Margin Information

In order to protect market participants from counter-party credit risk, DCCC has established a robust Risk Management framework. The Risk Management framework provided by DCCC is underpinned by a system of initial margin, daily marking-to-market procedures and additional margins.

Initial Margins

Margin Effective DateContract GroupContract CodeContract NameCurrencyInitial Margin
05/05/2017 FX DAUD Australian Dollar/USD Futures USD 750
05/05/2017 FX DCAD Canadian Dollar/USD Futures USD 400
05/05/2017 FX DCHF Swiss Franc/USD Futures USD 800
05/05/2017 FX DEUR Euro/USD Futures USD 800
05/05/2017 FX DGBP Pound Sterling/USD Futures USD 1,200
05/05/2017 FX DJPY Japanese Yen/USD Futures USD 900
05/05/2017 FX DINR Indian Rupee/USD Futures/Options* USD 500
05/05/2017 FX DINRI Indian Rupee "Quanto" USD 100
05/05/2017 FX DINRM Indian Rupee Mini /USD Futures USD 50
05/05/2017 Precious Metals DG Gold Futures USD 1,400
05/05/2017 Precious Metals DGSG Spot Gold USD 1,400
05/05/2017 Precious Metals DIG India Gold "Quanto" USD 1,050
05/05/2017 Precious Metals DSGC DGCX Shanghai Gold Futures CNH 9,500
05/05/2017 Precious Metals DS Silver Futures USD 900
05/05/2017 Precious Metals DIS India Silver "Quanto" USD 2,100
05/05/2017 Indices DBSX BSE Sensex Futures USD 900
05/05/2017 Indices DMSI MSCI India INR USD 900
05/05/2017 Indices DMSU MSCI India USD USD 1,250
05/05/2017 Energy DPPM Plastics Futures USD 175
05/05/2017 Energy DPPMM Mini Plastics Futures USD 35
05/05/2017 Energy DWTI WTI Crude Oil Futures USD 2,100
05/05/2017 Energy DWTIM Mini WTI Crude Oil Futures USD 210
05/05/2017 Energy DICO Dubai India Crude Oil Futures USD 440
05/05/2017 Energy DBRC Brent Crude Oil Futures USD 2,100
05/05/2017 Base Metals DCU Copper Futures USD 1,000
05/05/2017 FX DINREUR Indian Rupee/EUR Futures EUR 115
05/05/2017 FX DINRGBP Indian Rupee/GBP Futures GBP 125
05/05/2017 FX DUSDKRW USD/Korean Won Futures KRW 855,000
05/05/2017 FX DUSDRUB USD/Russian Ruble Futures RUB 87,000
05/05/2017 FX DUSDZAR USD/South African Rand Futures ZAR 22,000
05/05/2017 FX DUSDCNH USD/Chinese Yuan CNH 6,900
05/05/2017 Equity Futures DAAPL APPLE USD 700
05/05/2017 Equity Futures DAXSB AXIS BANK USD 600
05/05/2017 Equity Futures DFB FACEBOOK USD 1,125
05/05/2017 Equity Futures DGOOGL GOOGLE USD 465
05/05/2017 Equity Futures DHDFCB HDFC BANK USD 1,100
05/05/2017 Equity Futures DICICIBC ICICI BANK USD 1,050
05/05/2017 Equity Futures DINFO INFOSYS USD 465
05/05/2017 Equity Futures DJPM JP MORGAN USD 1,300
05/05/2017 Equity Futures DLT L&T USD 900
05/05/2017 Equity Futures DMSIL MARUTI SUZUKI USD 660
05/05/2017 Equity Futures DMSFT MICROSOFT USD 660
05/05/2017 Equity Futures DRIL RELIANCE USD 670
05/05/2017 Equity Futures DSBIN SBI USD 1,100
05/05/2017 Equity Futures DTTMT TATA MOTORS USD 460
05/05/2017 Equity Futures DTCS TCS USD 250