NSE Daily FNO (Derivatives) Margin File

SCRIPT LOT SIZE CLOSING PRICE INITIAL MARGIN % ADDL MARGIN % TOTAL MARGIN % TOTAL MARGIN RS DATE
ABIRLANUVO 250 1105.00 11.00 5.00 16.00 43459.25 17-Apr-2014
ACC 250 1337.00 11.00 5.00 16.00 52477.50 17-Apr-2014
ADANIENT 2000 432.00 29.00 5.00 34.00 290380.00 17-Apr-2014
ADANIPORTS 2000 195.00 12.00 5.00 17.00 67715.00 17-Apr-2014
ADANIPOWER 8000 52.00 19.00 5.00 24.00 97800.00 17-Apr-2014
ALBK 4000 92.00 12.00 5.00 17.00 60550.00 17-Apr-2014
AMBUJACEM 2000 209.00 11.00 5.00 16.00 65735.00 17-Apr-2014
ANDHRABANK 4000 63.00 11.00 5.00 16.00 39990.00 17-Apr-2014
APOLLOHOSP 250 889.00 11.00 5.00 16.00 35053.00 17-Apr-2014
APOLLOTYRE 4000 162.00 11.00 5.00 16.00 101500.00 17-Apr-2014
ARVIND 4000 181.00 11.00 5.00 16.00 118350.00 17-Apr-2014
ASHOKLEY 15000 23.00 17.00 5.00 22.00 75900.00 17-Apr-2014
ASIANPAINT 500 537.00 11.00 5.00 16.00 42205.00 17-Apr-2014
AUROPHARMA 2000 550.00 11.00 5.00 16.00 181135.00 17-Apr-2014
AXISBANK 250 1436.00 11.00 5.00 16.00 56377.50 17-Apr-2014
BAJAJ-AUTO 125 2007.00 11.00 5.00 16.00 39404.13 17-Apr-2014
BANKBARODA 500 760.00 13.00 5.00 18.00 68053.75 17-Apr-2014
BANKINDIA 2000 214.00 15.00 5.31 20.31 88832.11 17-Apr-2014
BANKNIFTY 25 12604.00 7.00 3.00 10.00 31825.89 17-Apr-2014
BATAINDIA 250 1072.00 11.00 5.00 16.00 42069.25 17-Apr-2014
BHARATFORG 1000 421.00 11.00 5.00 16.00 66237.50 17-Apr-2014
BHARTIARTL 1000 324.00 11.00 5.00 16.00 50927.50 17-Apr-2014
BHEL 2000 173.00 12.00 5.00 17.00 57730.00 17-Apr-2014
BIOCON 1000 458.00 11.00 5.00 16.00 71965.00 17-Apr-2014
BPCL 1000 437.00 11.00 5.00 16.00 68625.00 17-Apr-2014
CAIRN 1000 362.00 11.00 5.00 16.00 56940.00 17-Apr-2014
CANBK 1000 261.00 13.00 5.00 18.00 48045.00 17-Apr-2014
CENTURYTEX 1000 363.00 11.00 5.00 16.00 56957.50 17-Apr-2014
CESC 1000 511.00 11.00 5.00 16.00 80295.00 17-Apr-2014
CIPLA 500 398.00 11.00 5.00 16.00 31280.00 17-Apr-2014
CNXINFRA 100 2629.00 7.00 3.00 10.00 26552.65 17-Apr-2014
CNXIT 50 9293.00 7.00 3.00 10.00 46931.90 17-Apr-2014
CNXPSE 75 2820.00 7.00 3.00 10.00 21367.68 17-Apr-2014
COALINDIA 1000 291.00 11.00 5.00 16.00 45752.50 17-Apr-2014
COLPAL 250 1387.00 11.00 5.00 16.00 54457.38 17-Apr-2014
CROMPGREAV 4000 177.00 16.00 5.00 21.00 147600.00 17-Apr-2014
DABUR 2000 180.00 11.00 5.00 16.00 56615.00 17-Apr-2014
DISHTV 8000 48.00 11.00 5.00 16.00 60180.00 17-Apr-2014
DIVISLAB 250 1329.00 11.00 5.00 16.00 52178.63 17-Apr-2014
DJIA 25 16338.00 7.00 3.00 10.00 41253.13 17-Apr-2014
DLF 2000 159.00 15.00 5.00 20.00 64670.00 17-Apr-2014
DRREDDY 125 2548.00 11.00 5.00 16.00 50015.50 17-Apr-2014
EXIDEIND 2000 125.00 11.00 5.00 16.00 39465.00 17-Apr-2014
FEDERALBNK 4000 91.00 12.00 5.00 17.00 60860.00 17-Apr-2014
FTSE100 50 6544.00 7.00 3.00 10.00 33052.00 17-Apr-2014
GAIL 1000 370.00 11.00 5.00 16.00 58127.50 17-Apr-2014
GLENMARK 500 585.00 11.00 5.00 16.00 45968.75 17-Apr-2014
