Margin for Nifty

#14
Hi,

How margin is calculated for every script in futures? i think everyday "required margin" changes. Where can i find the daily margin details in NSE website? Please provide details.

regards
santhosh
 

vince

Active Member
#15
Hi Santosh,

Although SPAN margins are given inthe nse website under the F n O segment, the margin your broker would require would differ from this , so you will have to ask your broker for the margin list. For example normal margin for Nifty is 10% of spot. So if nifty trades at 2800, the margin for 1 contract would be 28000.
 
#17
Dear Vince,

thanks for your reply. I couldn't find the daily span margin details in NSE. Could you please give me the link?

thanks in advance

santhosh
you can download daily span file from http://www.nseindia.com/archives/archives.htm website, although you need span software to use the same.

i would like to know if any website offers span margin requirement for any of fno position like how much margin is required for spread position if

i buy nifty oct fut @ 4350 and
i sell nifty sept fut @ 4375
 

rkkarnani

Well-Known Member
#18
you can download daily span file from http://www.nseindia.com/archives/archives.htm website, although you need span software to use the same.

i would like to know if any website offers span margin requirement for any of fno position like how much margin is required for spread position if

i buy nifty oct fut @ 4350 and
i sell nifty sept fut @ 4375
Hi Dourediff!!!
U have just responded to a 2006 query!!! :D

Anyways link wud be useful for many!!!

Dont now about the Spread margines, maybe some Brokers sites like India Bulls, MOST, Religare etc. might have the info specifically in term of Percentage!!!!!

This is a part of a SEBI circular :

Margins for Calendar Spreads : A calendar spread is a position at one maturity which is hedged by an offsetting position at a different maturity e.g. a short position in six months contract matched by a long position in nine month contract.
The margin on calendar spreads shall be at a flat rate of 0.5% per month of spread on the far month contract subject to a minimum margin of 1% and a maximum margin of 3% on the far side of the spread with legs upto 1 year apart.
A calendar spread should be treated as a naked position in the far month contract as the near month contract approaches expiry. This change should be affected in gradual steps over the last few days of trading of the near month contract. Specifically, during the last five days of trading of the near month contract, the following percentages of a calendar spread shall be treated as a naked position in the far month contract :


100% on day of expiry,

80% one day before expiry,

60% two days before expiry,

40% three days before expiry,

20% four days before expiry.

The balance of the spread shall continue to be treated as a spread. This phasing-in will apply both to margining and to the computation of exposure limits.

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#19
I want to sell 2 lots of NIFTY CE of Strike rate 6000-CMP 30.80.what is the margin required? Is there any formula to workout for all strike rates & all CE/PE.
Raju Pandey
 

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