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 1460.00 8.00 5.00 13.00 45724.37 01-09-2014
ACC 250 1499.00 8.00 5.00 13.00 46939.87 01-09-2014
ADANIENT 1000 481.00 8.00 5.29 13.29 62726.06 01-09-2014
ADANIPORTS 2000 285.00 9.00 5.00 14.00 78155.00 01-09-2014
ADANIPOWER 8000 48.00 10.00 5.00 15.00 57740.00 01-09-2014
ALBK 4000 115.00 9.00 5.00 14.00 63680.00 01-09-2014
AMBUJACEM 2000 208.00 8.00 5.00 13.00 52090.00 01-09-2014
ANDHRABANK 4000 72.00 10.00 5.00 15.00 43960.00 01-09-2014
APOLLOHOSP 250 1179.00 8.00 5.00 13.00 39751.87 01-09-2014
APOLLOTYRE 2000 166.00 10.00 5.00 15.00 48535.00 01-09-2014
ARVIND 2000 287.00 13.00 5.00 18.00 101490.00 01-09-2014
ASHOKLEY 11000 37.00 10.00 5.00 15.00 59070.00 01-09-2014
ASIANPAINT 500 629.00 8.00 5.00 13.00 39300.00 01-09-2014
AUROPHARMA 500 822.00 8.00 5.00 13.00 51897.50 01-09-2014
AXISBANK 1250 397.00 8.00 5.00 13.00 62041.13 01-09-2014
BAJAJ-AUTO 125 2275.00 8.00 5.00 13.00 35551.19 01-09-2014
BANKBARODA 500 877.00 8.00 5.00 13.00 54856.25 01-09-2014
BANKINDIA 1000 278.00 9.00 5.00 14.00 38222.50 01-09-2014
BANKNIFTY 25 15785.00 5.00 3.00 8.00 31572.09 01-09-2014
BATAINDIA 250 1286.00 8.00 5.00 13.00 40218.62 01-09-2014
BHARATFORG 1000 797.00 8.00 5.00 13.00 99760.00 01-09-2014
BHARTIARTL 1000 372.00 8.00 5.00 13.00 46582.50 01-09-2014
BHEL 2000 228.00 11.00 5.00 16.00 71880.00 01-09-2014
BIOCON 500 467.00 8.00 5.00 13.00 29195.00 01-09-2014
BPCL 500 681.00 9.00 5.00 14.00 46497.50 01-09-2014
CAIRN 1000 328.00 8.00 5.00 13.00 41040.00 01-09-2014
CANBK 1000 381.00 8.00 5.00 13.00 50247.50 01-09-2014
CENTURYTEX 1000 598.00 8.00 5.00 13.00 76745.00 01-09-2014
CESC 500 696.00 9.00 5.00 14.00 48798.75 01-09-2014
CIPLA 1000 516.00 8.00 5.00 13.00 64585.00 01-09-2014
CNXINFRA 100 3134.00 5.00 3.00 8.00 25081.75 01-09-2014
CNXIT 25 10709.00 5.00 3.00 8.00 21475.41 01-09-2014
CNXPSE 75 3659.00 5.00 3.00 8.00 21955.96 01-09-2014
COALINDIA 1000 358.00 8.00 5.00 13.00 44872.50 01-09-2014
COLPAL 250 1548.00 8.00 5.00 13.00 48379.38 01-09-2014
CROMPGREAV 2000 196.00 11.00 5.08 16.08 61063.44 01-09-2014
DABUR 2000 232.00 8.00 5.00 13.00 58165.00 01-09-2014
DISHTV 8000 54.00 8.00 5.00 13.00 54760.00 01-09-2014
DIVISLAB 250 1573.00 8.00 5.00 13.00 49226.25 01-09-2014
DJIA 25 17060.00 5.00 3.00 8.00 34317.00 01-09-2014
DLF 2000 178.00 10.00 5.02 15.02 53036.38 01-09-2014
DRREDDY 125 2965.00 8.00 5.00 13.00 46328.94 01-09-2014
EXIDEIND 2000 164.00 8.00 5.00 13.00 41060.00 01-09-2014
FEDERALBNK 4000 121.00 8.00 5.00 13.00 65490.00 01-09-2014
FTSE100 50 6867.00 5.00 3.00 8.00 27471.50 01-09-2014
GAIL 1000 446.00 8.00 5.00 13.00 55822.50 01-09-2014
GLENMARK 500 721.00 8.00 5.00 13.00 45150.00 01-09-2014
GMRINFRA 10000 25.00 10.00 5.00 15.00 38925.00 01-09-2014
