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 - 23rd November 2017 08:00:06 PM

sort Scrip Expiry Lot Size Price Carryforward (NRML) Margin Intraday (MIS) Margin BO/CO
1 USDINR Nov-2017 1 64.6125000 1303 651.5 646.13
2 USDINR Dec-2017 1 64.8325000 1307 653.5 648.33
3 USDINR Jan-2018 1 65.0525000 1313 656.5 650.53
4 JPYINR Nov-2017 1 58.0875000 1746 873 580.88
5 JPYINR Dec-2017 1 58.3400000 1754 877 583.4
6 JPYINR Jan-2018 1 58.6200000 1763 881.5 586.2
7 EURINR Nov-2017 1 76.5350000 1773 886.5 765.35
8 EURINR Dec-2017 1 76.8775000 1781 890.5 768.78
9 EURINR Jan-2018 1 77.2925000 1791 895.5 772.93
10 GBPINR Nov-2017 1 85.9825000 2162 1081 859.83
11 GBPINR Dec-2017 1 86.3200000 2171 1085.5 863.2
12 GBPINR Jan-2018 1 86.7225000 2181 1090.5 867.23

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