CDS Margins for Friday Apr 30 2021

Symbol Expiry Contract Unit Size Close Price Span Margin Extreme Loss Margin Intraday Margin Carry Forward Margin CO/BO Margin

EURINR 2021-03-19 1000.0 86.48 2240.38 259.44 1249.91 2499.82 1249.91

EURINR 2021-03-26 1000.0 86.42 2257.34 259.26 1258.3 2516.6 1258.3
EURINR 2021-03-31 1000.0 86.56 2259.25 259.68 1259.46 2518.93 1259.46
EURINR 2021-04-09 1000.0 87.1 2262.7 261.3 1262.0 2524.0 1262.0
EURINR 2021-04-16 1000.0 87.05 2265.38 261.15 1263.27 2526.53 1263.27
EURINR 2021-04-23 1000.0 87.14 2268.07 261.42 1264.75 2529.49 1264.75
EURINR 2021-04-28 1000.0 86.97 2269.99 260.91 1265.45 2530.9 1265.45
EURINR 2021-04-30 1000.0 87.0 2270.76 261.0 1265.88 2531.76 1265.88
EURINR 2021-05-07 1000.0 89.76 2273.45 269.28 1271.37 2542.73 1271.36
EURINR 2021-05-14 1000.0 89.21 2276.15 267.63 1271.89 2543.78 1271.89
EURINR 2021-05-21 1000.0 90.06 2278.85 270.18 1274.51 2549.03 1274.51
EURINR 2021-05-27 1000.0 87.29 2281.16 261.87 1271.51 2543.03 1271.51
EURINR 2021-05-28 1000.0 88.94 2281.55 266.82 1274.19 2548.37 1274.19
EURINR 2021-06-04 1000.0 88.03 2284.26 264.09 1274.18 2548.35 1274.18
EURINR 2021-06-11 1000.0 87.88 2286.96 263.64 1275.3 2550.6 1275.3
EURINR 2021-06-28 1000.0 87.59 2293.56 262.77 1278.16 2556.33 1278.16
EURINR 2021-07-28 1000.0 88.09 2305.24 264.27 1284.75 2569.51 1284.75
EURINR 2021-08-27 1000.0 91.49 2316.97 274.47 1295.72 2591.44 1295.72
EURINR 2021-09-28 1000.0 91.49 2329.56 274.47 1302.01 2604.03 1302.01
EURINR 2021-10-27 1000.0 91.49 2341.03 274.47 1307.75 2615.5 1307.75
Symbol Expiry Contract Unit Size Close Price Span Margin Extreme Loss Margin Intraday Margin Carry Forward Margin CO/BO Margin

