NSE Daily FNO (Derivatives) Margin File

Click on any column name to sort the values.

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 1654.00 8.00 5.00 13.00 51837.50 07-10-2014
ACC 250 1401.00 8.00 5.00 13.00 43794.88 07-10-2014
ADANIENT 1000 466.00 8.00 5.00 13.00 58337.50 07-10-2014
ADANIPORTS 2000 277.00 8.00 5.00 13.00 73890.00 07-10-2014
ADANIPOWER 8000 43.00 14.00 5.00 19.00 64980.00 07-10-2014
ALBK 4000 98.00 15.00 5.03 20.03 77027.78 07-10-2014
AMBUJACEM 2000 212.00 8.00 5.00 13.00 53090.00 07-10-2014
ANDHRABANK 4000 65.00 15.00 5.00 20.00 52120.00 07-10-2014
APOLLOHOSP 250 1122.00 8.00 5.00 13.00 37472.38 07-10-2014
APOLLOTYRE 2000 198.00 11.00 5.00 16.00 64435.00 07-10-2014
ARVIND 2000 297.00 11.00 5.00 16.00 96740.00 07-10-2014
ASHOKLEY 11000 42.00 11.00 5.00 16.00 75377.50 07-10-2014
ASIANPAINT 500 636.00 8.00 5.00 13.00 39781.25 07-10-2014
AUROPHARMA 500 971.00 11.00 5.00 16.00 79570.00 07-10-2014
AXISBANK 1250 379.00 8.00 5.00 13.00 59684.87 07-10-2014
BAJAJ-AUTO 125 2353.00 8.00 5.00 13.00 36763.00 07-10-2014
BANKBARODA 500 896.00 8.00 5.00 13.00 56330.00 07-10-2014
BANKINDIA 1000 234.00 12.00 5.00 17.00 38852.50 07-10-2014
BANKNIFTY 25 15386.00 5.00 3.00 8.00 30772.20 07-10-2014
BATAINDIA 250 1398.00 8.00 5.00 13.00 43786.12 07-10-2014
BHARATFORG 1000 816.00 8.00 5.00 13.00 110180.00 07-10-2014
BHARTIARTL 1000 405.00 8.00 5.00 13.00 50757.50 07-10-2014
BHEL 2000 198.00 9.00 5.00 14.00 53685.00 07-10-2014
BIOCON 500 501.00 8.00 5.00 13.00 31426.25 07-10-2014
BPCL 500 655.00 8.00 5.00 13.00 42993.75 07-10-2014
CAIRN 1000 306.00 8.00 5.00 13.00 38327.50 07-10-2014
CANBK 1000 354.00 10.00 5.00 15.00 53820.00 07-10-2014
CENTURYTEX 1000 536.00 8.00 5.00 13.00 71012.50 07-10-2014
CESC 500 752.00 10.00 5.00 15.00 54877.50 07-10-2014
CIPLA 1000 627.00 8.00 5.00 13.00 79310.00 07-10-2014
CNXINFRA 100 3025.00 5.00 3.00 8.00 24209.85 07-10-2014
CNXIT 25 11513.00 5.00 3.00 8.00 23137.82 07-10-2014
CNXPSE 75 3521.00 5.00 3.00 8.00 21132.91 07-10-2014
COALINDIA 1000 346.00 8.00 5.00 13.00 43375.00 07-10-2014
COLPAL 250 1734.00 8.00 5.00 13.00 54456.75 07-10-2014
CROMPGREAV 2000 201.00 9.00 5.09 14.09 58452.34 07-10-2014
DABUR 2000 223.00 8.00 5.00 13.00 55800.00 07-10-2014
DISHTV 8000 55.00 8.00 5.00 13.00 54940.00 07-10-2014
DIVISLAB 250 1801.00 8.00 5.00 13.00 56303.63 07-10-2014
DJIA 25 16985.00 5.00 3.00 8.00 34129.75 07-10-2014
DLF 2000 151.00 12.00 5.03 17.03 50125.81 07-10-2014
DRREDDY 125 3225.00 8.00 5.00 13.00 50392.75 07-10-2014
EICHERMOT 125 11869.00 10.00 5.00 15.00 220853.13 07-10-2014
EXIDEIND 2000 173.00 8.00 5.00 13.00 43975.00 07-10-2014
FEDERALBNK 4000 124.00 8.00 5.00 13.00 64030.00 07-10-2014
FTSE100 50 6648.00 5.00 3.00 8.00 26598.00 07-10-2014
GAIL 1000 442.00 8.00 5.00 13.00 55327.50 07-10-2014
GLENMARK 500 708.00 8.00 5.00 13.00 45485.00 07-10-2014
