span

  1. A

    Brokers providing fair margins

    Is there any broker, preferably an online broker who charges margins exactly according to NSE rules, especially in case of F&O. e.g. If I do a covered call position with NIFTY future and option then broker should charge me SPAN + Exposure (3% + 3%) - premium However most brokers seem to...
  2. D

    SPAN risk calculation

    Any information on SPAN methodology followed by major exchanges for risk analysis would be appreciated.
  3. D

    SPAN module

    I am trying to construct a SPAN module for risk analysis on the F & O markets. Anyone with knowledge on the subject : would appreciate assistance in what formulae are used in major exchanges.