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 - 25th May 2018 08:30:06 PM

sort Scrip Expiry Lot Size Price Carryforward (NRML) Margin Intraday (MIS) Margin BO/CO
1 USDINR May-2018 1 67.7650000 1475 737.5 677.65
2 USDINR Jun-2018 1 68.0000000 1481 740.5 680
3 USDINR Jul-2018 1 68.2500000 1485 742.5 682.5
4 JPYINR May-2018 1 61.9375000 2061 1030.5 619.38
5 JPYINR Jun-2018 1 62.2425000 2071 1035.5 622.43
6 JPYINR Jul-2018 1 62.5225000 2081 1040.5 625.23
7 EURINR May-2018 1 79.3225000 2409 1204.5 793.23
8 EURINR Jun-2018 1 79.7175000 2422 1211 797.18
9 EURINR Jul-2018 1 80.1550000 2435 1217.5 801.55
10 GBPINR May-2018 1 90.4025000 2750 1375 904.03
11 GBPINR Jun-2018 1 90.8225000 2762 1381 908.23
12 GBPINR Jul-2018 1 91.2125000 2776 1388 912.13
13 USDJPY May-2018 1 109.2100000 2030 1015 0
14 USDJPY Jun-2018 1 108.9700000 2032 1016 0
15 USDJPY Jul-2018 1 108.7400000 2004 1002 0
16 EURUSD May-2018 1 1.1658000 2366 1183 0
17 EURUSD Jun-2018 1 1.1671000 2371 1185.5 0
18 EURUSD Jul-2018 1 1.1706000 2426 1213 0
19 GBPUSD May-2018 1 1.3316000 2698 1349 0
20 GBPUSD Jun-2018 1 1.3340000 2702 1351 0
21 GBPUSD Jul-2018 1 1.3356000 2757 1378.5 0

START using our State of the art trading platforms at Flat 20 per order