Currency Derivatives Margin Pdf

Under the mas guidelines on margin requirements for non centrally cleared derivatives contracts which were revised on october 52018 securities based derivatives are expressly excluded from vm and im requirements until august 31 2019 only and then come into scope. Extreme loss margin 15 of notional value of open short position.

Key Information Document Cash Settled Currency Futures 1 2 3 4 5 6 7

All open mis positions get squared off at 430 pm.

Currency derivatives margin pdf. Settlement of premium premium to be paid by the buyer in cash on t1 day. Currency derivatives margin requirements margin requirements as at 19 jul 2019 contract code expiry date fixed margin spread margin vsr series spread margin. Bse currency derivatives flatff.

Initial margin span based margin. Margin intraday square off intraday trade using mis for additional leverage 50 of nrml margin between 900 am and 430 pm. Page 1 of 9 bse currency derivatives segment flat file formats settlement and margins june 2018 document control.

A derivative can be defined as a financial instrument whose value depends on or derives from the value of other basic underlying variables usually the underlying variables are the prices of traded assets eg.

Sa Ccr Comment Letter - Sa Ccr Comment Letter