Currency Derivatives(NSE)

Currency Derivatives(NSE)

Margin Details & Position Limits

Sr
No.

Scrip

10YGS7

201309

10YGS7

91DTB

Contact

Lot
Size

SPAN *
Margin %

86.9000

2000

6.0632

10537.89

201312

87.1600

2000

6.0636

201310

90.5500

2000

0.3700

91DTB

201311

91.0200

2000

0.3496

91DTB

201312

91.4500

2000

EURINR

201309

84.2200

1000

EURINR

201310

84.7200

EURINR

201311

85.1400

EURINR

Rate

SPAN Exposure
Amount(A) Margin%

Exposure
Mrgn Amt(B)

Total
%

Total
Amount

0.30

521.40

6.3632

11059.29

10570.02

0.30

522.96

6.3636

11092.98

670.16

0.03

54.33

0.4000

724.49

636.50

0.03

54.61

0.3796

691.11

0.3316

606.57

0.03

54.87

0.3616

661.44

4.9073

4132.94

0.30

252.66

5.2073

4385.60

1000

4.9223

4170.21

0.30

254.16

5.2223

4424.37

1000

4.9369

4203.25

0.30

255.42

5.2369

4458.67

201312

85.0000

1000

4.9855

4237.69

0.30

255.00

5.2855

4492.69

10 EURINR

201401

86.7600

1000

4.9284

4275.91

0.30

260.28

5.2284

4536.19

11 EURINR

201402

87.3600

1000

4.9320

4308.60

0.30

262.08

5.2320

4570.68

12 EURINR

201403

87.9800

1000

4.9360

4342.73

0.30

263.94

5.2360

4606.67

13 EURINR

201404

88.0400

1000

4.9758

4380.70

0.30

264.12

5.2758

4644.82

14 EURINR

201405

88.6000

1000

4.9849

4416.60

0.30

265.80

5.2849

4682.40

15 EURINR

201406

89.1500

1000

4.9934

4451.59

0.30

267.45

5.2934

4719.04

16 EURINR

201407

89.7800

1000

5.0030

4491.73

0.30

269.34

5.3030

4761.07

4527.31

0.30

271.02

5.3114

4798.33

4637.14

0.50

502.65

5.1127

5139.79

17 EURINR

201408

90.3400

1000

5.0114

18 GBPINR

201309

100.5300

1000

4.6127

Symbol
USDINR

As on Date :

Position
Spread
Limit
Margin
N Month Client-wise(Per Lot)

17-SEP-13

Position
Limit
TM-wise( Lot)

Position
Limitt
TM/BANK(Lot)

PDEOD
Open-Int
(Lot)

21108

N/A

134

N/A

737

5000

25000

50000

56487

1540

5000

25000

50000

25855

Client-wise Position Limit

TM-wise Position Limit

TM(Bank)-wise Position Limit

Lower of 6% of the total open Interest or 10 million USD

Lower of 15% of the total open Interest or 50 million USD

Lower of 15% of the total open Interest or 100 million USD

JPYINR

Higher of 6% of the total open Interest or 200 million JPY

Higher of 15% of the total open Interest or 1000 million JPY

Higher of 15% of the total open Interest or 2000 million JPY

GBPINR

Higher of 6% of the total open Interest or 5 million GBP

Higher of 15% of the total open Interest or 25 million GBP

Higher of 15% of the total open Interest or 50 million GBP

EURINR

Higher of 6% of the total open Interest or 5 million EUR

Higher of 15% of the total open Interest or 25 million EUR

Higher of 15% of the total open Interest or 50 million EUR

91DTB

Higher of 6% of the total open Interest or Rs 300 Cr

Higher of 15% of the total open Interest or Rs 1000 Cr

10YGS7

Higher of 6% of the total open Interest or Rs 300 Cr

Higher of 15% of the total open Interest or Rs 1000 Cr

*Permitted Lot size for JPYINR is 100,000. Since price quotation is for 100 Japanese Yen, lot size on trading system shall be 1000 Japanese Yen
*The SPAN margin % has been rounded off to the fourth decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE
Client-wise Position Limit,TM-wise Postilion Limit & TM(Bank)-wise Position Limit for USDINR contracts are across all contracts (Both futures & options Contract).
For all queries, please contact the Branch Officials on 43464014,43464009,43464080,9980662998,9886058628
Compliance Officer : Mr SK Mukhopadhyay, Contact No :(022) 4249 3000, Email :sk.mukhopadhyay@issl.co.in

Page 1 of 3
16-SEP-2013 22:14:16

Currency Derivatives(NSE)

Currency Derivatives(NSE)

Margin Details & Position Limits

Sr
No.

