NSE Daily FNO (Derivatives) Margin File

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5 New Securities are added to F&O From 10 Sep 2014. Now Total 150 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 1577.00 8.00 5.00 13.00 50824.87 17-09-2014
ACC 250 1486.00 8.00 5.00 13.00 46525.00 17-09-2014
ADANIENT 1000 493.00 8.00 5.29 13.29 63269.70 17-09-2014
ADANIPORTS 2000 281.00 8.00 5.00 13.00 70710.00 17-09-2014
ADANIPOWER 8000 49.00 9.00 5.00 14.00 56420.00 17-09-2014
ALBK 4000 120.00 9.00 5.00 14.00 66220.00 17-09-2014
AMBUJACEM 2000 207.00 8.00 5.00 13.00 51870.00 17-09-2014
ANDHRABANK 4000 75.00 11.00 5.00 16.00 47090.00 17-09-2014
APOLLOHOSP 250 1114.00 8.00 5.00 13.00 34802.38 17-09-2014
APOLLOTYRE 2000 196.00 12.00 5.00 17.00 68425.00 17-09-2014
ARVIND 2000 307.00 13.00 5.00 18.00 110585.00 17-09-2014
ASHOKLEY 11000 39.00 11.00 5.00 16.00 71390.00 17-09-2014
ASIANPAINT 500 649.00 8.00 5.00 13.00 40598.75 17-09-2014
AUROPHARMA 500 855.00 8.00 5.00 13.00 55606.25 17-09-2014
AXISBANK 1250 401.00 8.00 5.00 13.00 62606.25 17-09-2014
BAJAJ-AUTO 125 2306.00 8.00 5.00 13.00 36051.44 17-09-2014
BANKBARODA 500 926.00 8.00 5.00 13.00 57937.50 17-09-2014
BANKINDIA 1000 285.00 8.00 5.00 13.00 38245.00 17-09-2014
BANKNIFTY 25 15897.00 5.00 3.00 8.00 31795.98 17-09-2014
BATAINDIA 250 1278.00 8.00 5.00 13.00 39946.88 17-09-2014
BHARATFORG 1000 841.00 9.00 5.00 14.00 117412.50 17-09-2014
BHARTIARTL 1000 413.00 8.00 5.00 13.00 51690.00 17-09-2014
BHEL 2000 216.00 8.00 5.00 13.00 57760.00 17-09-2014
BIOCON 500 480.00 8.00 5.00 13.00 30045.00 17-09-2014
BPCL 500 652.00 8.00 5.00 13.00 41271.25 17-09-2014
CAIRN 1000 316.00 8.00 5.00 13.00 39910.00 17-09-2014
CANBK 1000 392.00 9.00 5.00 14.00 53535.00 17-09-2014
CENTURYTEX 1000 583.00 9.00 5.00 14.00 80580.00 17-09-2014
CESC 500 763.00 11.00 5.00 16.00 61888.75 17-09-2014
CIPLA 1000 622.00 8.00 5.00 13.00 81745.00 17-09-2014
CNXINFRA 100 3118.00 5.00 3.00 8.00 24950.45 17-09-2014
CNXIT 25 10849.00 5.00 3.00 8.00 21699.53 17-09-2014
CNXPSE 75 3547.00 5.00 3.00 8.00 21286.30 17-09-2014
COALINDIA 1000 346.00 8.00 5.00 13.00 43210.00 17-09-2014
COLPAL 250 1651.00 8.00 5.00 13.00 51627.50 17-09-2014
CROMPGREAV 2000 208.00 11.00 5.08 16.08 65287.40 17-09-2014
DABUR 2000 221.00 8.00 5.00 13.00 55445.00 17-09-2014
DISHTV 8000 57.00 8.00 5.00 13.00 57320.00 17-09-2014
DIVISLAB 250 1673.00 8.00 5.00 13.00 52321.13 17-09-2014
DJIA 25 17000.00 5.00 3.00 8.00 34059.00 17-09-2014
DLF 2000 169.00 10.00 5.02 15.02 51897.48 17-09-2014
DRREDDY 125 3011.00 8.00 5.00 13.00 47105.94 17-09-2014
EICHERMOT 125 11517.00 11.00 5.00 16.00 236928.31 17-09-2014
EXIDEIND 2000 171.00 8.00 5.00 13.00 45880.00 17-09-2014
FEDERALBNK 4000 122.00 8.00 5.00 13.00 65420.00 17-09-2014
FTSE100 50 6810.00 5.00 3.00 8.00 27242.00 17-09-2014
GAIL 1000 450.00 8.00 5.00 13.00 56277.50 17-09-2014
GLENMARK 500 730.00 8.00 5.00 13.00 45798.75 17-09-2014
