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
10/08/2018 FX DAUD Australian Dollar/USD Futures USD 750
10/08/2018 FX DCAD Canadian Dollar/USD Futures USD 550
10/08/2018 FX DCHF Swiss Franc/USD Futures USD 800
10/08/2018 FX DEUR Euro/USD Futures USD 1,000
10/08/2018 FX DGBP Pound Sterling/USD Futures USD 1,200
10/08/2018 FX DJPY Japanese Yen/USD Futures USD 950
10/08/2018 FX DINR Indian Rupee/USD Futures/Options* USD 500
10/08/2018 FX DINRI Indian Rupee "Quanto" USD 100
10/08/2018 FX DINRM Indian Rupee Mini /USD Futures USD 50
10/08/2018 Precious Metals DG Gold Futures USD 1,400
10/08/2018 Precious Metals DGSG Shariah Gold USD 1,400
10/08/2018 Precious Metals DIG India Gold "Quanto" USD 1,050
10/08/2018 Precious Metals DSGC DGCX Shanghai Gold Futures CNH 9,500
10/08/2018 Precious Metals DS Silver Futures USD 800
10/08/2018 Indices DMSI MSCI India INR USD 900
10/08/2018 Indices DMSU MSCI India USD USD 1,250
10/08/2018 Energy DWTI WTI Crude Oil Futures USD 3,700
10/08/2018 Energy DWTIM Mini WTI Crude Oil Futures USD 370
10/08/2018 Energy DICO Dubai India Crude Oil Futures USD 800
10/08/2018 Energy DBRC Brent Crude Oil Futures USD 4,300
10/08/2018 Base Metals DCU Copper Futures USD 1,200
10/08/2018 FX DUSDRUB USD/Russian Ruble Futures RUB 100,000
10/08/2018 FX DUSDZAR USD/South African Rand Futures ZAR 20,000
10/08/2018 FX DUSDCNH USD/Chinese Yuan CNH 6,800
10/08/2018 Equity Futures DACC ACC Ltd. USD 800
10/08/2018 Equity Futures DADANIPORTS Adani Ports and Special Economic Zone Ltd. USD 300
10/08/2018 Equity Futures DAMBUJACEM Ambuja Cements Ltd. USD 550
10/08/2018 Equity Futures DAAPL APPLE USD 710
10/08/2018 Equity Futures DASIANPAINT Asian Paints Ltd. USD 550
10/08/2018 Equity Futures DAUROPHARMA Aurobindo Pharma Ltd. USD 425
10/08/2018 Equity Futures DAXSB AXIS BANK USD 525
10/08/2018 Equity Futures DBAJAJAUTO Bajaj Auto Ltd. USD 250
10/08/2018 Equity Futures DBAJFINANCE Bajaj Finance Ltd USD 1,400
10/08/2018 Equity Futures DBANKBARODA Bank of Baroda USD 900
10/08/2018 Equity Futures DBPCL Bharat Petroleum Corporation Ltd. USD 325
10/08/2018 Equity Futures DBHARTIARTL Bharti Airtel Ltd. USD 300
10/08/2018 Equity Futures DINFRATEL Bharti Infratel Ltd. USD 220
10/08/2018 Equity Futures DBOSCHLTD Bosch Ltd. USD 1,450
10/08/2018 Equity Futures DCIPLA Cipla Ltd. USD 500
10/08/2018 Equity Futures DCOALINDIA Coal India Ltd. USD 520
10/08/2018 Equity Futures DDRREDDY Dr. Reddy's Laboratories Ltd. USD 170
10/08/2018 Equity Futures DEICHERMOT Eicher Motors Ltd. USD 2,150
10/08/2018 Equity Futures DFB FACEBOOK USD 1,400
10/08/2018 Equity Futures DGAIL GAIL (India) Ltd. USD 300
10/08/2018 Equity Futures DGOOGL GOOGLE USD 440
10/08/2018 Equity Futures DHCLTECH HCL Technologies Ltd. USD 730
10/08/2018 Equity Futures DHDFCB HDFC BANK USD 1,100
10/08/2018 Equity Futures DHEROMOTOCO Hero MotoCorp Ltd. USD 273
10/08/2018 Equity Futures DHINDALCO Hindalco Industries Ltd. USD 450
10/08/2018 Equity Futures DHINDPETRO Hindustan Petroleum Corporation Limited USD 250
10/08/2018 Equity Futures DHINDUNILVR Hindustan Unilever Ltd. USD 570
10/08/2018 Equity Futures DHDFC Housing Development Finance Corporation Ltd. USD 1,000
10/08/2018 Equity Futures DITC I T C Ltd. USD 600
10/08/2018 Equity Futures DICICIBC ICICI BANK USD 800
10/08/2018 Equity Futures DIBULHSGFIN Indiabulls Housing Finance Ltd. USD 620
10/08/2018 Equity Futures DIOC Indian Oil Corporation Ltd. USD 300
10/08/2018 Equity Futures DINDUSINDBK IndusInd Bank Ltd. USD 1,000
10/08/2018 Equity Futures DINFO INFOSYS USD 500
10/08/2018 Equity Futures DJPM JP MORGAN USD 1,200
10/08/2018 Equity Futures DKOTAKBANK Kotak Mahindra Bank Ltd. USD 700
10/08/2018 Equity Futures DLT L&T USD 480
10/08/2018 Equity Futures DLUPIN Lupin Ltd. USD 330
10/08/2018 Equity Futures DM&M Mahindra & Mahindra Ltd. USD 710
10/08/2018 Equity Futures DMSIL MARUTI SUZUKI USD 700
10/08/2018 Equity Futures DMSFT MICROSOFT USD 800
10/08/2018 Equity Futures DNTPC NTPC Ltd. USD 600
10/08/2018 Equity Futures DONGC Oil & Natural Gas Corporation Ltd. USD 300
10/08/2018 Equity Futures DPOWERGRID Power Grid Corporation of India Ltd. USD 385
10/08/2018 Equity Futures DRIL RELIANCE USD 450
10/08/2018 Equity Futures DSBIN SBI USD 650
10/08/2018 Equity Futures DSUNPHARMA Sun Pharmaceutical Industries Ltd. USD 425
10/08/2018 Equity Futures DTTMT TATA MOTORS USD 250
10/08/2018 Equity Futures DTATAMTRDVR Tata Motors Ltd DVR USD 350
10/08/2018 Equity Futures DTATAPOWER Tata Power Co. Ltd. USD 270
10/08/2018 Equity Futures DTATASTEEL Tata Steel Ltd. USD 430
10/08/2018 Equity Futures DTCS TCS USD 750
10/08/2018 Equity Futures DTECHM Tech Mahindra Ltd. USD 550
10/08/2018 Equity Futures DULTRACEMCO UltraTech Cement Ltd. USD 315
10/08/2018 Equity Futures DUPL UPL Ltd USD 700
10/08/2018 Equity Futures DVEDL Vedanta Ltd. USD 450
10/08/2018 Equity Futures DWIPRO Wipro Ltd. USD 500
10/08/2018 Equity Futures DYESBANK Yes Bank Ltd. USD 950
10/08/2018 Equity Futures DZEEL Zee Entertainment Enterprises Ltd. USD 425