Comment on Zerodha F&O margin Calculator

Nithin Kamath commented on 04 Jul 2015, 03:57 PM

Salil, what exchanges ask us to collect is SPAN + exposure. Don’t think PC SPAN can calculate Exposure margins. Don’t have the answer for this because the SPAN calculation is coded within the OMS/RMS and this is maintained by our technology vendor (Thomson Reuters). I will try to find out from them though.

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