Currency Derivative(CDS) Currency Derivative(CDS)

Margin Details & Position Limits As on date- 30-09-2019

SL. Script Span Lot Rate Margin % Span Exposure % Exposure Total % Total ClientWise FII Expiry Span
NO. Month Size Amount Amount Amount Position Position Date Date
1 EURINR 29102019 77.62 1000 2.0 1552.45 0.5 388.11 2.5 1940.56 nan 5000 50000 nan

2 EURINR 27112019 78.01 1000 2.0 1560.25 0.5 390.06 2.5 1950.31 nan 5000 50000 nan

3 EURINR 27122019 78.37 1000 2.0 1567.4 0.5 391.85 2.5 1959.25 nan 5000 50000 nan

4 EURINR 29012020 79.85 1000 2.0 1597.0 0.5 399.25 2.5 1996.25 nan 5000 50000 nan

5 EURINR 26022020 86.72 1000 2.0 1734.5 0.5 433.62 2.5 2168.12 nan 5000 50000 nan

6 EURINR 27032020 83.36 1000 2.0 1667.1 0.5 416.78 2.5 2083.88 nan 5000 50000 nan

7 EURINR 28042020 84.47 1000 2.0 1689.4 0.5 422.35 2.5 2111.75 nan 5000 50000 nan

8 EURINR 27052020 83.73 1000 2.0 1674.7 0.5 418.68 2.5 2093.38 nan 5000 50000 nan

9 EURINR 26062020 84.78 1000 2.0 1695.6 0.5 423.9 2.5 2119.5 nan 5000 50000 nan

10 EURINR 29072020 82.39 1000 2.0 1647.75 0.5 411.94 2.5 2059.69 nan 5000 50000 nan

11 EURINR 27082020 84.91 1000 2.0 1698.2 0.5 424.55 2.5 2122.75 nan 5000 50000 nan

12 EURINR 28092020 83.71 1000 2.0 1674.15 0.5 418.54 2.5 2092.69 nan 5000 50000 nan

13 GBPINR 29102019 87.19 1000 2.0 1743.8 0.5 435.95 2.5 2179.75 nan 5000 50000 nan

14 GBPINR 27112019 87.56 1000 2.0 1751.15 0.5 437.79 2.5 2188.94 nan 5000 50000 nan

15 GBPINR 27122019 87.91 1000 2.0 1758.15 0.5 439.54 2.5 2197.69 nan 5000 50000 nan

16 GBPINR 29012020 88.51 1000 2.0 1770.2 0.5 442.55 2.5 2212.75 nan 5000 50000 nan

17 GBPINR 26022020 89.35 1000 2.0 1787.0 0.5 446.75 2.5 2233.75 nan 5000 50000 nan

18 GBPINR 27032020 89.5 1000 2.0 1790.0 0.5 447.5 2.5 2237.5 nan 5000 50000 nan

19 GBPINR 28042020 96.29 1000 2.0 1925.75 0.5 481.44 2.5 2407.19 nan 5000 50000 nan

20 GBPINR 27052020 93.65 1000 2.0 1873.0 0.5 468.25 2.5 2341.25 nan 5000 50000 nan

21 GBPINR 26062020 93.72 1000 2.0 1874.4 0.5 468.6 2.5 2343.0 nan 5000 50000 nan

22 GBPINR 29072020 90.86 1000 2.0 1817.3 0.5 454.32 2.5 2271.62 nan 5000 50000 nan

23 GBPINR 27082020 92.61 1000 2.0 1852.3 0.5 463.07 2.5 2315.38 nan 5000 50000 nan

24 GBPINR 28092020 93.2 1000 2.0 1864.1 0.5 466.03 2.5 2330.12 nan 5000 50000 nan

25 JPYINR 29102019 65.63 1000 2.0 1312.6 0.5 328.15 2.5 1640.75 nan 2000 20000 nan

26 JPYINR 27112019 65.93 1000 2.0 1318.65 0.5 329.66 2.5 1648.31 nan 2000 20000 nan

27 JPYINR 27122019 66.22 1000 2.0 1324.4 0.5 331.1 2.5 1655.5 nan 2000 20000 nan

28 JPYINR 29012020 68.0 1000 2.0 1360.0 0.5 340.0 2.5 1700.0 nan 2000 20000 nan

29 JPYINR 26022020 68.73 1000 2.0 1374.55 0.5 343.64 2.5 1718.19 nan 2000 20000 nan

30 JPYINR 27032020 66.54 1000 2.0 1330.8 0.5 332.7 2.5 1663.5 nan 2000 20000 nan

31 JPYINR 28042020 67.19 1000 2.0 1343.9 0.5 335.97 2.5 1679.88 nan 2000 20000 nan

32 JPYINR 27052020 68.99 1000 2.0 1379.8 0.5 344.95 2.5 1724.75 nan 2000 20000 nan

33 JPYINR 26062020 69.35 1000 2.0 1387.05 0.5 346.76 2.5 1733.81 nan 2000 20000 nan

34 JPYINR 29072020 67.82 1000 2.0 1356.35 0.5 339.09 2.5 1695.44 nan 2000 20000 nan

35 JPYINR 27082020 71.96 1000 2.0 1439.25 0.5 359.81 2.5 1799.06 nan 2000 20000 nan

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Currency Derivative(CDS) Currency Derivative(CDS)
Margin Details & Position Limits As on date- 30-09-2019

SL. Script Span Lot Rate Margin % Span Exposure % Exposure Total % Total ClientWise FII Expiry Span
NO. Month Size Amount Amount Amount Position Position Date Date
36 JPYINR 28092020 70.67 1000 2.0 1413.4 0.5 353.35 2.5 1766.75 nan 2000 20000 nan

37 USDINR 29102019 70.78 1000 2.0 1415.7 0.5 353.93 2.5 1769.62 nan 10000 100000 nan

38 USDINR 27112019 71.01 1000 2.0 1420.15 0.5 355.04 2.5 1775.19 nan 10000 100000 nan

39 USDINR 27122019 71.24 1000 2.0 1424.8 0.5 356.2 2.5 1781.0 nan 10000 100000 nan

40 USDINR 29012020 71.51 1000 2.0 1430.2 0.5 357.55 2.5 1787.75 nan 10000 100000 nan

41 USDINR 26022020 71.73 1000 2.0 1434.7 0.5 358.68 2.5 1793.38 nan 10000 100000 nan

42 USDINR 27032020 72.0 1000 2.0 1440.0 0.5 360.0 2.5 1800.0 nan 10000 100000 nan

43 USDINR 28042020 72.28 1000 2.0 1445.65 0.5 361.41 2.5 1807.06 nan 10000 100000 nan

44 USDINR 27052020 72.53 1000 2.0 1450.6 0.5 362.65 2.5 1813.25 nan 10000 100000 nan

45 USDINR 26062020 72.74 1000 2.0 1454.75 0.5 363.69 2.5 1818.44 nan 10000 100000 nan

46 USDINR 29072020 73.09 1000 2.0 1461.8 0.5 365.45 2.5 1827.25 nan 10000 100000 nan

47 USDINR 27082020 73.31 1000 2.0 1466.2 0.5 366.55 2.5 1832.75 nan 10000 100000 nan

48 USDINR 28092020 73.5 1000 2.0 1470.0 0.5 367.5 2.5 1837.5 nan 10000 100000 nan

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