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 - 17th January 2019 08:26:33 PM

sort Scrip Expiry Lot Size Price Carryforward (NRML) Margin Intraday (MIS) Margin BO/CO
1 USDINR Jan-2019 1 [] 71.0875000 1961 784.4 710.88
2 USDINR Feb-2019 1 [] 71.3050000 1967 786.8 713.05
3 USDINR Mar-2019 1 [] 71.5100000 1974 789.6 715.1
4 JPYINR Jan-2019 1 [] 65.3875000 2170 868 653.88
5 JPYINR Feb-2019 1 [] 65.7050000 2182 872.8 657.05
6 JPYINR Mar-2019 1 [] 66.0250000 2193 877.2 660.25
7 EURINR Jan-2019 1 [] 81.1025000 2441 976.4 811.03
8 EURINR Feb-2019 1 [] 81.5025000 2455 982 815.03
9 EURINR Mar-2019 1 [] 81.8900000 2467 986.8 818.9
10 GBPINR Jan-2019 1 [] 91.5925000 2755 1102 915.93
11 GBPINR Feb-2019 1 [] 92.0475000 2768 1107.2 920.48
12 GBPINR Mar-2019 1 [] 92.3625000 2781 1112.4 923.63
13 USDJPY Jan-2019 1 [] 108.7400000 2143 857.2 0
14 USDJPY Feb-2019 1 [] 108.5000000 2136 854.4 0
15 USDJPY Mar-2019 1 [] 108.2400000 2096 838.4 0
16 EURUSD Jan-2019 1 [] 1.1407000 2443 977.2 0
17 EURUSD Feb-2019 1 [] 1.1436000 2537 1014.8 0
18 EURUSD Mar-2019 1 [] 1.1465000 2543 1017.2 0
19 GBPUSD Jan-2019 1 [] 1.2909000 2753 1101.2 0
20 GBPUSD Feb-2019 1 [] 1.2943000 2763 1105.2 0
21 GBPUSD Mar-2019 1 [] 1.2962000 2864 1145.6 0

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