GMRINFRA 10000 18.00 15.00 5.50 20.50 37017.50 07-10-2014
GODREJIND 1000 302.00 9.00 5.00 14.00 41160.00 07-10-2014
GRASIM 125 3511.00 8.00 5.00 13.00 54936.00 07-10-2014
HAVELLS 1250 261.00 9.00 5.00 14.00 46447.37 07-10-2014
HCLTECH 250 1753.00 8.00 5.00 13.00 54784.88 07-10-2014
HDFC 250 1055.00 8.00 5.00 13.00 33038.00 07-10-2014
HDFCBANK 500 874.00 8.00 5.00 13.00 54735.00 07-10-2014
HDIL 8000 81.00 14.00 6.25 20.25 130100.00 07-10-2014
HEROMOTOCO 125 2895.00 8.00 5.00 13.00 45237.25 07-10-2014
HEXAWARE 2000 206.00 10.00 5.00 15.00 62550.00 07-10-2014
HINDALCO 2000 156.00 10.00 5.00 15.00 45500.00 07-10-2014
HINDPETRO 1000 491.00 9.00 5.00 14.00 70162.50 07-10-2014
HINDUNILVR 500 737.00 8.00 5.00 13.00 46265.00 07-10-2014
HINDZINC 2000 161.00 8.00 5.00 13.00 40300.00 07-10-2014
IBREALEST 4000 68.00 14.00 6.04 20.04 53888.40 07-10-2014
ICICIBANK 250 1438.00 8.00 5.00 13.00 44966.25 07-10-2014
IDBI 4000 61.00 14.00 5.00 19.00 46870.00 07-10-2014
IDEA 2000 168.00 8.00 5.00 13.00 42015.00 07-10-2014
IDFC 2000 136.00 8.00 5.00 13.00 34235.00 07-10-2014
IFCI 9000 36.00 10.00 5.18 15.18 50306.58 07-10-2014
IGL 1000 421.00 8.00 5.00 13.00 52657.50 07-10-2014
INDIACEM 4000 114.00 14.00 5.70 19.70 89255.00 07-10-2014
INDIAVIX 550 1302.00 15.00 5.00 20.00 142865.25 07-10-2014
INDUSINDBK 500 606.00 8.00 5.00 13.00 37936.25 07-10-2014
INFY 125 3816.00 8.00 5.00 13.00 59632.44 07-10-2014
IOB 8000 57.00 10.00 5.00 15.00 68840.00 07-10-2014
IOC 1000 364.00 9.00 5.00 14.00 52705.00 07-10-2014
IRB 4000 229.00 8.00 5.00 13.00 122180.00 07-10-2014
ITC 1000 367.00 8.00 5.00 13.00 45915.00 07-10-2014
JINDALSTEL 1000 172.00 16.00 5.07 21.07 35637.87 07-10-2014
JISLJALEQS 4000 81.00 10.00 5.36 15.36 50800.64 07-10-2014
JPASSOCIAT 8000 27.00 23.00 6.86 29.86 64762.72 07-10-2014
JPPOWER 15000 12.00 18.00 7.02 25.02 46146.60 07-10-2014
JSWENERGY 4000 70.00 11.00 5.00 16.00 44600.00 07-10-2014
JSWSTEEL 250 1182.00 9.00 5.00 14.00 42228.63 07-10-2014
JUBLFOOD 250 1286.00 8.00 5.00 13.00 40211.25 07-10-2014
JUSTDIAL 125 1639.00 8.00 5.00 13.00 25657.25 07-10-2014
KOTAKBANK 500 1017.00 8.00 5.00 13.00 63661.25 07-10-2014
KTKBANK 2000 112.00 9.00 5.00 14.00 31385.00 07-10-2014
L&TFH 4000 66.00 8.00 5.00 13.00 33380.00 07-10-2014
LICHSGFIN 1000 323.00 8.00 5.00 13.00 40365.00 07-10-2014
LT 250 1455.00 8.00 5.00 13.00 45514.25 07-10-2014
LUPIN 250 1399.00 8.00 5.00 13.00 43803.00 07-10-2014
M&M 250 1394.00 8.00 5.00 13.00 43690.50 07-10-2014
M&MFIN 1000 275.00 8.00 5.00 13.00 34557.50 07-10-2014
MARUTI 125 2992.00 8.00 5.00 13.00 46756.88 07-10-2014
MCLEODRUSS 1000 294.00 8.00 5.00 13.00 36942.50 07-10-2014
MINDTREE 250 1151.00 8.00 5.00 13.00 36006.25 07-10-2014
MOTHERSUMI 1000 400.00 8.00 5.00 13.00 53710.00 07-10-2014
MRF 125 31843.00 9.00 5.00 14.00 555198.94 07-10-2014
NFTYMCAP50 150 3150.00 6.00 3.00 9.00 40897.42 07-10-2014
