Margin Details & Position Limits

Transcription

1 Margin Details & s 3-NOV :39:4 Compliance Officer : Mr SK Mukhopadhyay, Contact No :(22) , sk.mukhopadhyay@issl.co.in CIN - U74992MH26PLC Website: Page 1 of 8 759GS GS GS GS GS GS GS GS GS GS GS GS GS GS GS GS Sr No. Scrip Lot Size SPAN * Margin % SPAN Amount(A) Margin% Mrgn Amt(B) % Amount Rate Spread Margin N Month Client-wise(Per Lot) TM-wise( Lot) t TM/Prop(Lot) PDEOD Open-Int (Lot) Contact

2 Margin Details & s 3-NOV :39:4 Compliance Officer : Mr SK Mukhopadhyay, Contact No :(22) , sk.mukhopadhyay@issl.co.in CIN - U74992MH26PLC Website: Page 2 of 8 668GS GS GS GS GS GS GS GS GS GS GS GS23 761GS23 761GS23 761GS23 761GS23 761GS23 788GS23 788GS23 788GS23 788GS23 788GS23 788GS23 768GS GS GS GS GS GS GS GS GS Sr No. Scrip Lot Size SPAN * Margin % SPAN Amount(A) Margin% Mrgn Amt(B) % Amount Rate Spread Margin N Month Client-wise(Per Lot) TM-wise( Lot) t TM/Prop(Lot) PDEOD Open-Int (Lot) Contact

3 Margin Details & s 3-NOV :39:4 Compliance Officer : Mr SK Mukhopadhyay, Contact No :(22) , sk.mukhopadhyay@issl.co.in CIN - U74992MH26PLC Website: Page 3 of 8 684GS GS GS Sr No. Scrip Lot Size SPAN * Margin % SPAN Amount(A) Margin% Mrgn Amt(B) % Amount Rate Spread Margin N Month Client-wise(Per Lot) TM-wise( Lot) t TM/Prop(Lot) PDEOD Open-Int (Lot) Contact

4 Margin Details & s Sr No. Scrip Contact Rate Lot Size SPAN * Margin % SPAN Amount(A) Margin% Mrgn Amt(B) % Amount Spread Margin N Month Client-wise(Per Lot) TM-wise( Lot) t TM/Prop(Lot) PDEOD Open-Int (Lot) *** End of Report *** Compliance Officer : Mr SK Mukhopadhyay, Contact No :(22) , sk.mukhopadhyay@issl.co.in CIN - U74992MH26PLC Website: Page 4 of 8 3-NOV :39:4

5 Margin Details & s Symbol Client Wise,Category 3 FPI TM Wise (Bank-Non Bank) Category I & II FPI and Dlls Proprietary Of Non Bank Tms Higher of 6% of the total open Interest or 1 million USD Higher of 15% of the total open Interest or 1 million USD Higher of 15% of the total open Interest or 5 million USD Higher of 6% of the total open Interest or 2 million JPY Higher of 15% of the total open Interest or million JPY Higher of 15% of the total open Interest or million JPY Higher of 6% of the total open Interest or 5 million GBP Higher of 15% of the total open Interest or 5 million GBP Higher of 15% of the total open Interest or 25 million GBP Higher of 6% of the total open Interest or 5 million EUR Higher of 15% of the total open Interest or 5 million EUR Higher of 15% of the total open Interest or 25 million EUR FUTIRF Higher of 3% of the total open Interest or Rs.2 Cr Higher of 1% of the total open Interest or Rs.6 Cr Higher of 3% of the total open Interest or Rs.2 Cr Higher of 15% of the total open Interest or Rs. Cr *Permitted Lot Size for is 1,. Since price quotationis for 1 japanese Yen, lot size on trading system shall be Japanese Yen *The SPAN margin % has been rounded off to the fourth decimal point. PDEOD = Previous Day's End-Of-Day Note:- (a) FPIs/Domestic clients may take long as well as short positions in the permitted Currency pairs upto USD 15 million for & USD 5# million in, and pairs all put together as applicable, per stock exchange without having to establish the existence of any underlying exposure. (b) FPIs shall ensure that their short positions at a stock exchange across all contracts in pair do not exceed USD 15 million & do not exceed USD 5 million equivalent in, and pairs, all put together at any point of time. In the event a FPI breaches the short position limit, stock exchanges shall restrict the FPI from increasing its existing short positions or creating new short positions in the currency pair till such time FPI complies with the said requirement. (c) To take long positions in the permitted currency pairs in excess of USD 15 million & USD 5 million in, and pairs all put together as applicable, FPIs shall be required to have an underlying exposure in Indian Debt or Equity securities, including units of equity/debt mutual funds. (d) Client/FPI may take the entire USD 5 million equivalent positions in 1 currency pair or combination of currency pairs i.e. EUR-INR, GBP_INR and JPY_INR. * The total gross short (sold) position of each FPI in IRF contracts shall not exceed its long position in G-Secs and in IRF, at any point of time * The total gross long (bought) position in Cash and IRF markets taken together for all FPIs shall not exceed the aggregate permissible limit for investment in G-Secs for FPIs This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE Client-wise & TM-wise Postilion for contracts are across all contracts (Both futures & options Contract). # Conversation Of USD 5 Million Into Respective Currency pair for Quarter Nov Jan 218 Prod Group Scrip Code Currency Pair limit In millions limit in Lot size FUTIRC-1 679GS227 Euro.85 Million 85 FUTIRC-1 697GS226 GBP.77 Million 77 FUTIRC-1 759GS226 JPY 11 Million 111. FUTIRC-1 772GS225

6 Margin Details & s FUTIRC-1 84GS GS GS GS229

7 Margin Details & s FUTIRC-6 FUTIRC-6 761GS23 788GS23 684GS GS223

8 Margin Details & s FUTIRC-6 827GS22