Britannia Industries Limited - contract 50

Day Starting price of Contract New price at Day end Daily Future Future
day value at the the day end margin profit / contract returns
beginning of loss value at the
the day end of day

14-Jul-20 3789.95 757990 3750.35 196279 -7920 750070 -1.04%

15-Jul-20 3750.35 750070 3737.8 201689 -2510 747560 -0.33%
16-Jul-20 3737.8 747560 3867.75 230189 25990 773550 3.48%
17-Jul-20 3867.75 773550 3793.45 189339 -14860 758690 -1.92%
20-Jul-20 3793.45 758690 3984.85 242479 38280 796970 5.05%

hh Initial margin
Span Rs. 1,76,878
price*no. of sh P&L = Final Contract V
Exposure margin Rs. 27,321 200*beg sh price
176878 27321
total margin 204199

Date Open High Low Close Settle PriContracts Turnover (in

14-Jul-20 3789.95 3802.55 3743.05 3750.35 3750.35 2371 17866.13
15-Jul-20 3765.2 3781.95 3725.8 3737.8 3737.8 2510 18847.44
16-Jul-20 3721.15 3890 3703.6 3867.75 3867.75 9247 70378.37
17-Jul-20 3900 3939 3776.45 3793.45 3793.45 25620 197721.37
20-Jul-20 3850.2 3995.95 3812.35 3984.85 3984.85 18020 141477.57

what I initially constructed

Day Starting price of Contract New price at Day end Daily Future Future
day per kg value at the the day end margin profit / contract returns
beginning of loss value at the
the day end of day

14-Jul-20 3789.95 3750.35

15-Jul-20 3765.2 3737.8
16-Jul-20 3721.15 3867.75
17-Jul-20 3900 3793.45
20-Jul-20 3850.2 3984.85
Span Rs. 1,78,042 zerodha new total contract 757990
Combined margin requirements total margin 204199
Exposure margin Rs. 27,356 margin (in%) 26.94%
Span Rs. 1,76,878 176878
Total margin ? Rs. 2,05,398 initial margin 23.34%
Exposure margin Rs. 27,321 exposure mar 3.60%

Total margin ? Rs. 2,04,199

 Maintenance How much to
margin deposit
requirement

No 0
No 0
No 0
No 0
No 0

P&L = Final Contract Value – Initial Contract Value

OI
1682400
1659800
2016200
2071800
1560200

Maintenance How much to

margin deposit
requirement
 nifty 75 sh
Day Starting price of day Contract value at New price at Day end Daily Future contract
per kg the beginning of the day end margin profit / loss value at the end
the day of day

14-Jul-20 10,752.90 806467.5 10,613.85 158282.75 10428.75 816896.25

15-Jul-20 10,613.85 816896.25 10,628.25 144974 -2880 814016.25
16-Jul-20 10,628.25 814016.25 10,713.85 130734 -17120 796896.25
17-Jul-20 10,713.85 796896.25 10,905.05 109614 -38240 758656.25
20-Jul-20 10,905.05 758656.25 11,008.60 127144 -20710 737946.25

ombined margin requirements Span Rs. 1,31,091

Span Rs. 3,79,763 Exposure margin Rs. 16,763

Exposure margin Rs. 52,400 Total margin ? Rs. 1,47,854

STRIKE PRICE OPEN PRICE HIGH PRICE LOW PRICE
Total margin ? Rs. 4,32,163
14-Jul-20 30-Jul-20 XX - 10,752.90 10,763.95 10,553.00
15-Jul-20 30-Jul-20 XX - 10,682.00 10,823.00 10,591.00
16-Jul-20 30-Jul-20 XX - 10,652.90 10,738.00 10,580.90
17-Jul-20 30-Jul-20 XX - 10,751.30 10,935.95 10,736.00
20-Jul-20 30-Jul-20 XX - 10,955.00 11,022.65 10,921.00

ombined margin requirements

Span Rs. 3,79,763

Exposure margin Rs. 52,400

Total margin ? Rs. 4,32,163

Margin benefit Rs. 1
 Future Maintenance How much to
returns margin deposit
requirement

