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
08/02/2018 FX DAUD Australian Dollar/USD Futures USD 800
08/02/2018 FX DCAD Canadian Dollar/USD Futures USD 550
08/02/2018 FX DCHF Swiss Franc/USD Futures USD 850
08/02/2018 FX DEUR Euro/USD Futures USD 800
08/02/2018 FX DGBP Pound Sterling/USD Futures USD 1,300
08/02/2018 FX DJPY Japanese Yen/USD Futures USD 900
08/02/2018 FX DINR Indian Rupee/USD Futures/Options* USD 500
08/02/2018 FX DINRI Indian Rupee "Quanto" USD 100
08/02/2018 FX DINRM Indian Rupee Mini /USD Futures USD 50
08/02/2018 Precious Metals DG Gold Futures USD 1,400
08/02/2018 Precious Metals DGSG Spot Gold USD 1,400
08/02/2018 Precious Metals DIG India Gold "Quanto" USD 1,050
08/02/2018 Precious Metals DSGC DGCX Shanghai Gold Futures CNH 9,500
08/02/2018 Precious Metals DS Silver Futures USD 865
08/02/2018 Precious Metals DIS India Silver "Quanto" USD 1,900
08/02/2018 Indices DBSX BSE Sensex Futures USD 1,000
08/02/2018 Indices DMSI MSCI India INR USD 900
08/02/2018 Indices DMSU MSCI India USD USD 1,250
08/02/2018 Energy DPPM Plastics Futures USD 175
08/02/2018 Energy DPPMM Mini Plastics Futures USD 35
08/02/2018 Energy DWTI WTI Crude Oil Futures USD 2,250
08/02/2018 Energy DWTIM Mini WTI Crude Oil Futures USD 225
08/02/2018 Energy DICO Dubai India Crude Oil Futures USD 400
08/02/2018 Energy DBRC Brent Crude Oil Futures USD 2,100
08/02/2018 Base Metals DCU Copper Futures USD 1,300
08/02/2018 FX DINREUR Indian Rupee/EUR Futures EUR 115
08/02/2018 FX DINRGBP Indian Rupee/GBP Futures GBP 125
08/02/2018 FX DUSDKRW USD/Korean Won Futures KRW 850,000
08/02/2018 FX DUSDRUB USD/Russian Ruble Futures RUB 89,000
08/02/2018 FX DUSDZAR USD/South African Rand Futures ZAR 16,000
08/02/2018 FX DUSDCNH USD/Chinese Yuan CNH 6,650
08/02/2018 Equity Futures DAAPL APPLE USD 620
08/02/2018 Equity Futures DAXSB AXIS BANK USD 600
08/02/2018 Equity Futures DFB FACEBOOK USD 940
08/02/2018 Equity Futures DGOOGL GOOGLE USD 440
08/02/2018 Equity Futures DHDFCB HDFC BANK USD 1,000
08/02/2018 Equity Futures DICICIBC ICICI BANK USD 900
08/02/2018 Equity Futures DINFO INFOSYS USD 440
08/02/2018 Equity Futures DJPM JP MORGAN USD 1,200
08/02/2018 Equity Futures DLT L&T USD 540
08/02/2018 Equity Futures DMSIL MARUTI SUZUKI USD 700
08/02/2018 Equity Futures DMSFT MICROSOFT USD 710
08/02/2018 Equity Futures DRIL RELIANCE USD 360
08/02/2018 Equity Futures DSBIN SBI USD 785
08/02/2018 Equity Futures DTTMT TATA MOTORS USD 335
08/02/2018 Equity Futures DTCS TCS USD 240
08/02/2018 Equity Futures DACC ACC Ltd. USD 625
08/02/2018 Equity Futures DADANIPORTS Adani Ports and Special Economic Zone Ltd. USD 300
08/02/2018 Equity Futures DAMBUJACEM Ambuja Cements Ltd. USD 490
