NSE Daily FNO (Derivatives) Margin File

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McDowell is Excluded from F&O From 19 Sep 2014. Now Total 149 Stocks available for trading in Derivatives Segment of NSE.
SCRIPT LOT SIZE CLOSING PRICE INITIAL MARGIN % ADDL MARGIN % TOTAL MARGIN % TOTAL MARGIN RS DATE
ABIRLANUVO 250 1680.00 8.00 5.00 13.00 52503.12 23-10-2014
ACC 250 1478.00 8.00 5.00 13.00 46181.25 23-10-2014
ADANIENT 1000 476.00 8.00 5.00 13.00 59600.00 23-10-2014
ADANIPORTS 2000 269.00 9.00 5.00 14.00 75130.00 23-10-2014
ADANIPOWER 8000 46.00 11.00 5.00 16.00 59200.00 23-10-2014
ALBK 4000 107.00 12.00 5.03 17.03 73758.58 23-10-2014
AMBUJACEM 2000 217.00 8.00 5.00 13.00 54470.00 23-10-2014
ANDHRABANK 4000 76.00 13.00 5.00 18.00 53680.00 23-10-2014
APOLLOHOSP 250 1068.00 8.00 5.00 13.00 35333.62 23-10-2014
APOLLOTYRE 2000 221.00 11.00 5.00 16.00 70290.00 23-10-2014
ARVIND 2000 298.00 11.00 5.00 16.00 93875.00 23-10-2014
ASHOKLEY 11000 45.00 10.00 5.00 15.00 73205.00 23-10-2014
ASIANPAINT 500 642.00 8.00 5.00 13.00 40268.75 23-10-2014
AUROPHARMA 500 971.00 10.00 5.00 15.00 71916.25 23-10-2014
AXISBANK 1250 426.00 8.00 5.00 13.00 66543.75 23-10-2014
BAJAJ-AUTO 125 2506.00 8.00 5.00 13.00 39167.69 23-10-2014
BANKBARODA 500 885.00 8.00 5.00 13.00 55346.25 23-10-2014
BANKINDIA 1000 268.00 11.00 5.00 16.00 41595.00 23-10-2014
BANKNIFTY 25 16480.00 5.00 3.00 8.00 32961.63 23-10-2014
BATAINDIA 250 1252.00 8.00 5.00 13.00 39141.25 23-10-2014
BHARATFORG 1000 762.00 8.00 5.00 13.00 101772.50 23-10-2014
BHARTIARTL 1000 411.00 8.00 5.00 13.00 51377.50 23-10-2014
BHEL 2000 241.00 10.00 5.00 15.00 73135.00 23-10-2014
BIOCON 500 476.00 8.00 5.00 13.00 29838.75 23-10-2014
BPCL 500 690.00 8.00 5.00 13.00 43418.75 23-10-2014
CAIRN 1000 289.00 8.00 5.00 13.00 36650.00 23-10-2014
CANBK 1000 386.00 9.00 5.00 14.00 54165.00 23-10-2014
CENTURYTEX 1000 536.00 9.00 5.00 14.00 74130.00 23-10-2014
CESC 500 675.00 8.00 5.00 13.00 45101.25 23-10-2014
CIPLA 1000 629.00 8.00 5.00 13.00 79055.00 23-10-2014
CNXINFRA 100 3160.00 5.00 3.00 8.00 25283.15 23-10-2014
CNXIT 25 10785.00 5.00 3.00 8.00 21573.49 23-10-2014
CNXPSE 75 3655.00 5.00 3.00 8.00 21933.09 23-10-2014
COALINDIA 1000 353.00 8.00 5.00 13.00 44267.50 23-10-2014
COLPAL 250 1723.00 8.00 5.00 13.00 53839.88 23-10-2014
CROMPGREAV 2000 188.00 11.00 5.09 16.09 59513.67 23-10-2014
DABUR 2000 215.00 8.00 5.00 13.00 53865.00 23-10-2014
DISHTV 8000 57.00 8.00 5.00 13.00 57360.00 23-10-2014
DIVISLAB 250 1788.00 8.00 5.00 13.00 55885.63 23-10-2014
DJIA 25 16560.00 5.00 3.00 8.00 33344.00 23-10-2014
DLF 2000 120.00 28.00 5.03 33.03 78492.24 23-10-2014
DRREDDY 125 3044.00 8.00 5.00 13.00 47563.44 23-10-2014
EICHERMOT 125 11903.00 8.00 5.00 13.00 198112.06 23-10-2014
EXIDEIND 2000 156.00 9.00 5.00 14.00 42365.00 23-10-2014
FEDERALBNK 4000 142.00 10.00 5.00 15.00 86670.00 23-10-2014