Scrip

Contact
Rate

Lot
Size

SPAN *
Margin %

SPAN Exposure
Amount(A) Margin%

Exposure
Mrgn Amt(B)

Total
%

Total
Amount

19 GBPINR

201310

101.1400

1000

4.6247

4677.39

0.50

505.70

5.1247

5183.09

20 GBPINR

201311

101.6700

1000

4.6356

4713.06

0.50

508.35

5.1356

5221.41

21 GBPINR

201312

102.1000

1000

4.6525

4750.24

0.50

510.50

5.1525

5260.74

22 GBPINR

201401

103.3600

1000

4.6357

4791.47

0.50

516.80

5.1357

5308.27

23 GBPINR

201402

104.0500

1000

4.6389

4826.74

0.50

520.25

5.1389

5346.99

24 GBPINR

201403

104.7600

1000

4.6426

4863.54

0.50

523.80

5.1426

5387.34

25 GBPINR

201404

104.7400

1000

4.6825

4904.48

0.50

523.70

5.1825

5428.18

26 GBPINR

201405

105.3800

1000

4.6908

4943.16

0.50

526.90

5.1908

5470.06

27 GBPINR

201406

106.0000

1000

4.6989

4980.85

0.50

530.00

5.1989

5510.85

28 GBPINR

201407

106.7100

1000

4.7082

5024.09

0.50

533.55

5.2082

5557.64

29 GBPINR

201408

107.3400

1000

4.7162

5062.40

0.50

536.70

5.2162

5599.10

30 JPYINR

201309

63.8000

1000

5.8250

3716.38

0.70

446.60

6.5250

4162.98

31 JPYINR

201310

64.1200

1000

5.8482

3749.89

0.70

448.84

6.5482

4198.73

32 JPYINR

201311

64.0000

1000

5.9056

3779.60

0.70

448.00

6.6056

4227.60

33 JPYINR

201312

65.3400

1000

5.8319

3810.57

0.70

457.38

6.5319

4267.95

34 JPYINR

201401

65.7000

1000

5.8523

3844.93

0.70

459.90

6.5523

4304.83

3874.34

0.70

463.12

6.5560

4337.46

3905.02

0.70

466.48

6.5599

4371.50

35 JPYINR

201402

66.1600

1000

5.8560

36 JPYINR

201403

66.6400

1000

5.8599

Symbol
USDINR

As on Date :

Position
Spread
Limit
Margin
N Month Client-wise(Per Lot)

633

2000

17-SEP-13

Position
Limit
TM-wise( Lot)

Position
Limitt
TM/BANK(Lot)

10000

20000

PDEOD
Open-Int
(Lot)

10891

Client-wise Position Limit

TM-wise Position Limit

TM(Bank)-wise Position Limit

Lower of 6% of the total open Interest or 10 million USD

Lower of 15% of the total open Interest or 50 million USD

Lower of 15% of the total open Interest or 100 million USD

JPYINR

Higher of 6% of the total open Interest or 200 million JPY

Higher of 15% of the total open Interest or 1000 million JPY

Higher of 15% of the total open Interest or 2000 million JPY

GBPINR

Higher of 6% of the total open Interest or 5 million GBP

Higher of 15% of the total open Interest or 25 million GBP

Higher of 15% of the total open Interest or 50 million GBP

EURINR

Higher of 6% of the total open Interest or 5 million EUR

Higher of 15% of the total open Interest or 25 million EUR

Higher of 15% of the total open Interest or 50 million EUR

91DTB

Higher of 6% of the total open Interest or Rs 300 Cr

Higher of 15% of the total open Interest or Rs 1000 Cr

10YGS7

Higher of 6% of the total open Interest or Rs 300 Cr

Higher of 15% of the total open Interest or Rs 1000 Cr

*Permitted Lot size for JPYINR is 100,000. Since price quotation is for 100 Japanese Yen, lot size on trading system shall be 1000 Japanese Yen
*The SPAN margin % has been rounded off to the fourth decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE
Client-wise Position Limit,TM-wise Postilion Limit & TM(Bank)-wise Position Limit for USDINR contracts are across all contracts (Both futures & options Contract).
For all queries, please contact the Branch Officials on 43464014,43464009,43464080,9980662998,9886058628
Compliance Officer : Mr SK Mukhopadhyay, Contact No :(022) 4249 3000, Email :sk.mukhopadhyay@issl.co.in

Page 2 of 3
16-SEP-2013 22:14:16

Currency Derivatives(NSE)

Currency Derivatives(NSE)

Margin Details & Position Limits

Sr
No.

