NSE Daily FNO (Derivatives) Margin File

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SCRIPT LOT SIZE CLOSING PRICE INITIAL MARGIN % ADDL MARGIN % TOTAL MARGIN % TOTAL MARGIN RS DATE
ABIRLANUVO 250 1374.00 8.00 5.00 13.00 42946.25 30-07-2014
ACC 250 1400.00 8.00 5.00 13.00 43823.63 30-07-2014
ADANIENT 1000 431.00 11.00 5.29 16.29 68216.68 30-07-2014
ADANIPORTS 2000 266.00 12.00 5.00 17.00 91920.00 30-07-2014
ADANIPOWER 8000 56.00 10.00 5.00 15.00 66620.00 30-07-2014
ALBK 4000 119.00 11.00 5.00 16.00 73990.00 30-07-2014
AMBUJACEM 2000 205.00 8.00 5.00 13.00 51575.00 30-07-2014
ANDHRABANK 4000 83.00 11.00 5.00 16.00 52330.00 30-07-2014
APOLLOHOSP 250 1023.00 8.00 5.00 13.00 33509.25 30-07-2014
APOLLOTYRE 2000 177.00 10.00 5.00 15.00 54445.00 30-07-2014
ARVIND 2000 211.00 11.00 5.00 16.00 66590.00 30-07-2014
ASHOKLEY 11000 33.00 11.00 5.00 16.00 57777.50 30-07-2014
ASIANPAINT 500 634.00 8.00 5.00 13.00 39750.00 30-07-2014
AUROPHARMA 500 679.00 9.00 5.00 14.00 48828.75 30-07-2014
AXISBANK 1250 398.00 8.00 5.00 13.00 62250.50 30-07-2014
BAJAJ-AUTO 125 2083.00 8.00 5.00 13.00 32553.50 30-07-2014
BANKBARODA 500 868.00 8.00 5.00 13.00 55861.25 30-07-2014
BANKINDIA 1000 284.00 10.00 5.00 15.00 43367.50 30-07-2014
BANKNIFTY 25 15231.00 5.00 3.00 8.00 30464.95 30-07-2014
BATAINDIA 250 1260.00 8.00 5.00 13.00 40066.13 30-07-2014
BHARATFORG 1000 710.00 8.00 5.00 13.00 95312.50 30-07-2014
BHARTIARTL 1000 356.00 8.00 5.00 13.00 44487.50 30-07-2014
BHEL 2000 230.00 11.00 5.00 16.00 71495.00 30-07-2014
BIOCON 500 466.00 10.00 5.00 15.00 34665.00 30-07-2014
BPCL 500 574.00 8.00 5.00 13.00 38131.25 30-07-2014
CAIRN 1000 315.00 8.00 5.00 13.00 41022.50 30-07-2014
CANBK 1000 399.00 10.00 5.00 15.00 57962.50 30-07-2014
CENTURYTEX 1000 593.00 12.00 5.00 17.00 98530.00 30-07-2014
CESC 500 608.00 12.00 5.00 17.00 52680.00 30-07-2014
CIPLA 1000 441.00 8.00 5.00 13.00 55157.50 30-07-2014
CNXINFRA 100 3246.00 5.00 3.00 8.00 25974.70 30-07-2014
CNXIT 25 10361.00 5.00 3.00 8.00 20760.68 30-07-2014
CNXPSE 75 3527.00 5.00 3.00 8.00 21588.96 30-07-2014
COALINDIA 1000 364.00 8.00 5.00 13.00 46395.00 30-07-2014
COLPAL 250 1593.00 8.00 5.00 13.00 49797.38 30-07-2014
CROMPGREAV 2000 191.00 15.00 5.00 20.00 74805.00 30-07-2014
DABUR 2000 198.00 8.00 5.00 13.00 49725.00 30-07-2014
DISHTV 8000 60.00 10.00 5.00 15.00 71960.00 30-07-2014
DIVISLAB 250 1453.00 8.00 5.00 13.00 45814.87 30-07-2014
DJIA 25 16913.00 5.00 3.00 8.00 33976.38 30-07-2014
DLF 2000 195.00 13.00 5.00 18.00 69375.00 30-07-2014
DRREDDY 125 2764.00 8.00 5.00 13.00 43269.88 30-07-2014
EXIDEIND 2000 162.00 8.00 5.00 13.00 43535.00 30-07-2014
FEDERALBNK 4000 119.00 10.00 5.00 15.00 69610.00 30-07-2014
FTSE100 50 6790.00 5.00 3.00 8.00 27240.00 30-07-2014
GAIL 1000 425.00 8.00 5.00 13.00 53155.00 30-07-2014
