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
08/03/2017 FX DAUD Australian Dollar/USD Futures USD 800
08/03/2017 FX DCAD Canadian Dollar/USD Futures USD 500
08/03/2017 FX DCHF Swiss Franc/USD Futures USD 800
08/03/2017 FX DEUR Euro/USD Futures USD 700
08/03/2017 FX DGBP Pound Sterling/USD Futures USD 1,100
08/03/2017 FX DJPY Japanese Yen/USD Futures USD 900
08/03/2017 FX DINR Indian Rupee/USD Futures/Options* USD 600
08/03/2017 FX DINRI Indian Rupee "Quanto" USD 120
08/03/2017 FX DINRM Indian Rupee Mini /USD Futures USD 60
08/03/2017 Precious Metals DG Gold Futures USD 1,400
08/03/2017 Precious Metals DGSG Spot Gold USD 1,400
08/03/2017 Precious Metals DIG India Gold "Quanto" USD 1,050
10/03/2017 Precious Metals DSGC DGCX Shanghai Gold Futures CNH 9,500
08/03/2017 Precious Metals DS Silver Futures USD 900
08/03/2017 Precious Metals DIS India Silver "Quanto" USD 2,100
08/03/2017 Indices DBSX BSE Sensex Futures USD 850
08/03/2017 Indices DMSI MSCI India INR USD 900
08/03/2017 Indices DMSU MSCI India USD USD 1,100
08/03/2017 Energy DPPM Plastics Futures USD 175
08/03/2017 Energy DPPMM Mini Plastics Futures USD 35
08/03/2017 Energy DWTI WTI Crude Oil Futures USD 2,200
08/03/2017 Energy DWTIM Mini WTI Crude Oil Futures USD 220
08/03/2017 Energy DICO Dubai India Crude Oil Futures USD 475
08/03/2017 Energy DBRC Brent Crude Oil Futures USD 2,200
08/03/2017 Base Metals DCU Copper Futures USD 1,400
08/03/2017 FX DINREUR Indian Rupee/EUR Futures EUR 110
08/03/2017 FX DINRGBP Indian Rupee/GBP Futures GBP 115
08/03/2017 FX DUSDKRW USD/Korean Won Futures KRW 1,050,000
08/03/2017 FX DUSDRUB USD/Russian Ruble Futures RUB 92,000
08/03/2017 FX DUSDZAR USD/South African Rand Futures ZAR 15,000
08/03/2017 FX DUSDCNH USD/Chinese Yuan CNH 6,900
08/03/2017 Equity Futures DAAPL APPLE USD 700
08/03/2017 Equity Futures DAXSB AXIS BANK USD 750
08/03/2017 Equity Futures DFB FACEBOOK USD 950
08/03/2017 Equity Futures DGOOGL GOOGLE USD 425
08/03/2017 Equity Futures DHDFCB HDFC BANK USD 1,000
08/03/2017 Equity Futures DICICIBC ICICI BANK USD 1,000
08/03/2017 Equity Futures DINFO INFOSYS USD 450
08/03/2017 Equity Futures DJPM JP MORGAN USD 1,300
08/03/2017 Equity Futures DLT L&T USD 750
08/03/2017 Equity Futures DMSIL MARUTI SUZUKI USD 600
08/03/2017 Equity Futures DMSFT MICROSOFT USD 600
08/03/2017 Equity Futures DRIL RELIANCE USD 625
08/03/2017 Equity Futures DSBIN SBI USD 950
08/03/2017 Equity Futures DTTMT TATA MOTORS USD 460
08/03/2017 Equity Futures DTCS TCS USD 250