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
08/08/2017 FX DAUD Australian Dollar/USD Futures USD 750
08/08/2017 FX DCAD Canadian Dollar/USD Futures USD 630
08/08/2017 FX DCHF Swiss Franc/USD Futures USD 800
08/08/2017 FX DEUR Euro/USD Futures USD 900
08/08/2017 FX DGBP Pound Sterling/USD Futures USD 1,200
08/08/2017 FX DJPY Japanese Yen/USD Futures USD 900
08/08/2017 FX DINR Indian Rupee/USD Futures/Options* USD 500
08/08/2017 FX DINRI Indian Rupee "Quanto" USD 100
08/08/2017 FX DINRM Indian Rupee Mini /USD Futures USD 50
08/08/2017 Precious Metals DG Gold Futures USD 1,400
08/08/2017 Precious Metals DGSG Spot Gold USD 1,400
08/08/2017 Precious Metals DIG India Gold "Quanto" USD 1,050
08/08/2017 Precious Metals DSGC DGCX Shanghai Gold Futures CNH 9,500
08/08/2017 Precious Metals DS Silver Futures USD 865
08/08/2017 Precious Metals DIS India Silver "Quanto" USD 2,000
08/08/2017 Indices DBSX BSE Sensex Futures USD 950
08/08/2017 Indices DMSI MSCI India INR USD 900
08/08/2017 Indices DMSU MSCI India USD USD 1,250
08/08/2017 Energy DPPM Plastics Futures USD 175
08/08/2017 Energy DPPMM Mini Plastics Futures USD 35
08/08/2017 Energy DWTI WTI Crude Oil Futures USD 2,700
08/08/2017 Energy DWTIM Mini WTI Crude Oil Futures USD 270
08/08/2017 Energy DICO Dubai India Crude Oil Futures USD 480
08/08/2017 Energy DBRC Brent Crude Oil Futures USD 2,800
08/08/2017 Base Metals DCU Copper Futures USD 1,100
08/08/2017 FX DINREUR Indian Rupee/EUR Futures EUR 115
08/08/2017 FX DINRGBP Indian Rupee/GBP Futures GBP 125
08/08/2017 FX DUSDKRW USD/Korean Won Futures KRW 842,000
08/08/2017 FX DUSDRUB USD/Russian Ruble Futures RUB 92,000
08/08/2017 FX DUSDZAR USD/South African Rand Futures ZAR 18,000
08/08/2017 FX DUSDCNH USD/Chinese Yuan CNH 6,750
08/08/2017 Equity Futures DAAPL APPLE USD 560
08/08/2017 Equity Futures DAXSB AXIS BANK USD 525
08/08/2017 Equity Futures DFB FACEBOOK USD 850
08/08/2017 Equity Futures DGOOGL GOOGLE USD 360
08/08/2017 Equity Futures DHDFCB HDFC BANK USD 890
08/08/2017 Equity Futures DICICIBC ICICI BANK USD 760
08/08/2017 Equity Futures DINFO INFOSYS USD 390
08/08/2017 Equity Futures DJPM JP MORGAN USD 920
08/08/2017 Equity Futures DLT L&T USD 445
08/08/2017 Equity Futures DMSIL MARUTI SUZUKI USD 578
08/08/2017 Equity Futures DMSFT MICROSOFT USD 545
08/08/2017 Equity Futures DRIL RELIANCE USD 610
08/08/2017 Equity Futures DSBIN SBI USD 785
08/08/2017 Equity Futures DTTMT TATA MOTORS USD 335
08/08/2017 Equity Futures DTCS TCS USD 190