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 1473.00 8.00 5.00 13.00 46054.87 03-09-2014
ACC 250 1563.00 8.00 5.00 13.00 48864.25 03-09-2014
ADANIENT 1000 495.00 8.00 5.29 13.29 64094.92 03-09-2014
ADANIPORTS 2000 290.00 8.00 5.00 13.00 77225.00 03-09-2014
ADANIPOWER 8000 51.00 11.00 5.00 16.00 65460.00 03-09-2014
ALBK 4000 119.00 9.00 5.00 14.00 67330.00 03-09-2014
AMBUJACEM 2000 217.00 8.00 5.00 13.00 54400.00 03-09-2014
ANDHRABANK 4000 76.00 12.00 5.00 17.00 50260.00 03-09-2014
APOLLOHOSP 250 1185.00 8.00 5.00 13.00 38806.88 03-09-2014
APOLLOTYRE 2000 186.00 12.00 5.00 17.00 63175.00 03-09-2014
ARVIND 2000 297.00 12.00 5.00 17.00 101405.00 03-09-2014
ASHOKLEY 11000 38.00 11.00 5.00 16.00 67567.50 03-09-2014
ASIANPAINT 500 627.00 8.00 5.00 13.00 39235.00 03-09-2014
AUROPHARMA 500 817.00 8.00 5.00 13.00 51096.25 03-09-2014
AXISBANK 1250 410.00 8.00 5.00 13.00 64363.00 03-09-2014
BAJAJ-AUTO 125 2272.00 8.00 5.00 13.00 35509.94 03-09-2014
BANKBARODA 500 895.00 8.00 5.00 13.00 55961.25 03-09-2014
BANKINDIA 1000 290.00 9.00 5.00 14.00 40707.50 03-09-2014
BANKNIFTY 25 16205.00 5.00 3.00 8.00 32411.82 03-09-2014
BATAINDIA 250 1294.00 8.00 5.00 13.00 40463.13 03-09-2014
BHARATFORG 1000 820.00 8.00 5.00 13.00 102635.00 03-09-2014
BHARTIARTL 1000 394.00 8.00 5.00 13.00 49370.00 03-09-2014
BHEL 2000 234.00 10.00 5.00 15.00 71600.00 03-09-2014
BIOCON 500 491.00 8.00 5.00 13.00 30675.00 03-09-2014
BPCL 500 692.00 8.00 5.00 13.00 45480.00 03-09-2014
CAIRN 1000 335.00 8.00 5.00 13.00 41965.00 03-09-2014
CANBK 1000 392.00 9.00 5.00 14.00 53375.00 03-09-2014
CENTURYTEX 1000 635.00 8.00 5.00 13.00 85085.00 03-09-2014
CESC 500 704.00 9.00 5.00 14.00 48058.75 03-09-2014
CIPLA 1000 560.00 8.00 5.00 13.00 70067.50 03-09-2014
CNXINFRA 100 3239.00 5.00 3.00 8.00 25911.65 03-09-2014
CNXIT 25 10789.00 5.00 3.00 8.00 21602.60 03-09-2014
CNXPSE 75 3739.00 5.00 3.00 8.00 22438.96 03-09-2014
COALINDIA 1000 365.00 8.00 5.00 13.00 45665.00 03-09-2014
COLPAL 250 1549.00 8.00 5.00 13.00 48467.50 03-09-2014
CROMPGREAV 2000 204.00 11.00 5.08 16.08 65225.76 03-09-2014
DABUR 2000 229.00 8.00 5.00 13.00 57160.00 03-09-2014
DISHTV 8000 55.00 8.00 5.00 13.00 55820.00 03-09-2014
DIVISLAB 250 1611.00 8.00 5.00 13.00 50375.63 03-09-2014
DJIA 25 17115.00 5.00 3.00 8.00 34302.25 03-09-2014
DLF 2000 185.00 10.00 5.02 15.02 54008.82 03-09-2014
DRREDDY 125 3013.00 8.00 5.00 13.00 47089.75 03-09-2014
EXIDEIND 2000 167.00 8.00 5.00 13.00 41670.00 03-09-2014
FEDERALBNK 4000 124.00 8.00 5.00 13.00 66370.00 03-09-2014
FTSE100 50 6854.00 5.00 3.00 8.00 27422.00 03-09-2014
GAIL 1000 466.00 8.00 5.00 13.00 58415.00 03-09-2014
GLENMARK 500 735.00 8.00 5.00 13.00 45973.75 03-09-2014
GMRINFRA 10000 27.00 10.00 5.00 15.00 40600.00 03-09-2014