EURINR 2021-11-26 1000.0 92.49 2352.95 277.47 1315.21 2630.42 1315.21

EURINR 2021-12-29 1000.0 94.5 2366.13 283.5 1324.82 2649.63 1324.82
EURINR 2022-01-27 1000.0 93.8 2377.78 281.4 1329.59 2659.18 1329.59
EURINR 2022-02-24 1000.0 93.59 2389.08 280.77 1334.92 2669.85 1334.92
EURUSD 2021-03-19 1000.0 86.63 2219.3 0.0 1109.65 2219.3 1109.65
EURUSD 2021-03-26 1000.0 1.19 2221.33 0.0 1110.66 2221.33 1110.66
EURUSD 2021-03-31 1000.0 86.66 2221.56 0.0 1110.78 2221.56 1110.78
EURUSD 2021-04-09 1000.0 86.67 2221.96 0.0 1110.98 2221.96 1110.98
EURUSD 2021-04-16 1000.0 86.68 2222.28 0.0 1111.14 2222.28 1111.14
EURUSD 2021-04-23 1000.0 86.69 2222.59 0.0 1111.3 2222.59 1111.3
EURUSD 2021-04-28 1000.0 1.19 2222.82 0.0 1111.41 2222.82 1111.41
EURUSD 2021-04-30 1000.0 86.7 2222.91 0.0 1111.45 2222.91 1111.45
EURUSD 2021-05-07 1000.0 86.71 2223.22 0.0 1111.61 2223.22 1111.61
EURUSD 2021-05-14 1000.0 86.73 2223.54 0.0 1111.77 2223.54 1111.77
EURUSD 2021-05-21 1000.0 86.75 2223.85 0.0 1111.92 2223.85 1111.92
EURUSD 2021-05-27 1000.0 1.1 2224.12 0.0 1112.06 2224.12 1112.06
EURUSD 2021-05-28 1000.0 86.75 2224.17 0.0 1112.09 2224.17 1112.09
EURUSD 2021-06-04 1000.0 87.36 2224.49 0.0 1112.24 2224.49 1112.24
EURUSD 2021-06-28 1000.0 1.13 2225.57 0.0 1112.79 2225.57 1112.79
EURUSD 2021-07-28 1000.0 1.18 2226.92 0.0 1113.46 2226.92 1113.46
EURUSD 2021-08-27 1000.0 1.19 2228.28 0.0 1114.14 2228.28 1114.14
EURUSD 2021-09-28 1000.0 1.17 2229.72 0.0 1114.86 2229.72 1114.86
EURUSD 2021-10-27 1000.0 1.19 2231.03 0.0 1115.52 2231.03 1115.52
Symbol Expiry Contract Unit Size Close Price Span Margin Extreme Loss Margin Intraday Margin Carry Forward Margin CO/BO Margin

EURUSD 2021-11-26 1000.0 1.2 2232.39 0.0 1116.19 2232.39 1116.19

EURUSD 2021-12-29 1000.0 1.23 2233.89 0.0 1116.94 2233.89 1116.94
EURUSD 2022-01-27 1000.0 1.23 2235.2 0.0 1117.6 2235.2 1117.6
EURUSD 2022-02-24 1000.0 1.22 2236.47 0.0 1118.23 2236.47 1118.23
GBPINR 2021-03-19 1000.0 100.94 3550.54 504.7 2027.62 4055.24 2027.62
GBPINR 2021-03-26 1000.0 101.06 3569.21 505.3 2037.26 4074.51 2037.26
GBPINR 2021-03-31 1000.0 101.17 3571.92 505.85 2038.88 4077.77 2038.88
GBPINR 2021-04-09 1000.0 101.35 3576.81 506.75 2041.78 4083.56 2041.78
GBPINR 2021-04-16 1000.0 101.07 3580.62 505.35 2042.98 4085.97 2042.98
GBPINR 2021-04-23 1000.0 101.68 3584.44 508.4 2046.42 4092.84 2046.42
GBPINR 2021-04-28 1000.0 101.56 3587.16 507.8 2047.48 4094.96 2047.48
GBPINR 2021-04-30 1000.0 101.59 3588.25 507.95 2048.1 4096.2 2048.1
GBPINR 2021-05-07 1000.0 101.99 3592.07 509.95 2051.01 4102.02 2051.01
GBPINR 2021-05-14 1000.0 102.34 3595.9 511.7 2053.8 4107.6 2053.8
GBPINR 2021-05-21 1000.0 104.0 3599.73 520.0 2059.86 4119.73 2059.86
GBPINR 2021-05-27 1000.0 101.94 3603.01 509.7 2056.36 4112.71 2056.36
GBPINR 2021-05-28 1000.0 102.77 3603.56 513.85 2058.7 4117.41 2058.7
GBPINR 2021-06-04 1000.0 102.61 3607.4 513.05 2060.22 4120.45 2060.22
GBPINR 2021-06-11 1000.0 102.66 3611.24 513.3 2062.27 4124.54 2062.27
GBPINR 2021-06-28 1000.0 102.33 3620.59 511.65 2066.12 4132.24 2066.12
GBPINR 2021-07-28 1000.0 102.67 3637.14 513.35 2075.24 4150.49 2075.24
GBPINR 2021-08-27 1000.0 103.05 3653.77 515.25 2084.51 4169.02 2084.51
GBPINR 2021-09-28 1000.0 98.03 3671.59 490.15 2080.87 4161.74 2080.87
Symbol Expiry Contract Unit Size Close Price Span Margin Extreme Loss Margin Intraday Margin Carry Forward Margin CO/BO Margin