GMRINFRA 10000 22.00 13.00 5.00 18.00 40300.00 17-09-2014
GODREJIND 1000 329.00 9.00 5.00 14.00 45192.50 17-09-2014
GRASIM 125 3576.00 8.00 5.00 13.00 55888.50 17-09-2014
HAVELLS 1250 273.00 10.00 5.00 15.00 51456.25 17-09-2014
HCLTECH 250 1613.00 8.00 5.00 13.00 50424.87 17-09-2014
HDFC 250 1023.00 8.00 5.00 13.00 31984.38 17-09-2014
HDFCBANK 500 855.00 8.00 5.00 13.00 53482.50 17-09-2014
HDIL 8000 86.00 13.00 6.10 19.10 129658.80 17-09-2014
HEROMOTOCO 125 2794.00 8.00 5.00 13.00 43659.62 17-09-2014
HEXAWARE 2000 168.00 9.00 5.00 14.00 45565.00 17-09-2014
HINDALCO 2000 161.00 10.00 5.00 15.00 46810.00 17-09-2014
HINDPETRO 1000 469.00 10.00 5.00 15.00 69565.00 17-09-2014
HINDUNILVR 500 759.00 8.00 5.00 13.00 47473.75 17-09-2014
HINDZINC 2000 161.00 8.00 5.00 13.00 41190.00 17-09-2014
IBREALEST 4000 65.00 11.00 5.94 16.94 42752.12 17-09-2014
ICICIBANK 250 1530.00 8.00 5.00 13.00 47826.25 17-09-2014
IDBI 4000 75.00 10.00 5.00 15.00 44650.00 17-09-2014
IDEA 2000 166.00 8.00 5.00 13.00 42895.00 17-09-2014
IDFC 2000 144.00 8.00 5.00 13.00 36145.00 17-09-2014
IFCI 9000 33.00 9.00 5.12 14.12 43081.20 17-09-2014
IGL 1000 412.00 8.00 5.00 13.00 53147.50 17-09-2014
INDIACEM 4000 112.00 10.00 5.43 15.43 70904.68 17-09-2014
INDIAVIX 550 1330.00 15.00 5.00 20.00 149105.00 17-09-2014
INDUSINDBK 500 620.00 8.00 5.00 13.00 38781.25 17-09-2014
INFY 125 3657.00 8.00 5.00 13.00 57173.50 17-09-2014
IOB 8000 61.00 10.00 5.00 15.00 72620.00 17-09-2014
IOC 1000 376.00 9.00 5.00 14.00 54445.00 17-09-2014
IRB 4000 251.00 9.00 5.03 14.03 136810.66 17-09-2014
ITC 1000 355.00 8.00 5.00 13.00 44375.00 17-09-2014
JINDALSTEL 1000 219.00 13.00 5.00 18.00 39560.00 17-09-2014
JISLJALEQS 4000 88.00 12.00 5.12 17.12 59280.00 17-09-2014
JPASSOCIAT 8000 34.00 18.00 5.62 23.62 65981.28 17-09-2014
JPPOWER 15000 14.00 12.00 7.09 19.09 40273.13 17-09-2014
JSWENERGY 4000 75.00 11.00 5.00 16.00 47100.00 17-09-2014
JSWSTEEL 250 1277.00 8.00 5.00 13.00 42095.63 17-09-2014
JUBLFOOD 250 1282.00 8.00 5.00 13.00 40121.25 17-09-2014
JUSTDIAL 125 1664.00 8.00 5.00 13.00 27282.44 17-09-2014
KOTAKBANK 500 1032.00 8.00 5.00 13.00 64551.25 17-09-2014
KTKBANK 2000 124.00 8.00 5.00 13.00 31905.00 17-09-2014
L&TFH 4000 68.00 8.00 5.00 13.00 34060.00 17-09-2014
LICHSGFIN 1000 306.00 8.00 5.00 13.00 38335.00 17-09-2014
LT 250 1521.00 8.00 5.00 13.00 47566.12 17-09-2014
LUPIN 250 1365.00 8.00 5.00 13.00 42669.25 17-09-2014
M&M 250 1378.00 8.00 5.00 13.00 43088.75 17-09-2014
M&MFIN 1000 279.00 8.00 5.00 13.00 35157.50 17-09-2014
MARUTI 125 2952.00 8.00 5.00 13.00 46180.37 17-09-2014
MCDOWELL-N 125 2369.00 8.00 5.00 13.00 37023.44 17-09-2014
MCLEODRUSS 1000 294.00 8.00 5.00 13.00 36820.00 17-09-2014
MINDTREE 250 1129.00 8.00 5.00 13.00 35343.75 17-09-2014
MOTHERSUMI 1000 415.00 11.00 5.00 16.00 65322.50 17-09-2014
MRF 125 30437.00 9.00 5.00 14.00 550146.81 17-09-2014
