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 October 2018 08:30:06 PM

sort Scrip Expiry Lot Size Price Carryforward (NRML) Margin Intraday (MIS) Margin BO/CO
1 USDINR Oct-2018 1 [] 73.6825000 1868 747.2 736.83
2 USDINR Nov-2018 1 [] 73.9750000 1875 750 739.75
3 USDINR Dec-2018 1 [] 74.2500000 1881 752.4 742.5
4 JPYINR Oct-2018 1 [] 65.6875000 2173 869.2 656.88
5 JPYINR Nov-2018 1 [] 66.0575000 2186 874.4 660.58
6 JPYINR Dec-2018 1 [] 66.4750000 2198 879.2 664.75
7 EURINR Oct-2018 1 [] 85.1225000 2562 1024.8 851.23
8 EURINR Nov-2018 1 [] 85.6800000 2580 1032 856.8
9 EURINR Dec-2018 1 [] 86.1000000 2593 1037.2 861
10 GBPINR Oct-2018 1 [] 96.7450000 2917 1166.8 967.45
11 GBPINR Nov-2018 1 [] 97.2725000 2932 1172.8 972.73
12 GBPINR Dec-2018 1 [] 97.7800000 2947 1178.8 977.8
13 USDJPY Oct-2018 1 [] 111.9900000 2224 889.6 0
14 USDJPY Nov-2018 1 [] 111.7700000 2171 868.4 0
15 USDJPY Dec-2018 1 [] 111.5300000 2167 866.8 0
16 EURUSD Oct-2018 1 [] 1.1549000 2576 1030.4 0
17 EURUSD Nov-2018 1 [] 1.1574000 2584 1033.6 0
18 EURUSD Dec-2018 1 [] 1.1601000 2663 1065.2 0
19 GBPUSD Oct-2018 1 [] 1.3134000 2937 1174.8 0
20 GBPUSD Nov-2018 1 [] 1.3157000 2944 1177.6 0
21 GBPUSD Dec-2018 1 [] 1.3175000 3021 1208.4 0

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