GLENMARK 500 660.00 9.00 5.00 14.00 46302.50 30-07-2014
GMRINFRA 10000 25.00 13.00 5.00 18.00 44700.00 30-07-2014
GODREJIND 1000 332.00 8.00 5.00 13.00 41670.00 30-07-2014
GRASIM 125 3215.00 8.00 5.00 13.00 50243.12 30-07-2014
HAVELLS 250 1213.00 8.00 5.00 13.00 37926.25 30-07-2014
HCLTECH 250 1615.00 8.00 5.00 13.00 50473.62 30-07-2014
HDFC 250 1064.00 8.00 5.00 13.00 33279.37 30-07-2014
HDFCBANK 500 832.00 8.00 5.00 13.00 52102.50 30-07-2014
HDIL 8000 87.00 12.00 6.24 18.24 129920.64 30-07-2014
HEROMOTOCO 125 2537.00 8.00 5.00 13.00 39672.75 30-07-2014
HEXAWARE 2000 140.00 9.00 5.00 14.00 38470.00 30-07-2014
HINDALCO 2000 188.00 10.00 5.00 15.00 55720.00 30-07-2014
HINDPETRO 1000 383.00 10.00 5.00 15.00 57165.00 30-07-2014
HINDUNILVR 500 688.00 8.00 5.00 13.00 42991.25 30-07-2014
HINDZINC 2000 159.00 10.00 5.00 15.00 46375.00 30-07-2014
IBREALEST 4000 76.00 13.00 5.52 18.52 56394.56 30-07-2014
ICICIBANK 250 1452.00 8.00 5.00 13.00 45404.88 30-07-2014
IDBI 4000 90.00 11.00 5.00 16.00 57400.00 30-07-2014
IDEA 2000 149.00 8.00 5.00 13.00 37360.00 30-07-2014
IDFC 2000 154.00 11.00 5.00 16.00 48475.00 30-07-2014
IFCI 9000 37.00 12.00 5.00 17.00 57217.50 30-07-2014
IGL 1000 367.00 8.00 5.00 13.00 46070.00 30-07-2014
INDIACEM 4000 100.00 12.00 5.30 17.30 70477.60 30-07-2014
INDIAVIX 550 1456.00 14.00 5.00 19.00 155920.00 30-07-2014
INDUSINDBK 500 551.00 8.00 5.00 13.00 34492.50 30-07-2014
INFY 125 3367.00 8.00 5.00 13.00 52609.94 30-07-2014
IOB 8000 71.00 10.00 5.00 15.00 87760.00 30-07-2014
IOC 1000 323.00 8.00 5.00 13.00 40427.50 30-07-2014
IRB 4000 237.00 13.00 5.00 18.00 174400.00 30-07-2014
ITC 1000 357.00 8.00 5.00 13.00 44742.50 30-07-2014
JINDALSTEL 1000 282.00 9.00 5.00 14.00 38475.00 30-07-2014
JISLJALEQS 4000 102.00 13.00 5.00 18.00 73220.00 30-07-2014
JPASSOCIAT 8000 61.00 13.00 5.55 18.55 88910.60 30-07-2014
JPPOWER 15000 20.00 15.00 6.91 21.91 63913.57 30-07-2014
JSWENERGY 4000 77.00 12.00 5.00 17.00 51560.00 30-07-2014
JSWSTEEL 250 1192.00 8.00 5.00 13.00 38062.50 30-07-2014
JUBLFOOD 250 1251.00 9.00 5.00 14.00 42676.25 30-07-2014
JUSTDIAL 125 1624.00 8.00 6.05 14.05 27536.48 30-07-2014
KOTAKBANK 500 941.00 8.00 5.00 13.00 58850.00 30-07-2014
KTKBANK 2000 127.00 9.00 5.00 14.00 36210.00 30-07-2014
L&TFH 4000 69.00 8.00 5.00 13.00 34770.00 30-07-2014
LICHSGFIN 1000 291.00 8.00 5.00 13.00 38347.50 30-07-2014
LT 250 1641.00 8.00 5.00 13.00 51305.63 30-07-2014
LUPIN 250 1119.00 8.00 5.00 13.00 35019.87 30-07-2014
M&M 250 1202.00 8.00 5.00 13.00 37803.75 30-07-2014
M&MFIN 1000 235.00 9.00 5.00 14.00 31920.00 30-07-2014
MARUTI 125 2503.00 8.00 5.00 13.00 39103.63 30-07-2014
MCDOWELL-N 125 2399.00 8.00 5.00 13.00 37486.63 30-07-2014
MCLEODRUSS 1000 277.00 8.00 5.00 13.00 34727.50 30-07-2014
MRF 125 23670.00 8.00 5.00 13.00 369839.00 30-07-2014
