SEBI Risk Containment Measures:
SEBI has consistently introduced risk containment measures to address the risks associated with both the cash and derivatives markets. In line with the evolving market dynamics, a comprehensive review of the margin framework has been undertaken. As a result, SEBI and the Exchange have introduced new norms to enhance the efficiency of the risk management framework.
For detailed information, please refer to the following links: NSE and SEBI
Highlights
- No major changes in Cash Segment margins.
- Margins in naked F&O positions might slightly go up.
*Margins for hedged positions might go down by approx. 50%. Kindly manage your positions accordingly.
Approx. Margins as per New Rules .
|
Naked Future Buy |
Old | New | % | ||
|---|---|---|---|---|---|
| Nifty | 107344 | 134553 | 25.34748 | ||
| Reliance | 175459 | 207597.9 | 18.31703 | ||
| Future with ATM |
Premium |
Required
Margin |
|||
| Nifty | Fut Buy | ||||
| Put Buy | 9400 PE | 6975 | 33000 | ||
| Reliance | Fut Buy | ||||
| Put Buy | 1460 PE | 26000 | 44250 | ||
| Future with OTM | |||||
| Nifty | Fut Buy | ||||
| Put Buy | 9200 PE | 3000 | 46612 |