FTSE100 50 6418.00 5.00 3.00 8.00 25676.00 23-10-2014
GAIL 1000 483.00 8.00 5.00 13.00 60422.50 23-10-2014
GLENMARK 500 707.00 8.00 5.00 13.00 44260.00 23-10-2014
GMRINFRA 10000 21.00 15.00 5.50 20.50 44897.50 23-10-2014
GODREJIND 1000 291.00 8.00 5.00 13.00 36735.00 23-10-2014
GRASIM 125 3397.00 8.00 5.00 13.00 53139.13 23-10-2014
HAVELLS 1250 269.00 9.00 5.00 14.00 47556.75 23-10-2014
HCLTECH 250 1517.00 9.00 5.00 14.00 54285.62 23-10-2014
HDFC 250 1032.00 8.00 5.00 13.00 32274.37 23-10-2014
HDFCBANK 500 898.00 8.00 5.00 13.00 56266.25 23-10-2014
HDIL 8000 77.00 12.00 6.25 18.25 111440.00 23-10-2014
HEROMOTOCO 125 3112.00 8.00 5.00 13.00 48629.75 23-10-2014
HEXAWARE 2000 186.00 11.00 5.00 16.00 59765.00 23-10-2014
HINDALCO 2000 149.00 11.00 5.00 16.00 47425.00 23-10-2014
HINDPETRO 1000 524.00 10.00 5.00 15.00 77495.00 23-10-2014
HINDUNILVR 500 759.00 8.00 5.00 13.00 47467.50 23-10-2014
HINDZINC 2000 165.00 8.00 5.00 13.00 41445.00 23-10-2014
IBREALEST 4000 66.00 12.00 6.04 18.04 46756.88 23-10-2014
ICICIBANK 250 1571.00 8.00 5.00 13.00 49157.50 23-10-2014
IDBI 4000 67.00 12.00 5.00 17.00 44740.00 23-10-2014
IDEA 2000 160.00 10.00 5.00 15.00 47165.00 23-10-2014
IDFC 2000 146.00 8.00 5.00 13.00 36715.00 23-10-2014
IFCI 9000 35.00 10.00 5.18 15.18 47100.24 23-10-2014
IGL 1000 416.00 8.00 5.00 13.00 52055.00 23-10-2014
INDIACEM 4000 111.00 12.00 5.70 17.70 77565.00 23-10-2014
INDIAVIX 800 1316.00 21.00 5.00 26.00 276364.00 23-10-2014
INDUSINDBK 500 687.00 8.00 5.00 13.00 42940.00 23-10-2014
INFY 125 3804.00 8.00 5.00 13.00 59436.75 23-10-2014
IOB 8000 61.00 9.00 5.00 14.00 66940.00 23-10-2014
IOC 1000 363.00 10.00 5.00 15.00 53317.50 23-10-2014
IRB 4000 247.00 8.00 5.00 13.00 131450.00 23-10-2014
ITC 1000 350.00 8.00 5.00 13.00 43845.00 23-10-2014
JINDALSTEL 1000 160.00 18.00 5.07 23.07 36709.60 23-10-2014
JISLJALEQS 4000 83.00 10.00 5.36 15.36 51558.08 23-10-2014
JPASSOCIAT 8000 30.00 18.00 6.86 24.86 59878.88 23-10-2014
JPPOWER 15000 13.00 14.00 7.02 21.02 40523.10 23-10-2014
JSWENERGY 4000 76.00 11.00 5.00 16.00 48190.00 23-10-2014
JSWSTEEL 250 1203.00 10.00 5.00 15.00 44839.25 23-10-2014
JUBLFOOD 250 1329.00 9.00 5.00 14.00 45138.13 23-10-2014
JUSTDIAL 125 1639.00 8.00 5.00 13.00 27373.06 23-10-2014
KOTAKBANK 500 1063.00 8.00 5.00 13.00 66520.00 23-10-2014
KTKBANK 2000 119.00 9.00 5.00 14.00 32585.00 23-10-2014
L&TFH 4000 68.00 8.00 5.00 13.00 34150.00 23-10-2014
LICHSGFIN 1000 341.00 8.00 5.00 13.00 45777.50 23-10-2014
LT 250 1555.00 8.00 5.00 13.00 48604.87 23-10-2014
LUPIN 250 1393.00 8.00 5.00 13.00 43559.88 23-10-2014
M&M 250 1265.00 8.00 5.00 13.00 39734.87 23-10-2014
M&MFIN 1000 276.00 8.00 5.00 13.00 34717.50 23-10-2014
MARUTI 125 3189.00 8.00 5.00 13.00 49841.81 23-10-2014
MCLEODRUSS 1000 248.00 8.00 5.00 13.00 32572.50 23-10-2014
MINDTREE 250 1046.00 8.00 5.00 13.00 34604.37 23-10-2014
MOTHERSUMI 1000 399.00 9.00 5.00 14.00 56797.50 23-10-2014