08/02/2018 Equity Futures DASIANPAINT Asian Paints Ltd. USD 430
08/02/2018 Equity Futures DAUROPHARMA Aurobindo Pharma Ltd. USD 260
08/02/2018 Equity Futures DBAJAJAUTO Bajaj Auto Ltd. USD 250
08/02/2018 Equity Futures DBANKBARODA Bank of Baroda USD 800
08/02/2018 Equity Futures DBPCL Bharat Petroleum Corporation Ltd. USD 380
08/02/2018 Equity Futures DBHARTIARTL Bharti Airtel Ltd. USD 375
08/02/2018 Equity Futures DINFRATEL Bharti Infratel Ltd. USD 290
08/02/2018 Equity Futures DBOSCHLTD Bosch Ltd. USD 1,525
08/02/2018 Equity Futures DCIPLA Cipla Ltd. USD 450
08/02/2018 Equity Futures DCOALINDIA Coal India Ltd. USD 520
08/02/2018 Equity Futures DDRREDDY Dr. Reddy's Laboratories Ltd. USD 170
08/02/2018 Equity Futures DEICHERMOT Eicher Motors Ltd. USD 2,000
08/02/2018 Equity Futures DGAIL GAIL (India) Ltd. USD 880
08/02/2018 Equity Futures DHCLTECH HCL Technologies Ltd. USD 380
08/02/2018 Equity Futures DHEROMOTOCO Hero MotoCorp Ltd. USD 273
08/02/2018 Equity Futures DHINDALCO Hindalco Industries Ltd. USD 450
08/02/2018 Equity Futures DHINDUNILVR Hindustan Unilever Ltd. USD 480
08/02/2018 Equity Futures DHDFC Housing Development Finance Corporation Ltd. USD 990
08/02/2018 Equity Futures DITC I T C Ltd. USD 480
08/02/2018 Equity Futures DIBULHSGFIN Indiabulls Housing Finance Ltd. USD 690
08/02/2018 Equity Futures DIOC Indian Oil Corporation Ltd. USD 740
08/02/2018 Equity Futures DINDUSINDBK IndusInd Bank Ltd. USD 880
08/02/2018 Equity Futures DKOTAKBANK Kotak Mahindra Bank Ltd. USD 560
08/02/2018 Equity Futures DLUPIN Lupin Ltd. USD 330
08/02/2018 Equity Futures DM&M Mahindra & Mahindra Ltd. USD 580
08/02/2018 Equity Futures DNTPC NTPC Ltd. USD 680
08/02/2018 Equity Futures DONGC Oil & Natural Gas Corporation Ltd. USD 760
08/02/2018 Equity Futures DPOWERGRID Power Grid Corporation of India Ltd. USD 385
08/02/2018 Equity Futures DSUNPHARMA Sun Pharmaceutical Industries Ltd. USD 405
08/02/2018 Equity Futures DTATAMTRDVR Tata Motors Ltd DVR USD 435
08/02/2018 Equity Futures DTATAPOWER Tata Power Co. Ltd. USD 355
08/02/2018 Equity Futures DTATASTEEL Tata Steel Ltd. USD 520
08/02/2018 Equity Futures DTECHM Tech Mahindra Ltd. USD 1,150
08/02/2018 Equity Futures DULTRACEMCO UltraTech Cement Ltd. USD 315
08/02/2018 Equity Futures DVEDL Vedanta Ltd. USD 650
08/02/2018 Equity Futures DWIPRO Wipro Ltd. USD 550
08/02/2018 Equity Futures DYESBANK Yes Bank Ltd. USD 155
08/02/2018 Equity Futures DZEEL Zee Entertainment Enterprises Ltd. USD 425
08/02/2018 Equity Futures DBAJFINANCE Bajaj Finance Ltd USD 865
08/02/2018 Equity Futures DHINDPETRO Hindustan Petroleum Corporation Limited USD 310
08/02/2018 Equity Futures DUPL UPL Ltd USD 275