GODREJIND 1000 325.00 8.00 5.00 13.00 40705.00 01-09-2014
GRASIM 125 3419.00 8.00 5.00 13.00 53447.06 01-09-2014
HAVELLS 1250 285.00 12.00 5.00 17.00 60547.38 01-09-2014
HCLTECH 250 1639.00 8.00 5.00 13.00 51211.75 01-09-2014
HDFC 250 1080.00 8.00 5.00 13.00 33798.12 01-09-2014
HDFCBANK 500 850.00 8.00 5.00 13.00 53161.25 01-09-2014
HDIL 8000 91.00 12.00 6.10 18.10 131552.40 01-09-2014
HEROMOTOCO 125 2624.00 8.00 5.00 13.00 41003.37 01-09-2014
HEXAWARE 2000 161.00 8.00 5.00 13.00 40350.00 01-09-2014
HINDALCO 2000 170.00 11.00 5.00 16.00 55360.00 01-09-2014
HINDPETRO 1000 461.00 10.00 5.00 15.00 67882.50 01-09-2014
HINDUNILVR 500 743.00 8.00 5.00 13.00 46657.50 01-09-2014
HINDZINC 2000 167.00 8.00 5.00 13.00 41715.00 01-09-2014
IBREALEST 4000 70.00 12.00 5.94 17.94 51193.20 01-09-2014
ICICIBANK 250 1558.00 8.00 5.00 13.00 48713.00 01-09-2014
IDBI 4000 77.00 9.00 5.00 14.00 43540.00 01-09-2014
IDEA 2000 162.00 8.00 5.00 13.00 40875.00 01-09-2014
IDFC 2000 144.00 8.00 5.00 13.00 37600.00 01-09-2014
IFCI 9000 34.00 10.00 5.12 15.12 46445.04 01-09-2014
IGL 1000 374.00 8.00 5.00 13.00 47292.50 01-09-2014
INDIACEM 4000 114.00 11.00 5.43 16.43 73103.06 01-09-2014
INDIAVIX 550 1331.00 15.00 5.00 20.00 145957.63 01-09-2014
INDUSINDBK 500 586.00 8.00 5.00 13.00 36672.50 01-09-2014
INFY 125 3607.00 8.00 5.00 13.00 56365.94 01-09-2014
IOB 8000 60.00 9.00 5.00 14.00 67780.00 01-09-2014
IOC 1000 362.00 8.00 5.00 13.00 47185.00 01-09-2014
IRB 4000 253.00 10.00 5.03 15.03 154704.08 01-09-2014
ITC 1000 357.00 8.00 5.00 13.00 44732.50 01-09-2014
JINDALSTEL 1000 235.00 15.00 5.00 20.00 47922.50 01-09-2014
JISLJALEQS 4000 89.00 11.00 5.12 16.12 56188.16 01-09-2014
JPASSOCIAT 8000 47.00 12.00 5.62 17.62 66308.72 01-09-2014
JPPOWER 15000 14.00 13.00 7.09 20.09 42508.05 01-09-2014
JSWENERGY 4000 77.00 9.00 5.00 14.00 44410.00 01-09-2014
JSWSTEEL 250 1249.00 8.00 5.00 13.00 39825.63 01-09-2014
JUBLFOOD 250 1298.00 8.00 5.00 13.00 43381.12 01-09-2014
JUSTDIAL 125 1657.00 8.00 5.00 13.00 26547.75 01-09-2014
KOTAKBANK 500 1038.00 7.00 5.00 12.00 64883.75 01-09-2014
KTKBANK 2000 124.00 8.00 5.00 13.00 32390.00 01-09-2014
L&TFH 4000 66.00 8.00 5.00 13.00 33460.00 01-09-2014
LICHSGFIN 1000 304.00 8.00 5.00 13.00 38032.50 01-09-2014
LT 250 1535.00 8.00 5.00 13.00 47968.62 01-09-2014
LUPIN 250 1295.00 8.00 5.00 13.00 40503.00 01-09-2014
M&M 250 1411.00 8.00 5.00 13.00 44098.75 01-09-2014
M&MFIN 1000 281.00 8.00 5.00 13.00 35137.50 01-09-2014
MARUTI 125 2801.00 8.00 5.00 13.00 43777.19 01-09-2014
MCDOWELL-N 125 2411.00 8.00 5.00 13.00 37704.94 01-09-2014
MCLEODRUSS 1000 297.00 8.00 5.00 13.00 37150.00 01-09-2014
MRF 125 24167.00 8.00 5.00 13.00 377611.94 01-09-2014
NFTYMCAP50 150 3152.00 5.00 3.00 8.00 37840.35 01-09-2014