GBPINR 2021-10-27 1000.0 100.92 3687.82 504.6 2096.21 4192.42 2096.21

GBPINR 2021-11-26 1000.0 103.34 3704.68 516.7 2110.69 4221.38 2110.69
GBPINR 2021-12-29 1000.0 103.77 3723.32 518.85 2121.09 4242.17 2121.09
GBPINR 2022-01-27 1000.0 105.0 3739.77 525.0 2132.39 4264.77 2132.39
GBPINR 2022-02-24 1000.0 107.82 3755.73 539.1 2147.41 4294.83 2147.41
GBPUSD 2021-03-19 1000.0 101.36 3959.87 0.0 1979.93 3959.87 1979.93
GBPUSD 2021-03-26 1000.0 1.39 3960.24 0.0 1980.12 3960.24 1980.12
GBPUSD 2021-03-31 1000.0 101.36 3960.3 0.0 1980.15 3960.3 1980.15
GBPUSD 2021-04-09 1000.0 101.36 3960.41 0.0 1980.2 3960.41 1980.2
GBPUSD 2021-04-16 1000.0 101.36 3960.49 0.0 1980.24 3960.49 1980.24
GBPUSD 2021-04-23 1000.0 101.36 3960.58 0.0 1980.29 3960.58 1980.29
GBPUSD 2021-04-28 1000.0 1.39 3960.64 0.0 1980.32 3960.64 1980.32
GBPUSD 2021-04-30 1000.0 101.36 3960.66 0.0 1980.33 3960.66 1980.33
GBPUSD 2021-05-07 1000.0 101.37 3960.74 0.0 1980.37 3960.74 1980.37
GBPUSD 2021-05-14 1000.0 101.37 3960.83 0.0 1980.41 3960.83 1980.41
GBPUSD 2021-05-21 1000.0 101.38 3960.91 0.0 1980.45 3960.91 1980.45
GBPUSD 2021-05-27 1000.0 1.23 3960.98 0.0 1980.49 3960.98 1980.49
GBPUSD 2021-05-28 1000.0 101.38 3961.0 0.0 1980.5 3961.0 1980.5
GBPUSD 2021-06-04 1000.0 101.72 3961.08 0.0 1980.54 3961.08 1980.54
GBPUSD 2021-06-28 1000.0 1.24 3961.37 0.0 1980.68 3961.37 1980.68
GBPUSD 2021-07-28 1000.0 1.29 3961.72 0.0 1980.86 3961.72 1980.86
GBPUSD 2021-08-27 1000.0 1.32 3962.08 0.0 1981.04 3962.08 1981.04
GBPUSD 2021-09-28 1000.0 1.27 3962.46 0.0 1981.23 3962.46 1981.23
Symbol Expiry Contract Unit Size Close Price Span Margin Extreme Loss Margin Intraday Margin Carry Forward Margin CO/BO Margin