NHPC 12000 19.00 8.00 5.00 13.00 30990.00 07-10-2014
NIFTY 50 7984.00 5.00 3.00 8.00 31937.48 07-10-2014
NMDC 2000 168.00 8.00 5.00 13.00 42025.00 07-10-2014
NTPC 2000 140.00 8.00 5.00 13.00 35195.00 07-10-2014
OFSS 125 3513.00 8.00 5.00 13.00 54924.75 07-10-2014
ONGC 1000 406.00 8.00 5.00 13.00 50787.50 07-10-2014
ORIENTBANK 2000 231.00 13.00 5.00 18.00 81810.00 07-10-2014
PETRONET 2000 190.00 8.00 5.00 13.00 49140.00 07-10-2014
PFC 2000 240.00 10.00 5.35 15.35 71446.50 07-10-2014
PNB 500 884.00 8.00 5.00 13.00 59262.50 07-10-2014
POWERGRID 2000 137.00 8.00 5.00 13.00 34265.00 07-10-2014
PTC 4000 82.00 10.00 5.00 15.00 50250.00 07-10-2014
RANBAXY 1000 642.00 8.00 5.00 13.00 83300.00 07-10-2014
RCOM 2000 98.00 9.00 5.00 14.00 26925.00 07-10-2014
RECLTD 1000 253.00 11.00 5.00 16.00 39475.00 07-10-2014
RELCAPITAL 1000 461.00 9.00 5.00 14.00 64922.50 07-10-2014
RELIANCE 250 935.00 8.00 5.00 13.00 29283.13 07-10-2014
RELINFRA 500 595.00 9.00 5.00 14.00 41483.75 07-10-2014
RPOWER 4000 70.00 11.00 5.00 16.00 45070.00 07-10-2014
S&P500 250 1967.00 5.00 3.00 8.00 39508.75 07-10-2014
SAIL 4000 69.00 9.00 5.00 14.00 38800.00 07-10-2014
SBIN 125 2437.00 8.00 5.00 13.00 38124.75 07-10-2014
SIEMENS 500 823.00 8.00 5.00 13.00 51882.50 07-10-2014
SKSMICRO 1000 294.00 10.00 5.00 15.00 43557.50 07-10-2014
SRTRANSFIN 500 913.00 8.00 5.00 13.00 61501.25 07-10-2014
SSLT 2000 272.00 8.00 5.00 13.00 68215.00 07-10-2014
SUNPHARMA 500 862.00 8.00 5.00 13.00 54070.00 07-10-2014
SUNTV 1000 344.00 8.00 5.00 13.00 43160.00 07-10-2014
SYNDIBANK 4000 109.00 13.00 5.32 18.32 78170.96 07-10-2014
TATACHEM 1000 398.00 8.00 5.00 13.00 49795.00 07-10-2014
TATACOMM 1000 361.00 8.00 5.00 13.00 45332.50 07-10-2014
TATAGLOBAL 2000 160.00 8.00 5.00 13.00 40030.00 07-10-2014
TATAMOTORS 1000 506.00 8.00 5.00 13.00 63285.00 07-10-2014
TATAMTRDVR 2000 346.00 10.00 5.00 15.00 102030.00 07-10-2014
TATAPOWER 4000 81.00 8.00 5.00 13.00 40930.00 07-10-2014
TATASTEEL 1000 452.00 8.00 5.00 13.00 57247.50 07-10-2014
TCS 125 2791.00 8.00 5.00 13.00 43618.06 07-10-2014
TECHM 125 2541.00 8.00 5.00 13.00 39703.75 07-10-2014
TITAN 1000 408.00 8.00 5.00 13.00 51090.00 07-10-2014
TVSMOTOR 2000 230.00 10.00 5.00 15.00 69640.00 07-10-2014
UBL 250 714.00 8.00 5.00 13.00 22386.88 07-10-2014
UCOBANK 4000 81.00 11.00 5.00 16.00 50540.00 07-10-2014
ULTRACEMCO 125 2651.00 8.00 5.00 13.00 41580.50 07-10-2014
UNIONBANK 2000 191.00 12.00 5.41 17.41 66714.89 07-10-2014
UNITECH 17000 19.00 20.00 8.09 28.09 91653.29 07-10-2014
UPL 2000 340.00 9.00 5.00 14.00 96420.00 07-10-2014
VOLTAS 2000 244.00 12.00 5.00 17.00 81535.00 07-10-2014
WIPRO 500 618.00 8.00 5.00 13.00 38737.50 07-10-2014
YESBANK 1000 555.00 9.00 5.00 14.00 76210.00 07-10-2014
ZEEL 1000 315.00 8.00 5.00 13.00 39505.00 07-10-2014

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