NHPC 12000 22.00 9.00 5.00 14.00 35940.00 01-09-2014
NIFTY 50 7986.00 5.00 3.00 8.00 31948.60 01-09-2014
NMDC 2000 171.00 8.00 5.00 13.00 42740.00 01-09-2014
NTPC 2000 138.00 8.00 5.00 13.00 34635.00 01-09-2014
OFSS 125 3629.00 8.00 5.00 13.00 56716.81 01-09-2014
ONGC 1000 438.00 8.00 5.00 13.00 54695.00 01-09-2014
ORIENTBANK 2000 263.00 10.00 5.00 15.00 78180.00 01-09-2014
PETRONET 2000 182.00 8.00 5.00 13.00 46080.00 01-09-2014
PFC 2000 252.00 10.00 5.45 15.45 76886.20 01-09-2014
PNB 500 948.00 8.00 5.00 13.00 59247.50 01-09-2014
POWERGRID 2000 129.00 8.00 5.00 13.00 32450.00 01-09-2014
PTC 4000 86.00 9.00 5.00 14.00 49460.00 01-09-2014
RANBAXY 1000 645.00 8.00 5.00 13.00 80595.00 01-09-2014
RCOM 2000 117.00 8.00 5.00 13.00 29255.00 01-09-2014
RECLTD 1000 268.00 9.00 5.00 14.00 38337.50 01-09-2014
RELCAPITAL 1000 527.00 8.00 5.00 13.00 70385.00 01-09-2014
RELIANCE 250 1006.00 8.00 5.00 13.00 31461.25 01-09-2014
RELINFRA 500 698.00 8.00 5.00 13.00 45371.25 01-09-2014
RPOWER 4000 75.00 10.00 5.00 15.00 44890.00 01-09-2014
S&P500 250 1993.00 5.00 3.00 8.00 40097.50 01-09-2014
SAIL 4000 82.00 8.00 5.00 13.00 41340.00 01-09-2014
SBIN 125 2476.00 8.00 5.00 13.00 38688.12 01-09-2014
SIEMENS 500 797.00 8.00 5.00 13.00 49927.50 01-09-2014
SRTRANSFIN 500 909.00 8.00 5.00 13.00 56910.00 01-09-2014
SSLT 2000 279.00 8.00 5.00 13.00 69920.00 01-09-2014
SUNPHARMA 500 858.00 8.00 5.00 13.00 53670.00 01-09-2014
SUNTV 1000 353.00 8.00 5.00 13.00 46340.00 01-09-2014
SYNDIBANK 4000 120.00 10.00 5.01 15.01 74158.14 01-09-2014
TATACHEM 1000 378.00 8.00 5.00 13.00 47387.50 01-09-2014
TATACOMM 1000 378.00 8.00 5.00 13.00 48080.00 01-09-2014
TATAGLOBAL 2000 152.00 8.00 5.00 13.00 37970.00 01-09-2014
TATAMOTORS 1000 528.00 8.00 5.00 13.00 66082.50 01-09-2014
TATAMTRDVR 2000 379.00 9.00 5.00 14.00 103345.00 01-09-2014
TATAPOWER 4000 87.00 8.00 5.00 13.00 43680.00 01-09-2014
TATASTEEL 1000 516.00 8.00 5.00 13.00 64595.00 01-09-2014
TCS 125 2536.00 8.00 5.00 13.00 39617.88 01-09-2014
TECHM 125 2367.00 8.00 5.00 13.00 37001.56 01-09-2014
TITAN 1000 366.00 8.00 5.00 13.00 45745.00 01-09-2014
UBL 250 711.00 8.00 5.00 13.00 22246.25 01-09-2014
UCOBANK 4000 90.00 11.00 5.00 16.00 59070.00 01-09-2014
ULTRACEMCO 125 2567.00 8.00 5.00 13.00 40119.00 01-09-2014
UNIONBANK 2000 209.00 11.00 5.30 16.30 69774.00 01-09-2014
UNITECH 17000 22.00 17.00 7.51 24.51 91369.73 01-09-2014
UPL 2000 319.00 8.00 5.00 13.00 84355.00 01-09-2014
VOLTAS 2000 246.00 12.00 5.00 17.00 83655.00 01-09-2014
WIPRO 500 568.00 8.00 5.00 13.00 35508.75 01-09-2014
YESBANK 1000 573.00 8.00 5.00 13.00 71682.50 01-09-2014
ZEEL 1000 276.00 8.00 5.00 13.00 34487.50 01-09-2014

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