NFTYMCAP50 150 3112.00 6.00 3.00 9.00 41057.45 30-07-2014
NHPC 12000 23.00 9.00 5.00 14.00 39030.00 30-07-2014
NIFTY 50 7743.00 5.00 3.00 8.00 30973.88 30-07-2014
NMDC 2000 173.00 8.00 5.00 13.00 43760.00 30-07-2014
NTPC 2000 149.00 8.00 5.00 13.00 37380.00 30-07-2014
OFSS 125 3268.00 8.00 5.00 13.00 51128.00 30-07-2014
ONGC 1000 395.00 8.00 5.00 13.00 50455.00 30-07-2014
ORIENTBANK 2000 281.00 10.00 5.00 15.00 84040.00 30-07-2014
PETRONET 2000 184.00 8.00 5.00 13.00 48650.00 30-07-2014
PFC 2000 260.00 14.00 5.13 19.13 97805.22 30-07-2014
PNB 500 939.00 8.00 5.00 13.00 58751.25 30-07-2014
POWERGRID 2000 133.00 8.00 5.00 13.00 33400.00 30-07-2014
PTC 4000 82.00 11.00 5.00 16.00 52910.00 30-07-2014
RANBAXY 1000 591.00 8.00 5.00 13.00 73897.50 30-07-2014
RCOM 2000 133.00 9.00 5.00 14.00 36990.00 30-07-2014
RECLTD 1000 301.00 12.00 5.00 17.00 52435.00 30-07-2014
RELCAPITAL 1000 579.00 11.00 5.00 16.00 94125.00 30-07-2014
RELIANCE 250 1007.00 8.00 5.00 13.00 31477.50 30-07-2014
RELINFRA 500 735.00 10.00 5.00 15.00 56130.00 30-07-2014
RPOWER 4000 94.00 10.00 5.00 15.00 55760.00 30-07-2014
S&P500 250 1973.00 5.00 3.00 8.00 39636.75 30-07-2014
SAIL 4000 87.00 9.00 5.00 14.00 50340.00 30-07-2014
SBIN 125 2492.00 8.00 5.00 13.00 38937.69 30-07-2014
SIEMENS 500 897.00 8.00 5.00 13.00 59410.00 30-07-2014
SRTRANSFIN 500 908.00 8.00 5.00 13.00 60477.50 30-07-2014
SSLT 2000 290.00 8.00 5.00 13.00 72535.00 30-07-2014
SUNPHARMA 500 787.00 8.00 5.00 13.00 49341.25 30-07-2014
SUNTV 1000 401.00 10.00 5.00 15.00 58872.50 30-07-2014
SYNDIBANK 4000 147.00 13.00 5.00 18.00 102670.00 30-07-2014
TATACHEM 1000 336.00 8.00 5.00 13.00 42067.50 30-07-2014
TATACOMM 1000 364.00 9.00 5.00 14.00 50505.00 30-07-2014
TATAGLOBAL 2000 155.00 8.00 5.00 13.00 38990.00 30-07-2014
TATAMOTORS 1000 453.00 8.00 5.00 13.00 56677.50 30-07-2014
TATAMTRDVR 2000 284.00 10.00 5.00 15.00 85920.00 30-07-2014
TATAPOWER 4000 101.00 8.00 5.00 13.00 53570.00 30-07-2014
TATASTEEL 1000 549.00 8.00 5.00 13.00 69880.00 30-07-2014
TCS 125 2587.00 8.00 5.00 13.00 40422.12 30-07-2014
TECHM 125 2188.00 8.00 5.00 13.00 34240.63 30-07-2014
TITAN 1000 335.00 8.00 5.00 13.00 41942.50 30-07-2014
UBL 250 706.00 8.00 5.00 13.00 22073.12 30-07-2014
UCOBANK 4000 100.00 13.00 5.00 18.00 71260.00 30-07-2014
ULTRACEMCO 125 2410.00 8.00 5.00 13.00 37683.31 30-07-2014
UNIONBANK 2000 193.00 11.00 5.00 16.00 61370.00 30-07-2014
UNITECH 17000 26.00 17.00 6.39 23.39 101405.17 30-07-2014
UPL 2000 311.00 8.00 5.00 13.00 77905.00 30-07-2014
VOLTAS 2000 189.00 12.00 5.00 17.00 64230.00 30-07-2014
WIPRO 500 556.00 8.00 5.00 13.00 34835.00 30-07-2014
YESBANK 1000 537.00 8.00 5.00 13.00 67202.50 30-07-2014
ZEEL 1000 288.00 8.00 5.00 13.00 36072.50 30-07-2014

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