GMRINFRA 11000 24.00 14.00 5.00 19.00 49885.00 17-Apr-2014
GODREJIND 1000 316.00 11.00 5.00 16.00 49580.00 17-Apr-2014
GRASIM 125 2759.00 11.00 5.00 16.00 54153.38 17-Apr-2014
GSKCONS 125 4352.00 11.00 5.00 16.00 85722.50 17-Apr-2014
HAVELLS 500 928.00 11.00 5.00 16.00 72941.25 17-Apr-2014
HCLTECH 250 1407.00 11.00 5.00 16.00 55435.50 17-Apr-2014
HDFC 500 874.00 11.00 5.00 16.00 68625.00 17-Apr-2014
HDFCBANK 500 729.00 11.00 5.00 16.00 57417.50 17-Apr-2014
HDIL 8000 71.00 24.00 5.35 29.35 166132.20 17-Apr-2014
HEROMOTOCO 125 2178.00 11.00 5.00 16.00 42751.75 17-Apr-2014
HEXAWARE 2000 163.00 13.00 5.00 18.00 57700.00 17-Apr-2014
HINDALCO 2000 136.00 14.00 5.00 19.00 52370.00 17-Apr-2014
HINDPETRO 2000 304.00 12.00 5.00 17.00 100560.00 17-Apr-2014
HINDUNILVR 500 610.00 11.00 5.00 16.00 47953.75 17-Apr-2014
HINDZINC 2000 130.00 11.00 5.00 16.00 40735.00 17-Apr-2014
IBREALEST 4000 60.00 16.00 5.00 21.00 51390.00 17-Apr-2014
ICICIBANK 250 1224.00 11.00 5.00 16.00 48049.88 17-Apr-2014
IDBI 4000 65.00 11.00 5.00 16.00 41200.00 17-Apr-2014
IDEA 2000 138.00 11.00 5.00 16.00 43605.00 17-Apr-2014
IDFC 4000 117.00 12.00 5.00 17.00 80910.00 17-Apr-2014
IFCI 10000 25.00 15.00 5.00 20.00 49775.00 17-Apr-2014
IGL 1000 292.00 11.00 5.00 16.00 45865.00 17-Apr-2014
INDIACEM 8000 67.00 19.00 5.00 24.00 129620.00 17-Apr-2014
INDIAVIX 750 3541.00 33.00 5.00 38.00 1009305.50 17-Apr-2014
INDUSINDBK 1000 490.00 11.00 5.00 16.00 76892.50 17-Apr-2014
INFY 125 3165.00 11.00 5.00 16.00 62108.75 17-Apr-2014
IOB 8000 51.00 12.00 5.00 17.00 67840.00 17-Apr-2014
IOC 1000 262.00 11.00 5.00 16.00 42282.50 17-Apr-2014
IRB 4000 111.00 15.00 5.00 20.00 87690.00 17-Apr-2014
ITC 1000 347.00 11.00 5.00 16.00 54592.50 17-Apr-2014
JINDALSTEL 1000 271.00 12.00 5.00 17.00 45712.50 17-Apr-2014
JISLJALEQS 4000 68.00 11.00 5.00 16.00 42960.00 17-Apr-2014
JPASSOCIAT 8000 55.00 18.00 5.08 23.08 99329.76 17-Apr-2014
JPPOWER 13000 16.00 23.00 5.19 28.19 56155.32 17-Apr-2014
JSWENERGY 8000 57.00 15.00 5.00 20.00 92640.00 17-Apr-2014
JSWSTEEL 500 1019.00 11.00 5.00 16.00 80050.00 17-Apr-2014
JUBLFOOD 250 1004.00 11.00 5.00 16.00 39442.37 17-Apr-2014
JUSTDIAL 250 1252.00 20.00 7.55 27.55 86744.61 17-Apr-2014
KOTAKBANK 500 786.00 11.00 5.00 16.00 61696.25 17-Apr-2014
KTKBANK 4000 117.00 11.00 5.00 16.00 73740.00 17-Apr-2014
L&TFH 4000 67.00 16.00 5.00 21.00 55900.00 17-Apr-2014
LICHSGFIN 2000 263.00 11.00 5.00 16.00 82630.00 17-Apr-2014
LT 500 1265.00 11.00 5.00 16.00 99322.50 17-Apr-2014
LUPIN 250 958.00 11.00 5.00 16.00 37676.88 17-Apr-2014
M&M 250 980.00 11.00 5.00 16.00 38486.75 17-Apr-2014
M&MFIN 1000 232.00 11.00 5.00 16.00 36552.50 17-Apr-2014
MARUTI 250 1939.00 11.00 5.00 16.00 76125.50 17-Apr-2014
MCDOWELL-N 125 2874.00 15.00 5.00 20.00 70652.69 17-Apr-2014
MCLEODRUSS 1000 270.00 11.00 5.00 16.00 42490.00 17-Apr-2014
MRF 125 23367.00 11.00 5.00 16.00 460319.87 17-Apr-2014