MRF 125 30878.00 8.00 5.00 13.00 482465.00 23-10-2014
NFTYMCAP50 150 3205.00 5.00 3.00 8.00 39314.15 23-10-2014
NHPC 12000 20.00 8.00 5.00 13.00 31500.00 23-10-2014
NIFTY 50 8014.00 5.00 3.00 8.00 32056.70 23-10-2014
NMDC 2000 161.00 8.00 5.00 13.00 42265.00 23-10-2014
NTPC 2000 147.00 8.00 5.00 13.00 36800.00 23-10-2014
OFSS 125 3191.00 8.00 5.00 13.00 49861.63 23-10-2014
ONGC 1000 401.00 8.00 5.00 13.00 51607.50 23-10-2014
ORIENTBANK 2000 264.00 13.00 5.00 18.00 93015.00 23-10-2014
PETRONET 2000 198.00 8.00 5.00 13.00 52570.00 23-10-2014
PFC 2000 274.00 11.00 5.35 16.35 88141.95 23-10-2014
PNB 500 930.00 8.00 5.00 13.00 59586.25 23-10-2014
POWERGRID 2000 140.00 8.00 5.00 13.00 35105.00 23-10-2014
PTC 4000 86.00 10.00 5.00 15.00 50200.00 23-10-2014
RANBAXY 1000 598.00 8.00 5.00 13.00 74812.50 23-10-2014
RCOM 2000 103.00 8.00 5.00 13.00 27200.00 23-10-2014
RECLTD 1000 285.00 11.00 5.00 16.00 45067.50 23-10-2014
RELCAPITAL 1000 467.00 9.00 5.00 14.00 64210.00 23-10-2014
RELIANCE 250 950.00 8.00 5.00 13.00 29683.63 23-10-2014
RELINFRA 500 581.00 9.00 5.00 14.00 39581.25 23-10-2014
RPOWER 4000 73.00 9.00 5.00 14.00 40730.00 23-10-2014
S&P500 250 1937.00 5.00 3.00 8.00 38986.75 23-10-2014
SAIL 4000 82.00 9.00 5.00 14.00 47400.00 23-10-2014
SBIN 125 2585.00 8.00 5.00 13.00 40400.88 23-10-2014
SIEMENS 500 863.00 9.00 5.00 14.00 58592.50 23-10-2014
SKSMICRO 1000 316.00 12.00 5.00 17.00 52445.00 23-10-2014
SRTRANSFIN 500 910.00 9.00 5.00 14.00 61786.25 23-10-2014
SSLT 2000 250.00 8.00 5.00 13.00 65970.00 23-10-2014
SUNPHARMA 500 809.00 8.00 5.00 13.00 50580.00 23-10-2014
SUNTV 1000 311.00 8.00 5.00 13.00 38845.00 23-10-2014
SYNDIBANK 4000 118.00 10.00 5.32 15.32 74046.56 23-10-2014
TATACHEM 1000 407.00 8.00 5.00 13.00 51022.50 23-10-2014
TATACOMM 1000 382.00 8.00 5.00 13.00 48632.50 23-10-2014
TATAGLOBAL 2000 157.00 8.00 5.00 13.00 39380.00 23-10-2014
TATAMOTORS 1000 518.00 8.00 5.00 13.00 67922.50 23-10-2014
TATAMTRDVR 2000 324.00 9.00 5.00 14.00 92235.00 23-10-2014
TATAPOWER 4000 88.00 8.00 5.00 13.00 44110.00 23-10-2014
TATASTEEL 1000 459.00 8.00 5.00 13.00 59015.00 23-10-2014
TCS 125 2453.00 9.00 5.00 14.00 41650.88 23-10-2014
TECHM 125 2341.00 8.00 5.00 13.00 36573.75 23-10-2014
TITAN 1000 396.00 8.00 5.00 13.00 49530.00 23-10-2014
TVSMOTOR 2000 256.00 11.00 5.00 16.00 80195.00 23-10-2014
UBL 250 678.00 9.00 5.00 14.00 24519.25 23-10-2014
UCOBANK 4000 82.00 9.00 5.00 14.00 46820.00 23-10-2014
ULTRACEMCO 125 2413.00 8.00 5.00 13.00 40671.94 23-10-2014
UNIONBANK 2000 221.00 11.00 5.41 16.41 70735.48 23-10-2014
UNITECH 17000 18.00 16.00 8.09 24.09 71975.28 23-10-2014
UPL 2000 337.00 10.00 5.00 15.00 99350.00 23-10-2014
VOLTAS 2000 243.00 12.00 5.00 17.00 82915.00 23-10-2014
WIPRO 500 584.00 8.00 5.00 13.00 36552.50 23-10-2014
YESBANK 1000 623.00 8.00 5.00 13.00 78795.00 23-10-2014
ZEEL 1000 340.00 8.00 5.00 13.00 42645.00 23-10-2014