GODREJIND 1000 333.00 8.00 5.00 13.00 41787.50 03-09-2014
GRASIM 125 3641.00 8.00 5.00 13.00 56899.00 03-09-2014
HAVELLS 1250 277.00 11.00 5.00 16.00 56740.62 03-09-2014
HCLTECH 250 1655.00 8.00 5.00 13.00 51779.25 03-09-2014
HDFC 250 1073.00 8.00 5.00 13.00 33531.13 03-09-2014
HDFCBANK 500 866.00 8.00 5.00 13.00 54191.25 03-09-2014
HDIL 8000 94.00 12.00 6.10 18.10 132960.80 03-09-2014
HEROMOTOCO 125 2800.00 8.00 5.00 13.00 43838.12 03-09-2014
HEXAWARE 2000 163.00 8.00 5.00 13.00 40890.00 03-09-2014
HINDALCO 2000 175.00 11.00 5.00 16.00 55960.00 03-09-2014
HINDPETRO 1000 475.00 9.00 5.00 14.00 68395.00 03-09-2014
HINDUNILVR 500 734.00 8.00 5.00 13.00 45996.25 03-09-2014
HINDZINC 2000 167.00 8.00 5.00 13.00 41680.00 03-09-2014
IBREALEST 4000 72.00 13.00 5.94 18.94 54282.24 03-09-2014
ICICIBANK 250 1595.00 8.00 5.00 13.00 49946.13 03-09-2014
IDBI 4000 79.00 9.00 5.00 14.00 44370.00 03-09-2014
IDEA 2000 173.00 8.00 5.00 13.00 43740.00 03-09-2014
IDFC 2000 147.00 8.00 5.00 13.00 37335.00 03-09-2014
IFCI 9000 34.00 10.00 5.12 15.12 45683.28 03-09-2014
IGL 1000 401.00 8.00 5.00 13.00 50207.50 03-09-2014
INDIACEM 4000 120.00 11.00 5.43 16.43 77220.56 03-09-2014
INDIAVIX 550 1338.00 15.00 5.00 20.00 144040.88 03-09-2014
INDUSINDBK 500 616.00 8.00 5.00 13.00 38560.00 03-09-2014
INFY 125 3629.00 8.00 5.00 13.00 56712.25 03-09-2014
IOB 8000 62.00 9.00 5.00 14.00 70160.00 03-09-2014
IOC 1000 387.00 9.00 5.00 14.00 55042.50 03-09-2014
IRB 4000 259.00 10.00 5.03 15.03 158180.98 03-09-2014
ITC 1000 356.00 8.00 5.00 13.00 44632.50 03-09-2014
JINDALSTEL 1000 241.00 16.00 5.00 21.00 50502.50 03-09-2014
JISLJALEQS 4000 96.00 11.00 5.12 16.12 62001.28 03-09-2014
JPASSOCIAT 8000 47.00 12.00 5.62 17.62 67253.52 03-09-2014
JPPOWER 15000 15.00 14.00 7.09 21.09 45942.98 03-09-2014
JSWENERGY 4000 79.00 10.00 5.00 15.00 47690.00 03-09-2014
JSWSTEEL 250 1327.00 9.00 5.00 14.00 47036.25 03-09-2014
JUBLFOOD 250 1371.00 9.00 5.00 14.00 46659.87 03-09-2014
JUSTDIAL 125 1707.00 9.00 5.00 14.00 30202.38 03-09-2014
KOTAKBANK 500 1063.00 8.00 5.00 13.00 66473.75 03-09-2014
KTKBANK 2000 129.00 9.00 5.00 14.00 34830.00 03-09-2014
L&TFH 4000 68.00 8.00 5.00 13.00 34070.00 03-09-2014
LICHSGFIN 1000 313.00 8.00 5.00 13.00 39250.00 03-09-2014
LT 250 1584.00 8.00 5.00 13.00 49508.00 03-09-2014
LUPIN 250 1318.00 8.00 5.00 13.00 41217.37 03-09-2014
M&M 250 1404.00 8.00 5.00 13.00 43876.12 03-09-2014
M&MFIN 1000 281.00 8.00 5.00 13.00 35210.00 03-09-2014
MARUTI 125 2929.00 8.00 5.00 13.00 45793.94 03-09-2014
MCDOWELL-N 125 2442.00 8.00 5.00 13.00 38184.75 03-09-2014
MCLEODRUSS 1000 297.00 8.00 5.00 13.00 37117.50 03-09-2014
MRF 125 25584.00 8.00 5.00 13.00 401328.50 03-09-2014
NFTYMCAP50 150 3259.00 5.00 3.00 8.00 39110.83 03-09-2014