1.29% No 0
-0.35% No 0
-2.10% No 0
-4.80% No 0
-2.73% No 0

 Rs. 1,31,091

sure margin Rs. 16,763

margin ? Rs. 1,47,854
CLOSE PRICE LAST PRICE SETTLE PRICE VOLUME VALUE(₹ LaPREMIUM OV PEN CHANGE IN OI
INTEREST
10,613.85 10,608.00 10,613.85 ### ### ### ### -573,000
10,628.25 10,642.00 10,628.25 ### ### ### 9,585,375 ###
10,713.85 10,697.90 10,713.85 ### ### ### ### 949,500
10,905.05 10,931.00 10,905.05 ### ### ### ### -35,400
11,008.60 11,010.25 11,008.60 ### ### ### ### 269,025
Day Starting pr Contract vaNew price Day end maDaily profitFuture contFuture ret MaintenancHow much to deposit
1 3 15000 3.03 1650 150 15150 1.00% NO 0
2 3.03 15150 2.94 1200 -450 14700 -2.97% NO 0
3 2.94 14700 2.74 200 -1000 13700 -6.80% YES 1300
4 2.74 13700 2.84 2000 500 14200 3.65% NO 0
5 2.84 14200 2.78 1700 -300 13900 -2.11% NO 0
6 2.78 13900 2.58 700 -1000 12900 -7.19% YES 800
7 2.58 12900 2.35 350 -1150 11750 -8.91% YES 1150
8 2.35 11750 2.48 2150 650 12400 5.53% NO 0
9 2.48 12400 2.56 2550 400 12800 3.23% NO 0
10 2.56 12800 2.89 4200 1650 14450 12.89% NO 0
15 2.78 13900 2.81 3800 150 14050 1.08% NO 0
How much to deposit
banki nifty
Combined margin requirements

Span Rs. 2,48,672

Exposure margin Rs. 35,699

Total margin ? Rs. 2,84,371

Day Starting Price Contract Value New Price at the Day End Daily profit Future
of day at the beginning day end Margin or loss Contract
of the day Value at
the end of
day
14-Jul-20 10,752.90 806467.5 10,613.85 158254.2428 10428.75 816896.25
15-Jul-20 10,613.85 816896.25 10,628.25 148657.0826 -1080 815816.25
16-Jul-20 10,628.25 815816.25 10,713.85 143119.1186 -6420 809396.25
17-Jul-20 10,713.85 809396.25 10,905.05 134022.3326 -14340 795056.25
20-Jul-20 10,905.05 795056.25 11,008.60 137967.5606 -7766.25 787290

Day Starting Price of Contract Value New Price at Day End Daily profit
day at the beginning the day end Margin or loss
of the day

14-Jul-20 10,752.90 806467.5 10,613.85 158254.2428 10428.75

15-Jul-20 10,613.85 816896.25 10,628.25 148657.0826 -1080
16-Jul-20 10,628.25 815816.25 10,713.85 143119.1186 -6420
17-Jul-20 10,713.85 809396.25 10,905.05 134022.3326 -14340
20-Jul-20 10,905.05 795056.25 11,008.60 137967.5606 -7766.25

Particulars Amount Particulars Amount (in Rs.)

CONTRACT VALUE (75 shares*1075 806467.5 Final Contract 787290
SPAN 131091 Initial Contract 806467.5
EXPOSURE 16763 Profit/Loss -19177.5
TOTAL MARGIN 147854
Margin (in %) 18.33%
 Future returns Maintenance How much to
Margin Deposit
Requirement

1.29% No 0
-0.13% No 0 Span Rs. 1,31,091
-0.79% No 0
-1.77% No 0 Exposure margin Rs. 16,763
-0.98% No 0
Total margin ? Rs. 1,47,854

total margin 147854

margin in % 18.33%
Future Contract Future Maintenance How much
Value at the end returns Margin to Deposit
of day Requirement

816896.25 1.29% No 0
815816.25 -0.13% No 0
809396.25 -0.79% No 0
795056.25 -1.77% No 0
787290 -0.98% No 0

Amount (in Rs.)

Day Starting Contract New Price Day End Daily Future Future Maintena How
Price of Value at at the day Margin profit or Contract returns nce much to
day the end loss Value at Margin Deposit
beginning the end Requirem
of the day of day ent

14-Jul-20 10,752.90 806467.5 10,613.85 158254.2 10428.75 816896.3 1.29% No 0

15-Jul-20 10,613.85 816896.3 10,628.25 148657.1 -1080 815816.3 -0.13% No 0
16-Jul-20 10,628.25 815816.3 10,713.85 143119.1 -6420 809396.3 -0.79% No 0
17-Jul-20 10,713.85 809396.3 10,905.05 134022.3 -14340 795056.3 -1.77% No 0
20-Jul-20 10,905.05 795056.3 11,008.60 137967.6 -7766.25 787290 -0.98% No 0