Equity Derivatives - Margin Reports

This report gives the margin summary for a Trading Member for the trade date across all his clients. The report gives a break up of Initial Margin, Margin on consolidated crystallized obligation, Delivery Margin and Total Margin.

This report gives the following details for a Clearing Member (i) the break up of total deposits, (ii) total margin payable for the day, and (iii) the margin amount payable by the member to NSE Clearing or the excess amount lying with NSE Clearing (the amount to be paid to NSE Clearing will be a positive number. The excess amount with NSE Clearing is given in brackets).

This file provides details of margins payable by trading members who clear and settle through the CM. The file format is: Trade Date, Trading Member Code/CP Code, SPAN margin, Filler, Extreme Loss Margin, Delivery Margin, Margin on consolidated crystallized obligation and Total margin (SPAN margin + Extreme Loss margin+ Delivery margin+ Margin on consolidated crystallized obligation).

This file provides details of margin payable by the clients who have traded through the TM. The file format is: Trade date, Client Code, SPAN Margin, Filler, Extreme Loss margin, Delivery margin, Margin on consolidated crystallized obligation, Total margin (SPAN margin + Extreme Loss margin+ Delivery margin+ Margin on consolidated crystallized obligation) and Client/Proprietary Flag.

Additional provisional margin report is downloaded to members. This file provides details of margins payable by trading members who clear and settle through the CM. The file format is: Trade Date, Trading Member Code/CP Code, SPAN margin, Filler, Extreme Loss Margin, Delivery Margin, Margin on consolidated crystallized obligation and Total margin (SPAN margin + Extreme Loss margin+ Delivery margin+ Margin on consolidated crystallized obligation).

Additional provisional margin report is downloaded to members. This file provides details of margin payable by the clients who have traded through the TM. The file format is: Trade date, Client Code, SPAN Margin, Filler, Extreme Loss margin, Delivery margin, Margin on consolidated crystallized obligation, Total margin (SPAN margin + Extreme Loss margin+ Delivery margin+ Margin on consolidated crystallized obligation) and Client/Proprietary Flag.

This file provides details of cross margin benefit at trading member/CP code level. The file format is: Trading Member Code/ CP code, Initial Margin Benefit and Extreme Loss Margin Benefit.

This file provides details of cross margin benefit at client level. The file format is: TM Code, Client code, Initial Margin Benefit and Extreme Loss Margin Benefit.

At the trading member level, this file provides details of net positions for each contract and the position quantity considered for the purpose of offset. The file format is: Client code, contract description, net positions and offset positions.

At the clearing member level, this file provides details of net positions for each contract and the position quantity considered for the purpose of offset. The file format is: Trading member/CP code, client code, contract description, net positions and offset positions.