NHPC 12000 22.00 8.00 5.00 13.00 34860.00 03-09-2014
NIFTY 50 8121.00 5.00 3.00 8.00 32490.18 03-09-2014
NMDC 2000 175.00 8.00 5.00 13.00 43950.00 03-09-2014
NTPC 2000 141.00 8.00 5.00 13.00 35510.00 03-09-2014
OFSS 125 3665.00 8.00 5.00 13.00 57365.00 03-09-2014
ONGC 1000 447.00 8.00 5.00 13.00 55915.00 03-09-2014
ORIENTBANK 2000 279.00 11.00 5.00 16.00 87560.00 03-09-2014
PETRONET 2000 195.00 8.00 5.00 13.00 51195.00 03-09-2014
PFC 2000 261.00 10.00 5.45 15.45 81918.05 03-09-2014
PNB 500 975.00 8.00 5.00 13.00 60998.75 03-09-2014
POWERGRID 2000 132.00 8.00 5.00 13.00 33380.00 03-09-2014
PTC 4000 90.00 9.00 5.00 14.00 52330.00 03-09-2014
RANBAXY 1000 659.00 8.00 5.00 13.00 82572.50 03-09-2014
RCOM 2000 120.00 8.00 5.00 13.00 30190.00 03-09-2014
RECLTD 1000 274.00 9.00 5.00 14.00 39502.50 03-09-2014
RELCAPITAL 1000 550.00 8.00 5.00 13.00 73475.00 03-09-2014
RELIANCE 250 1032.00 8.00 5.00 13.00 32263.63 03-09-2014
RELINFRA 500 746.00 9.00 5.00 14.00 51111.25 03-09-2014
RPOWER 4000 77.00 11.00 5.00 16.00 48130.00 03-09-2014
S&P500 250 2004.00 5.00 3.00 8.00 40201.88 03-09-2014
SAIL 4000 85.00 8.00 5.00 13.00 45190.00 03-09-2014
SBIN 125 2531.00 8.00 5.00 13.00 39600.94 03-09-2014
SIEMENS 500 831.00 8.00 5.00 13.00 53713.75 03-09-2014
SRTRANSFIN 500 964.00 8.00 5.00 13.00 60372.50 03-09-2014
SSLT 2000 280.00 8.00 5.00 13.00 70525.00 03-09-2014
SUNPHARMA 500 868.00 8.00 5.00 13.00 54281.25 03-09-2014
SUNTV 1000 364.00 9.00 5.00 14.00 49255.00 03-09-2014
SYNDIBANK 4000 123.00 10.00 5.01 15.01 75909.32 03-09-2014
TATACHEM 1000 401.00 8.00 5.00 13.00 50807.50 03-09-2014
TATACOMM 1000 375.00 8.00 5.00 13.00 46865.00 03-09-2014
TATAGLOBAL 2000 156.00 8.00 5.00 13.00 39210.00 03-09-2014
TATAMOTORS 1000 520.00 8.00 5.00 13.00 65020.00 03-09-2014
TATAMTRDVR 2000 374.00 8.00 5.00 13.00 98740.00 03-09-2014
TATAPOWER 4000 89.00 8.00 5.00 13.00 46530.00 03-09-2014
TATASTEEL 1000 522.00 8.00 5.00 13.00 65342.50 03-09-2014
TCS 125 2553.00 8.00 5.00 13.00 39903.06 03-09-2014
TECHM 125 2422.00 8.00 5.00 13.00 37844.00 03-09-2014
TITAN 1000 387.00 8.00 5.00 13.00 49222.50 03-09-2014
UBL 250 718.00 8.00 5.00 13.00 22469.37 03-09-2014
UCOBANK 4000 89.00 11.00 5.00 16.00 57800.00 03-09-2014
ULTRACEMCO 125 2738.00 8.00 5.00 13.00 42782.56 03-09-2014
UNIONBANK 2000 218.00 11.00 5.30 16.30 72645.60 03-09-2014
UNITECH 17000 24.00 18.00 7.51 25.51 106014.63 03-09-2014
UPL 2000 327.00 8.00 5.00 13.00 87360.00 03-09-2014
VOLTAS 2000 249.00 11.00 5.00 16.00 81670.00 03-09-2014
WIPRO 500 565.00 8.00 5.00 13.00 35361.25 03-09-2014
YESBANK 1000 610.00 8.00 5.00 13.00 76275.00 03-09-2014
ZEEL 1000 285.00 8.00 5.00 13.00 35615.00 03-09-2014

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