NFTYMCAP50 150 2519.00 7.00 3.00 10.00 38173.17 17-Apr-2014
NHPC 12000 20.00 11.00 5.00 16.00 38460.00 17-Apr-2014
NIFTY 50 6697.00 7.00 3.00 10.00 33825.95 17-Apr-2014
NMDC 2000 149.00 11.00 5.00 16.00 46945.00 17-Apr-2014
NTPC 2000 123.00 11.00 5.00 16.00 38625.00 17-Apr-2014
OFSS 125 3142.00 11.00 5.00 16.00 61677.50 17-Apr-2014
ONGC 1000 318.00 11.00 5.00 16.00 49985.00 17-Apr-2014
ORIENTBANK 2000 216.00 17.00 5.00 22.00 93350.00 17-Apr-2014
PETRONET 2000 142.00 11.00 5.00 16.00 44765.00 17-Apr-2014
PFC 2000 182.00 14.00 5.00 19.00 68270.00 17-Apr-2014
PNB 500 767.00 12.00 5.00 17.00 64371.25 17-Apr-2014
POWERGRID 4000 108.00 11.00 5.00 16.00 67860.00 17-Apr-2014
PTC 8000 70.00 11.00 5.00 16.00 90780.00 17-Apr-2014
RANBAXY 1000 467.00 17.00 5.00 22.00 101372.50 17-Apr-2014
RCOM 2000 130.00 11.00 5.00 16.00 40960.00 17-Apr-2014
RECLTD 2000 239.00 12.00 5.00 17.00 80825.00 17-Apr-2014
RELCAPITAL 1000 368.00 11.00 5.00 16.00 59252.50 17-Apr-2014
RELIANCE 250 945.00 11.00 5.00 16.00 37117.38 17-Apr-2014
RELINFRA 1000 506.00 14.00 5.00 19.00 94062.50 17-Apr-2014
RPOWER 4000 72.00 11.00 5.00 16.00 45400.00 17-Apr-2014
S&P500 250 1854.00 7.00 3.00 10.00 46811.13 17-Apr-2014
SAIL 8000 70.00 16.00 5.00 21.00 115580.00 17-Apr-2014
SBIN 125 1968.00 11.00 5.00 16.00 38618.75 17-Apr-2014
SIEMENS 500 738.00 11.00 5.00 16.00 57927.50 17-Apr-2014
SRTRANSFIN 500 729.00 14.00 5.00 19.00 68718.75 17-Apr-2014
SSLT 2000 191.00 11.00 5.00 16.00 59900.00 17-Apr-2014
SUNPHARMA 500 617.00 11.00 5.00 16.00 49967.50 17-Apr-2014
SUNTV 1000 395.00 11.00 5.00 16.00 62120.00 17-Apr-2014
SYNDIBANK 4000 97.00 13.00 5.00 18.00 68970.00 17-Apr-2014
TATACHEM 1000 281.00 11.00 5.00 16.00 44245.00 17-Apr-2014
TATACOMM 2000 308.00 11.00 5.00 16.00 96990.00 17-Apr-2014
TATAGLOBAL 2000 151.00 11.00 5.00 16.00 47495.00 17-Apr-2014
TATAMOTORS 1000 413.00 11.00 5.00 16.00 64920.00 17-Apr-2014
TATAMTRDVR 2000 227.00 11.00 5.00 16.00 74245.00 17-Apr-2014
TATAPOWER 4145 82.00 11.00 5.00 16.00 54040.69 17-Apr-2014
TATASTEEL 1000 414.00 11.00 5.00 16.00 65087.50 17-Apr-2014
TCS 125 2201.00 11.00 5.00 16.00 43193.13 17-Apr-2014
TECHM 250 1751.00 11.00 5.00 16.00 68826.12 17-Apr-2014
TITAN 1000 257.00 11.00 5.00 16.00 40412.50 17-Apr-2014
UBL 250 815.00 11.00 5.00 16.00 31988.13 17-Apr-2014
UCOBANK 4000 73.00 12.00 5.00 17.00 50820.00 17-Apr-2014
ULTRACEMCO 125 2205.00 11.00 5.00 16.00 43268.75 17-Apr-2014
UNIONBANK 2000 146.00 16.00 5.00 21.00 62015.00 17-Apr-2014
UNITECH 12000 16.00 21.00 5.00 26.00 49110.00 17-Apr-2014
UPL 2000 215.00 11.00 5.00 16.00 67565.00 17-Apr-2014
VOLTAS 4000 158.00 12.00 5.00 17.00 106030.00 17-Apr-2014
WIPRO 500 573.00 11.00 5.00 16.00 45010.00 17-Apr-2014
YESBANK 1000 409.00 14.00 5.00 19.00 77952.50 17-Apr-2014
ZEEL 1000 267.00 11.00 5.00 16.00 42240.00 17-Apr-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