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 1428.00 8.00 5.00 13.00 44652.50 25-07-2014
ACC 250 1449.00 8.00 5.00 13.00 45291.13 25-07-2014
ADANIENT 1000 441.00 11.00 5.29 16.29 70222.13 25-07-2014
ADANIPORTS 2000 276.00 13.00 5.00 18.00 98205.00 25-07-2014
ADANIPOWER 8000 58.00 10.00 5.00 15.00 69760.00 25-07-2014
ALBK 4000 117.00 11.00 5.00 16.00 75690.00 25-07-2014
AMBUJACEM 2000 218.00 8.00 5.00 13.00 54710.00 25-07-2014
ANDHRABANK 4000 87.00 11.00 5.00 16.00 55970.00 25-07-2014
APOLLOHOSP 250 1085.00 8.00 5.00 13.00 33901.88 25-07-2014
APOLLOTYRE 2000 180.00 11.00 5.00 16.00 56900.00 25-07-2014
ARVIND 2000 233.00 9.00 5.00 14.00 67035.00 25-07-2014
ASHOKLEY 11000 34.00 11.00 5.00 16.00 61820.00 25-07-2014
ASIANPAINT 500 620.00 8.00 5.00 13.00 38812.50 25-07-2014
AUROPHARMA 500 726.00 9.00 5.00 14.00 50473.75 25-07-2014
AXISBANK 250 2001.00 8.00 5.00 13.00 62540.63 25-07-2014
BAJAJ-AUTO 125 2113.00 8.00 5.00 13.00 33022.37 25-07-2014
BANKBARODA 500 883.00 8.00 5.00 13.00 57882.50 25-07-2014
BANKINDIA 1000 300.00 10.00 5.00 15.00 45295.00 25-07-2014
BANKNIFTY 25 15558.00 5.00 3.00 8.00 31116.16 25-07-2014
BATAINDIA 250 1322.00 8.00 5.00 13.00 41739.88 25-07-2014
BHARATFORG 1000 703.00 9.00 5.00 14.00 95630.00 25-07-2014
BHARTIARTL 1000 355.00 8.00 5.00 13.00 44450.00 25-07-2014
BHEL 2000 236.00 10.00 5.00 15.00 73210.00 25-07-2014
BIOCON 500 518.00 8.00 5.00 13.00 32783.75 25-07-2014
BPCL 500 603.00 8.00 5.00 13.00 39876.25 25-07-2014
CAIRN 1000 324.00 8.00 5.00 13.00 40485.00 25-07-2014
CANBK 1000 404.00 10.00 5.00 15.00 59982.50 25-07-2014
CENTURYTEX 1000 641.00 11.00 5.00 16.00 102287.50 25-07-2014
CESC 500 654.00 12.00 5.00 17.00 55592.50 25-07-2014
CIPLA 1000 441.00 8.00 5.00 13.00 55195.00 25-07-2014
CNXINFRA 100 3305.00 5.00 3.00 8.00 26869.40 25-07-2014
CNXIT 25 10337.00 5.00 3.00 8.00 20777.75 25-07-2014
CNXPSE 75 3630.00 5.00 3.00 8.00 22505.29 25-07-2014
COALINDIA 1000 385.00 8.00 5.00 13.00 48295.00 25-07-2014
COLPAL 250 1666.00 8.00 5.00 13.00 52095.50 25-07-2014
CROMPGREAV 2000 203.00 15.00 5.00 20.00 80235.00 25-07-2014
DABUR 2000 195.00 8.00 5.00 13.00 48885.00 25-07-2014
DISHTV 8000 62.00 10.00 5.00 15.00 73740.00 25-07-2014
DIVISLAB 250 1484.00 8.00 5.00 13.00 46734.88 25-07-2014
DJIA 25 17083.00 5.00 3.00 8.00 34281.88 25-07-2014
DLF 2000 215.00 12.00 5.00 17.00 73630.00 25-07-2014
DRREDDY 125 2710.00 8.00 5.00 13.00 42356.81 25-07-2014
EXIDEIND 2000 161.00 9.00 5.00 14.00 44380.00 25-07-2014
FEDERALBNK 4000 124.00 9.00 5.00 14.00 71400.00 25-07-2014
FTSE100 50 6833.00 5.00 3.00 8.00 27334.50 25-07-2014
GAIL 1000 431.00 8.00 5.00 13.00 53902.50 25-07-2014
GLENMARK 500 596.00 8.00 5.00 13.00 37342.50 25-07-2014
GMRINFRA 10000 26.00 13.00 5.00 18.00 47150.00 25-07-2014