NFTYMCAP50 150 3222.00 6.00 3.00 9.00 43775.90 17-09-2014
NHPC 12000 20.00 9.00 5.00 14.00 33810.00 17-09-2014
NIFTY 50 7961.00 5.00 3.00 8.00 31847.28 17-09-2014
NMDC 2000 174.00 8.00 5.00 13.00 43490.00 17-09-2014
NTPC 2000 133.00 8.00 5.00 13.00 33380.00 17-09-2014
OFSS 125 3959.00 8.00 5.00 13.00 61871.25 17-09-2014
ONGC 1000 411.00 8.00 5.00 13.00 51387.50 17-09-2014
ORIENTBANK 2000 279.00 10.00 5.00 15.00 84735.00 17-09-2014
PETRONET 2000 191.00 8.00 5.00 13.00 50855.00 17-09-2014
PFC 2000 250.00 10.00 5.45 15.45 77664.55 17-09-2014
PNB 500 965.00 8.00 5.00 13.00 60368.75 17-09-2014
POWERGRID 2000 136.00 8.00 5.00 13.00 34105.00 17-09-2014
PTC 4000 88.00 8.00 5.00 13.00 46960.00 17-09-2014
RANBAXY 1000 600.00 8.00 5.00 13.00 75147.50 17-09-2014
RCOM 2000 107.00 8.00 5.00 13.00 27380.00 17-09-2014
RECLTD 1000 270.00 10.00 5.00 15.00 40012.50 17-09-2014
RELCAPITAL 1000 513.00 8.00 5.00 13.00 66580.00 17-09-2014
RELIANCE 250 984.00 8.00 5.00 13.00 30770.63 17-09-2014
RELINFRA 500 645.00 9.00 5.00 14.00 44958.75 17-09-2014
RPOWER 4000 72.00 9.00 5.00 14.00 41310.00 17-09-2014
S&P500 250 1983.00 5.00 3.00 8.00 39701.75 17-09-2014
SAIL 4000 77.00 8.00 5.00 13.00 39570.00 17-09-2014
SBIN 125 2571.00 8.00 5.00 13.00 40184.56 17-09-2014
SIEMENS 500 857.00 8.00 5.00 13.00 54885.00 17-09-2014
SKSMICRO 1000 306.00 10.00 5.00 15.00 45217.50 17-09-2014
SRTRANSFIN 500 933.00 8.00 5.00 13.00 58293.75 17-09-2014
SSLT 2000 285.00 8.00 5.00 13.00 71330.00 17-09-2014
SUNPHARMA 500 800.00 8.00 5.00 13.00 50066.25 17-09-2014
SUNTV 1000 347.00 8.00 5.00 13.00 44670.00 17-09-2014
SYNDIBANK 4000 125.00 10.00 5.01 15.01 76439.90 17-09-2014
TATACHEM 1000 388.00 8.00 5.00 13.00 48660.00 17-09-2014
TATACOMM 1000 368.00 8.00 5.00 13.00 46162.50 17-09-2014
TATAGLOBAL 2000 160.00 8.00 5.00 13.00 40690.00 17-09-2014
TATAMOTORS 1000 501.00 8.00 5.00 13.00 62635.00 17-09-2014
TATAMTRDVR 2000 358.00 9.00 5.00 14.00 100455.00 17-09-2014
TATAPOWER 4000 84.00 8.00 5.00 13.00 44890.00 17-09-2014
TATASTEEL 1000 491.00 8.00 5.00 13.00 61420.00 17-09-2014
TCS 125 2563.00 8.00 5.00 13.00 40056.44 17-09-2014
TECHM 125 2432.00 8.00 5.00 13.00 38006.63 17-09-2014
TITAN 1000 377.00 8.00 5.00 13.00 47200.00 17-09-2014
TVSMOTOR 2000 212.00 12.00 5.00 17.00 70775.00 17-09-2014
UBL 250 690.00 8.00 5.00 13.00 21564.25 17-09-2014
UCOBANK 4000 86.00 10.00 5.00 15.00 52060.00 17-09-2014
ULTRACEMCO 125 2559.00 8.00 5.00 13.00 39995.94 17-09-2014
UNIONBANK 2000 210.00 11.00 5.30 16.30 66418.80 17-09-2014
UNITECH 17000 23.00 16.00 7.51 23.51 92306.43 17-09-2014
UPL 2000 343.00 11.00 5.00 16.00 106825.00 17-09-2014
VOLTAS 2000 234.00 11.00 5.00 16.00 75825.00 17-09-2014
WIPRO 500 562.00 8.00 5.00 13.00 35152.50 17-09-2014
YESBANK 1000 578.00 8.00 5.00 13.00 75532.50 17-09-2014
ZEEL 1000 285.00 8.00 5.00 13.00 35772.50 17-09-2014

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