Comment on New margin framework for F&O trades

Sridhar commented on 04 Jun 2020, 08:44 PM

It seems that starting June1st, the Gross Exposure Margin has been increased from 2% to 3% of the notional value. Can you please confirm if this is the case. If so, then your updated SPAN margin calculator is still showing Exposure margin using 2% and needs to be updated to reflect the change.

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