GODREJIND 1000 346.00 8.00 5.00 13.00 43422.50 25-07-2014
GRASIM 125 3334.00 8.00 5.00 13.00 52111.31 25-07-2014
HAVELLS 250 1264.00 8.00 5.00 13.00 39511.25 25-07-2014
HCLTECH 250 1586.00 8.00 5.00 13.00 49563.75 25-07-2014
HDFC 250 1039.00 8.00 5.00 13.00 32476.87 25-07-2014
HDFCBANK 500 845.00 8.00 5.00 13.00 52875.00 25-07-2014
HDIL 8000 93.00 12.00 6.24 18.24 138820.48 25-07-2014
HEROMOTOCO 125 2540.00 8.00 5.00 13.00 39709.44 25-07-2014
HEXAWARE 2000 148.00 8.00 5.00 13.00 39535.00 25-07-2014
HINDALCO 2000 198.00 10.00 5.00 15.00 58955.00 25-07-2014
HINDPETRO 1000 394.00 10.00 5.00 15.00 60335.00 25-07-2014
HINDUNILVR 500 644.00 8.00 5.00 13.00 40326.25 25-07-2014
HINDZINC 2000 169.00 9.00 5.00 14.00 48625.00 25-07-2014
IBREALEST 4000 81.00 13.00 5.52 18.52 60855.84 25-07-2014
ICICIBANK 250 1505.00 8.00 5.00 13.00 47126.12 25-07-2014
IDBI 4000 93.00 11.00 5.00 16.00 60390.00 25-07-2014
IDEA 2000 151.00 8.00 5.00 13.00 38040.00 25-07-2014
IDFC 2000 159.00 11.00 5.00 16.00 51390.00 25-07-2014
IFCI 9000 39.00 13.00 5.00 18.00 61695.00 25-07-2014
IGL 1000 374.00 8.00 5.00 13.00 46812.50 25-07-2014
INDIACEM 4000 103.00 13.00 5.30 18.30 74091.40 25-07-2014
INDIAVIX 550 1513.00 14.00 5.00 19.00 161730.75 25-07-2014
INDUSINDBK 500 553.00 8.00 5.00 13.00 34573.75 25-07-2014
INFY 125 3379.00 8.00 5.00 13.00 52807.25 25-07-2014
IOB 8000 72.00 11.00 5.00 16.00 90740.00 25-07-2014
IOC 1000 332.00 8.00 5.00 13.00 42500.00 25-07-2014
IRB 4000 263.00 13.00 5.00 18.00 185520.00 25-07-2014
ITC 1000 357.00 8.00 5.00 13.00 44685.00 25-07-2014
JINDALSTEL 1000 295.00 8.00 5.00 13.00 39767.50 25-07-2014
JISLJALEQS 4000 106.00 13.00 5.00 18.00 78140.00 25-07-2014
JPASSOCIAT 8000 62.00 13.00 5.55 18.55 90256.80 25-07-2014
JPPOWER 15000 19.00 16.00 6.91 22.91 65050.80 25-07-2014
JSWENERGY 4000 81.00 12.00 5.00 17.00 55610.00 25-07-2014
JSWSTEEL 250 1224.00 8.00 5.00 13.00 38251.75 25-07-2014
JUBLFOOD 250 1262.00 8.00 5.00 13.00 41769.37 25-07-2014
JUSTDIAL 125 1614.00 8.00 6.05 14.05 27541.77 25-07-2014
KOTAKBANK 500 941.00 8.00 5.00 13.00 58843.75 25-07-2014
KTKBANK 2000 135.00 9.00 5.00 14.00 36790.00 25-07-2014
L&TFH 4000 71.00 8.00 5.00 13.00 36400.00 25-07-2014
LICHSGFIN 1000 312.00 8.00 5.00 13.00 39010.00 25-07-2014
LT 250 1668.00 8.00 5.00 13.00 52120.50 25-07-2014
LUPIN 250 1098.00 8.00 5.00 13.00 34374.25 25-07-2014
M&M 250 1201.00 8.00 5.00 13.00 37541.87 25-07-2014
M&MFIN 1000 250.00 8.00 5.00 13.00 32685.00 25-07-2014
MARUTI 125 2503.00 8.00 5.00 13.00 39117.06 25-07-2014
MCDOWELL-N 125 2409.00 8.00 5.00 13.00 37648.37 25-07-2014
MCLEODRUSS 1000 284.00 8.00 5.00 13.00 35492.50 25-07-2014
MRF 125 23949.00 8.00 5.00 13.00 380380.06 25-07-2014
NFTYMCAP50 150 3207.00 6.00 3.00 9.00 42640.63 25-07-2014
