 USDINR Mar-2018 1 65.0750000 1302 651 650.75
3 USDINR Apr-2018 1 65.3400000 1308 654 653.4
4 JPYINR Feb-2018 1 60.5425000 1826 913 605.43
5 JPYINR Mar-2018 1 60.7925000 1836 918 607.93
6 JPYINR Apr-2018 1 61.1675000 1847 923.5 611.68
7 EURINR Feb-2018 1 80.0475000 1848 924 800.48
8 EURINR Mar-2018 1 80.4275000 1858 929 804.28
9 EURINR Apr-2018 1 80.8375000 1868 934 808.38
10 GBPINR Feb-2018 1 90.6800000 2281 1140.5 906.8
11 GBPINR Mar-2018 1 91.0800000 2291 1145.5 910.8
12 GBPINR Apr-2018 1 91.5325000 2303 1151.5 915.33

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