Scrip

Contact
Rate

Lot
Size

SPAN *
Margin %

SPAN Exposure
Amount(A) Margin%

Exposure
Mrgn Amt(B)

Total
%

Total
Amount

37 JPYINR

201404

66.6900

1000

5.9067

3939.17

0.70

466.83

6.6067

4406.00

38 JPYINR

201405

67.1200

1000

5.9169

3971.45

0.70

469.84

6.6169

4441.29

39 JPYINR

201406

67.5400

1000

5.9267

4002.91

0.70

472.78

6.6267

4475.69

40 JPYINR

201407

68.0200

1000

5.9380

4039.01

0.70

476.14

6.6380

4515.15

41 JPYINR

201408

68.4500

1000

5.9474

4071.00

0.70

479.15

6.6474

4550.15

42 USDINR

201309

63.1200

1000

9.7304

6141.80

2.00

1262.40

11.7304

7404.20

43 USDINR

201310

63.5300

1000

9.7539

6196.63

2.00

1270.60

11.7539

7467.23

44 USDINR

201311

63.9300

1000

9.7688

6245.21

2.00

1278.60

11.7688

7523.81

45 USDINR

201312

64.3100

1000

9.7899

6295.87

2.00

1286.20

11.7899

7582.07

46 USDINR

201401

64.6700

1000

9.8223

6352.08

2.00

1293.40

11.8223

7645.48

47 USDINR

201402

65.0700

1000

9.8358

6400.16

2.00

1301.40

11.8358

7701.56

48 USDINR

201403

65.5700

1000

9.8373

6450.34

2.00

1311.40

11.8373

7761.74

49 USDINR

201404

65.8500

1000

9.8803

6506.17

2.00

1317.00

11.8803

7823.17

50 USDINR

201405

66.1500

1000

9.9153

6558.95

2.00

1323.00

11.9153

7881.95

51 USDINR

201406

66.1200

1000

9.9975

6610.38

2.00

1322.40

11.9975

7932.78

52 USDINR

201407

66.4400

1000

10.0382

6669.39

2.00

1328.80

12.0382

7998.19

1000

10.0624

6721.68

2.00

1336.00

12.0624

8057.68

53 USDINR

201408

66.8000

As on Date :

Position
Spread
Limit
Margin
N Month Client-wise(Per Lot)

855

10000

17-SEP-13

Position
Limit
TM-wise( Lot)

Position
Limitt
TM/BANK(Lot)

50000

100000

PDEOD
Open-Int
(Lot)

1455450

*** End of Report ***

Symbol
USDINR

Client-wise Position Limit

TM-wise Position Limit

TM(Bank)-wise Position Limit

Lower of 6% of the total open Interest or 10 million USD

Lower of 15% of the total open Interest or 50 million USD

Lower of 15% of the total open Interest or 100 million USD

JPYINR

Higher of 6% of the total open Interest or 200 million JPY

Higher of 15% of the total open Interest or 1000 million JPY

Higher of 15% of the total open Interest or 2000 million JPY

GBPINR

Higher of 6% of the total open Interest or 5 million GBP

Higher of 15% of the total open Interest or 25 million GBP

Higher of 15% of the total open Interest or 50 million GBP

EURINR

Higher of 6% of the total open Interest or 5 million EUR

Higher of 15% of the total open Interest or 25 million EUR

Higher of 15% of the total open Interest or 50 million EUR

91DTB

Higher of 6% of the total open Interest or Rs 300 Cr

Higher of 15% of the total open Interest or Rs 1000 Cr

10YGS7

Higher of 6% of the total open Interest or Rs 300 Cr

Higher of 15% of the total open Interest or Rs 1000 Cr

*Permitted Lot size for JPYINR is 100,000. Since price quotation is for 100 Japanese Yen, lot size on trading system shall be 1000 Japanese Yen
*The SPAN margin % has been rounded off to the fourth decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE
Client-wise Position Limit,TM-wise Postilion Limit & TM(Bank)-wise Position Limit for USDINR contracts are across all contracts (Both futures & options Contract).
For all queries, please contact the Branch Officials on 43464014,43464009,43464080,9980662998,9886058628
Compliance Officer : Mr SK Mukhopadhyay, Contact No :(022) 4249 3000, Email :sk.mukhopadhyay@issl.co.in

Page 3 of 3
16-SEP-2013 22:14:16