GBPUSD 2021-10-27 1000.0 1.31 3962.81 0.0 1981.4 3962.81 1981.4

GBPUSD 2021-11-26 1000.0 1.34 3963.17 0.0 1981.59 3963.17 1981.59
GBPUSD 2021-12-29 1000.0 1.35 3963.56 0.0 1981.78 3963.56 1981.78
GBPUSD 2022-01-27 1000.0 1.37 3963.91 0.0 1981.95 3963.91 1981.95
GBPUSD 2022-02-24 1000.0 1.41 3964.24 0.0 1982.12 3964.24 1982.12
JPYINR 2021-03-19 1000.0 66.67 2080.33 466.69 1273.51 2547.02 1273.51
JPYINR 2021-03-26 1000.0 66.71 2092.7 466.97 1279.83 2559.67 1279.84
JPYINR 2021-03-31 1000.0 66.82 2094.33 467.74 1281.03 2562.07 1281.03
JPYINR 2021-04-09 1000.0 71.12 2097.28 497.84 1297.56 2595.12 1297.56
JPYINR 2021-04-16 1000.0 71.46 2099.58 500.22 1299.9 2599.8 1299.9
JPYINR 2021-04-23 1000.0 71.0 2101.88 497.0 1299.44 2598.88 1299.44
JPYINR 2021-04-28 1000.0 67.09 2103.53 469.63 1286.58 2573.16 1286.58
JPYINR 2021-04-30 1000.0 67.07 2104.19 469.49 1286.84 2573.68 1286.84
JPYINR 2021-05-07 1000.0 70.59 2106.49 494.13 1300.31 2600.62 1300.31
JPYINR 2021-05-14 1000.0 69.69 2108.8 487.83 1298.32 2596.63 1298.32
JPYINR 2021-05-21 1000.0 69.31 2111.11 485.17 1298.14 2596.28 1298.14
JPYINR 2021-05-27 1000.0 67.38 2113.09 471.66 1292.38 2584.75 1292.38
JPYINR 2021-05-28 1000.0 68.73 2113.42 481.11 1297.27 2594.53 1297.27
JPYINR 2021-06-04 1000.0 67.95 2115.74 475.65 1295.69 2591.39 1295.69
JPYINR 2021-06-11 1000.0 67.4 2118.06 471.8 1294.93 2589.86 1294.93
JPYINR 2021-06-28 1000.0 67.9 2123.7 475.3 1299.5 2599.0 1299.5
JPYINR 2021-07-28 1000.0 74.3 2133.69 520.1 1326.89 2653.79 1326.89
JPYINR 2021-08-27 1000.0 73.16 2143.72 512.12 1327.92 2655.84 1327.92
Symbol Expiry Contract Unit Size Close Price Span Margin Extreme Loss Margin Intraday Margin Carry Forward Margin CO/BO Margin

JPYINR 2021-09-28 1000.0 73.16 2154.48 512.12 1333.3 2666.6 1333.3

JPYINR 2021-10-27 1000.0 73.77 2164.28 516.39 1340.34 2680.67 1340.34
JPYINR 2021-11-26 1000.0 74.26 2174.46 519.82 1347.14 2694.28 1347.14
JPYINR 2021-12-29 1000.0 74.32 2185.71 520.24 1352.97 2705.95 1352.97
JPYINR 2022-01-27 1000.0 73.91 2195.65 517.37 1356.51 2713.02 1356.51
JPYINR 2022-02-24 1000.0 72.77 2205.29 509.39 1357.34 2714.68 1357.34
USDINR 2021-03-19 1000.0 72.51 1510.23 725.1 1117.66 2235.33 1117.66
USDINR 2021-03-26 1000.0 72.58 1522.4 725.8 1124.1 2248.2 1124.1
USDINR 2021-03-31 1000.0 72.76 1523.53 727.6 1125.57 2251.13 1125.57
USDINR 2021-04-09 1000.0 72.85 1525.58 728.5 1127.04 2254.08 1127.04
USDINR 2021-04-16 1000.0 72.9 1527.17 729.0 1128.09 2256.17 1128.09
USDINR 2021-04-23 1000.0 72.97 1528.76 729.7 1129.23 2258.46 1129.23
USDINR 2021-04-28 1000.0 72.99 1529.9 729.9 1129.9 2259.8 1129.9
USDINR 2021-04-30 1000.0 73.03 1530.36 730.3 1130.33 2260.66 1130.33
USDINR 2021-05-07 1000.0 73.09 1531.96 730.9 1131.43 2262.86 1131.43
USDINR 2021-05-14 1000.0 73.18 1533.56 731.8 1132.68 2265.36 1132.68
USDINR 2021-05-21 1000.0 73.21 1535.16 732.1 1133.63 2267.26 1133.63
USDINR 2021-05-27 1000.0 73.28 1536.53 732.8 1134.66 2269.33 1134.66
USDINR 2021-05-28 1000.0 73.29 1536.76 732.9 1134.83 2269.66 1134.83
USDINR 2021-06-04 1000.0 73.07 1538.36 730.7 1134.53 2269.06 1134.53
USDINR 2021-06-28 1000.0 73.58 1543.88 735.8 1139.84 2279.68 1139.84
USDINR 2021-07-28 1000.0 73.88 1550.79 738.8 1144.8 2289.59 1144.8
USDINR 2021-08-27 1000.0 74.18 1557.74 741.8 1149.77 2299.54 1149.77
Symbol Expiry Contract Unit Size Close Price Span Margin Extreme Loss Margin Intraday Margin Carry Forward Margin CO/BO Margin

