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

Contract GroupContract CodeContract NameCurrencyIM Rate as of 15-Oct-2018IM Rate as of 4-Oct-2018
FX Currency Futures DAUD Australian Dollar/US Dollar Futures USD 750 800
FX Currency Futures DCAD Canadian Dollar/US Dollar Futures USD 500 500
FX Currency Futures DCHF Swiss Franc/US Dollar Futures USD 800 800
FX Currency Futures DEUR Euro/US Dollar Futures USD 850 900
FX Currency Futures DGBP Pound Sterling/US Dolalr Futures USD 1,200 1,200
FX Currency Futures DJPY Japanese Yen/US Dollar Futures USD 900 950
FX Currency Futures DINRI Indian Rupee "Quanto" USD 150 150
FX Currency Futures DINRM Indian Rupee Mini /US Dollar Futures USD 60 60
FX Currency Futures DUSDRUB US Dollar/Russian Rouble Futures RUB 100,000 110,000
FX Currency Futures DUSDZAR US Dollar/South African Rand Futures ZAR 30,000 30,000
FX Currency Futures DUSDCNH US Dollar/Chinese Yuan CNH 6,900 6,850
FX Currency Options DINR Indian Rupee/USD Futures/Options* USD 600 600
Precious Metals DG Gold Futures USD 1,350 1,400
Precious Metals DGSG Spot Gold Shariah Compliant USD 1,350 1,400
Precious Metals DIG India Gold "Quanto" USD 1,050 1,050
Precious Metals DSGC DGCX Shanghai Gold Futures CNH 9,050 9,500
Precious Metals DS Silver Futures USD 750 800
Equity Indices DMSI MSCI India INR USD 900 900
Equity Indices DMSU MSCI India USD USD 1,250 1,250
Energy DWTI WTI Crude Oil Futures USD 3,000 3,200
Energy DWTIM Mini WTI Crude Oil Futures USD 300 320
Energy DICO Dubai India Crude Oil Futures USD 800 800
Energy DBRC Brent Crude Oil Futures USD 3,600 3,600
Base Metals DCU Copper Futures USD 1,400 1,400
US Equity Futures DAAPL APPLE USD 900 900
US Equity Futures DFB FACEBOOK USD 850 1,400
US Equity Futures DGOOGL GOOGLE USD 440 440
US Equity Futures DJPM JP MORGAN USD 1,150 1,150
US Equity Futures DMSFT MICROSOFT USD 900 850
Indian Equity Futures DACC ACC Ltd. USD 650 650
Indian Equity Futures DADANIPORTS Adani Ports and Special Economic Zone Ltd. USD 300 300
Indian Equity Futures DAMBUJACEM Ambuja Cements Ltd. USD 550 550
Indian Equity Futures DASIANPAINT Asian Paints Ltd. USD 550 550
Indian Equity Futures DAUROPHARMA Aurobindo Pharma Ltd. USD 600 550
Indian Equity Futures DAXSB AXIS BANK USD 700 700
Indian Equity Futures DBAJAJAUTO Bajaj Auto Ltd. USD 250 250
Indian Equity Futures DBAJFINANCE Bajaj Finance Ltd USD 1,450 1,450
Indian Equity Futures DBANKBARODA Bank of Baroda USD 1,200 800
Indian Equity Futures DBPCL Bharat Petroleum Corporation Ltd. USD 325 325
Indian Equity Futures DBHARTIARTL Bharti Airtel Ltd. USD 300 300
Indian Equity Futures DINFRATEL Bharti Infratel Ltd. USD 220 220
Indian Equity Futures DBOSCHLTD Bosch Ltd. USD 2,000 2,000
Indian Equity Futures DCIPLA Cipla Ltd. USD 600 600
Indian Equity Futures DCOALINDIA Coal India Ltd. USD 520 520
Indian Equity Futures DDRREDDY Dr. Reddy's Laboratories Ltd. USD 200 170
Indian Equity Futures DEICHERMOT Eicher Motors Ltd. USD 2,150 2,150
Indian Equity Futures DGAIL GAIL (India) Ltd. USD 300 300
Indian Equity Futures DHCLTECH HCL Technologies Ltd. USD 800 800
Indian Equity Futures DHDFCB HDFC BANK USD 1,100 1,100
Indian Equity Futures DHEROMOTOCO Hero MotoCorp Ltd. USD 273 273
Indian Equity Futures DHINDALCO Hindalco Industries Ltd. USD 500 450
Indian Equity Futures DHINDPETRO Hindustan Petroleum Corporation Limited USD 250 250
Indian Equity Futures DHINDUNILVR Hindustan Unilever Ltd. USD 700 700
Indian Equity Futures DHDFC Housing Development Finance Corporation Ltd. USD 1,000 1,000
Indian Equity Futures DITC I T C Ltd. USD 600 600
Indian Equity Futures DICICIBC ICICI BANK USD 900 900
Indian Equity Futures DIBULHSGFIN Indiabulls Housing Finance Ltd. USD 700 620
Indian Equity Futures DIOC Indian Oil Corporation Ltd. USD 300 300
Indian Equity Futures DINDUSINDBK IndusInd Bank Ltd. USD 1,000 1,000
Indian Equity Futures DINFO INFOSYS USD 550 550
Indian Equity Futures DKOTAKBANK Kotak Mahindra Bank Ltd. USD 650 650
Indian Equity Futures DLT L&T USD 550 550
Indian Equity Futures DLUPIN Lupin Ltd. USD 330 330
Indian Equity Futures DM&M Mahindra & Mahindra Ltd. USD 710 710
Indian Equity Futures DMSIL MARUTI SUZUKI USD 700 700
Indian Equity Futures DNTPC NTPC Ltd. USD 650 650
Indian Equity Futures DONGC Oil & Natural Gas Corporation Ltd. USD 350 350
Indian Equity Futures DPOWERGRID Power Grid Corporation of India Ltd. USD 385 385
Indian Equity Futures DRIL RELIANCE USD 500 500
Indian Equity Futures DSBIN SBI USD 800 800
Indian Equity Futures DSUNPHARMA Sun Pharmaceutical Industries Ltd. USD 500 500
Indian Equity Futures DTTMT TATA MOTORS USD 250 250
Indian Equity Futures DTATAMTRDVR Tata Motors Ltd DVR USD 300 300
Indian Equity Futures DTATAPOWER Tata Power Co. Ltd. USD 300 300
Indian Equity Futures DTATASTEEL Tata Steel Ltd. USD 500 500
Indian Equity Futures DTCS TCS USD 850 800
Indian Equity Futures DTECHM Tech Mahindra Ltd. USD 600 600
Indian Equity Futures DULTRACEMCO UltraTech Cement Ltd. USD 350 350
Indian Equity Futures DUPL UPL Ltd USD 550 550
Indian Equity Futures DVEDL Vedanta Ltd. USD 450 450
Indian Equity Futures DWIPRO Wipro Ltd. USD 600 600
Indian Equity Futures DYESBANK Yes Bank Ltd. USD 1,500 900
Indian Equity Futures DZEEL Zee Entertainment Enterprises Ltd. USD 425 425