NHPC 12000 24.00 10.00 5.00 15.00 41880.00 25-07-2014
NIFTY 50 7834.00 5.00 3.00 8.00 31339.63 25-07-2014
NMDC 2000 179.00 8.00 5.00 13.00 46010.00 25-07-2014
NTPC 2000 150.00 8.00 5.00 13.00 37490.00 25-07-2014
OFSS 125 3275.00 8.00 5.00 13.00 51201.63 25-07-2014
ONGC 1000 406.00 8.00 5.00 13.00 53157.50 25-07-2014
ORIENTBANK 2000 290.00 10.00 5.00 15.00 87805.00 25-07-2014
PETRONET 2000 181.00 9.00 5.00 14.00 49480.00 25-07-2014
PFC 2000 274.00 14.00 5.13 19.13 104583.18 25-07-2014
PNB 500 931.00 8.00 5.00 13.00 58247.50 25-07-2014
POWERGRID 2000 135.00 8.00 5.00 13.00 33800.00 25-07-2014
PTC 4000 84.00 12.00 5.00 17.00 55670.00 25-07-2014
RANBAXY 1000 562.00 8.00 5.00 13.00 70412.50 25-07-2014
RCOM 2000 135.00 9.00 5.00 14.00 38595.00 25-07-2014
RECLTD 1000 320.00 13.00 5.00 18.00 56242.50 25-07-2014
RELCAPITAL 1000 616.00 11.00 5.00 16.00 99647.50 25-07-2014
RELIANCE 250 1041.00 8.00 5.00 13.00 32528.00 25-07-2014
RELINFRA 500 759.00 11.00 5.00 16.00 58877.50 25-07-2014
RPOWER 4000 95.00 9.00 5.00 14.00 53880.00 25-07-2014
S&P500 250 1986.00 5.00 3.00 8.00 39889.88 25-07-2014
SAIL 4000 91.00 10.00 5.00 15.00 52640.00 25-07-2014
SBIN 125 2562.00 8.00 5.00 13.00 40035.31 25-07-2014
SIEMENS 500 919.00 9.00 5.00 14.00 62355.00 25-07-2014
SRTRANSFIN 500 880.00 9.00 5.00 14.00 59656.25 25-07-2014
SSLT 2000 299.00 8.00 5.00 13.00 74920.00 25-07-2014
SUNPHARMA 500 750.00 8.00 5.00 13.00 46871.25 25-07-2014
SUNTV 1000 407.00 10.00 5.00 15.00 61332.50 25-07-2014
SYNDIBANK 4000 150.00 13.00 5.00 18.00 108300.00 25-07-2014
TATACHEM 1000 347.00 8.00 5.00 13.00 43362.50 25-07-2014
TATACOMM 1000 381.00 9.00 5.00 14.00 52700.00 25-07-2014
TATAGLOBAL 2000 157.00 8.00 5.00 13.00 39425.00 25-07-2014
TATAMOTORS 1000 485.00 8.00 5.00 13.00 60712.50 25-07-2014
TATAMTRDVR 2000 313.00 9.00 5.00 14.00 86135.00 25-07-2014
TATAPOWER 4000 104.00 8.00 5.00 13.00 55290.00 25-07-2014
TATASTEEL 1000 569.00 8.00 5.00 13.00 73267.50 25-07-2014
TCS 125 2558.00 8.00 5.00 13.00 39974.94 25-07-2014
TECHM 125 2165.00 8.00 5.00 13.00 34001.94 25-07-2014
TITAN 1000 337.00 8.00 5.00 13.00 42885.00 25-07-2014
UBL 250 715.00 8.00 5.00 13.00 22348.62 25-07-2014
UCOBANK 4000 108.00 12.00 5.00 17.00 74270.00 25-07-2014
ULTRACEMCO 125 2482.00 8.00 5.00 13.00 38844.00 25-07-2014
UNIONBANK 2000 199.00 11.00 5.00 16.00 64475.00 25-07-2014
UNITECH 17000 28.00 17.00 6.39 23.39 110051.88 25-07-2014
UPL 2000 314.00 8.00 5.00 13.00 81395.00 25-07-2014
VOLTAS 2000 194.00 13.00 5.00 18.00 67970.00 25-07-2014
WIPRO 500 577.00 8.00 5.00 13.00 36136.25 25-07-2014
YESBANK 1000 546.00 8.00 5.00 13.00 68265.00 25-07-2014
ZEEL 1000 300.00 8.00 5.00 13.00 37620.00 25-07-2014

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