USDINR 2021-09-28 1000.0 74.47 1565.19 744.7 1154.95 2309.89 1154.95

USDINR 2021-10-27 1000.0 74.77 1571.97 747.7 1159.84 2319.67 1159.84
USDINR 2021-11-26 1000.0 75.05 1579.01 750.5 1164.76 2329.51 1164.76
USDINR 2021-12-29 1000.0 75.32 1586.8 753.2 1170.0 2340.0 1170.0
USDINR 2022-01-27 1000.0 75.61 1593.67 756.1 1174.88 2349.77 1174.88
USDINR 2022-02-24 1000.0 75.91 1600.34 759.1 1179.72 2359.44 1179.72
USDJPY 2021-03-19 1000.0 72.63 1898.37 0.0 949.18 1898.37 949.18
USDJPY 2021-03-26 1000.0 108.69 1897.75 0.0 948.88 1897.75 948.88
USDJPY 2021-03-31 1000.0 72.63 1897.68 0.0 948.84 1897.68 948.84
USDJPY 2021-04-09 1000.0 72.62 1897.55 0.0 948.77 1897.55 948.77
USDJPY 2021-04-16 1000.0 72.62 1897.45 0.0 948.73 1897.45 948.73
USDJPY 2021-04-23 1000.0 72.61 1897.36 0.0 948.68 1897.36 948.68
USDJPY 2021-04-28 1000.0 108.75 1897.29 0.0 948.64 1897.29 948.64
USDJPY 2021-04-30 1000.0 72.61 1897.26 0.0 948.63 1897.26 948.63
USDJPY 2021-05-07 1000.0 72.61 1897.16 0.0 948.58 1897.16 948.58
USDJPY 2021-05-14 1000.0 72.61 1897.06 0.0 948.53 1897.06 948.53
USDJPY 2021-05-21 1000.0 72.59 1896.96 0.0 948.48 1896.96 948.48
USDJPY 2021-05-27 1000.0 106.98 1896.88 0.0 948.44 1896.88 948.44
USDJPY 2021-05-28 1000.0 72.59 1896.87 0.0 948.43 1896.87 948.43
USDJPY 2021-06-04 1000.0 72.27 1896.77 0.0 948.38 1896.77 948.38
USDJPY 2021-06-28 1000.0 106.81 1896.43 0.0 948.22 1896.43 948.22
USDJPY 2021-07-28 1000.0 104.75 1896.01 0.0 948.0 1896.01 948.0
USDJPY 2021-08-27 1000.0 105.88 1895.59 0.0 947.79 1895.59 947.79
Symbol Expiry Contract Unit Size Close Price Span Margin Extreme Loss Margin Intraday Margin Carry Forward Margin CO/BO Margin

USDJPY 2021-09-28 1000.0 105.15 1895.14 0.0 947.57 1895.14 947.57

USDJPY 2021-10-27 1000.0 104.55 1894.73 0.0 947.37 1894.73 947.37
USDJPY 2021-11-26 1000.0 104.07 1894.31 0.0 947.15 1894.31 947.15
USDJPY 2021-12-29 1000.0 103.37 1893.85 0.0 946.92 1893.85 946.92
USDJPY 2022-01-27 1000.0 103.55 1893.44 0.0 946.72 1893.44 946.72
USDJPY 2022-02-24 1000.0 105.05 1893.05 0.0 946.52 1893.05 946.52