nse fo daily margin file

NSE fo (F&O or Futures and Options) daily margin file (or) NSE derivatives margins file is applicable to all open positions in futures and options segments.  In future contracts margins (Which Include both SPAN and additional margins) are applicable on both long and short positions.  In options contracts margins are applicable only for sellers of the options. Option buyers pay only premium amount and need not to maintain any margins. NSCCL, which acts as clearing house of National Stock Exchange of india uses highly sophisticated risk measurement system developed by Chicago Merchantile Exchange in 1988 known as SPAN (Standard Portfolio Analysis of Risk).

NSE Margins file shows all the available Stocks for trading in derivatives segment. The fields in F&O Margin file are Scrip Name, Lot size, Closing Price of the Scrip as on Previous Day, Initial Margin, Additional Margin, Span Margin in Percent, Additional Margin in Percent and Total Margin (Addition of SPAN and Additional Margin).

Daily Margin files are an indication of margins applicable for taking derivatives positions in that exchange. This is the minimum margin that must be collected by brokers from their clients. These values changes slightly from broker to broker as each has discretion to increase these margins as per the risk management systems followed.

SPAN Margin File of NSE Futures

SPAN typically measures overall risk in a portfolio of futures and options contracts which is used in calculating nse fo daily margin file .  Millions of calculations by done NSCCL before arriving at margin requirements. Different types of margins collected by NSCCL are initial margin (Based on SPAN Calculation) and exposure margin. Exposure margin is also known as second line of defence in risk management. Exposure margin is calculated at the beginning of month and valid throughout the following month.

nse f&o daily margin file is not a single file. Every day margin files are updated 5 times by NSCCL. One time each before and after trading and three times during trading hours (Market hours).  These updates are sent to all trading members daily five times.  For retail investors in most cases only one nse f&o daily margin file is available.  Unless there is high volatility, the change in these margins will be minimum intraday.

Margins calculated are highly sophisticated and complicated for calculation by individuals.  These are typically calculated by clearing house / clearing corporations and intimated to trading members for implementation. For more detailed information about risk management practices of NSE, read Risk Management and procedures followed in preparing nse f&o daily margin file

nse f&o daily margin file