Calendar Spread Margin Nse

2100 for three months and rs 3000 for spreads beyond three months.

Calendar spread margin nse. This thread is not about options spreads of any kind. Generally you d have several alternatives. The calendar spread margin shall be charged in addition to worst scenario loss of the portfolio.

Margin required for both the contracts is around rs 60 000 nrml. In a calendar spread the margin value equates the one third of the mark to market value of the far month contract. The calendar spread margin shall be charged in addition to worst scenario loss of the portfolio.

Nse bond futures ii nbf ii the calendar spread margin shall be rs 1500 for one month spread rs 1800 for two months rs. Yes you re right there s no margin requirement for a long calendar spread the only requirement is the intial debit. You may want to ask ib about how they handle assignments especially if you don t have enough capital to sustain the stock position.

The benefit for a calendar spread would continue till expiry of the near month contract. Ideally the spread that is locked is 39. Purely futures calendar spread thread.

Nse bond futures ii nbf ii the calendar spread margin shall be rs 1500 for one month spread rs 1800 for two months rs. It is a known fact that interest rates go down as tenor decreases and given that logic the spread of 39 is assumed to decrease going forward and the holding period is till the near month expiry date. Since it involves multiple transactions the formula to calculate margin on calendar spread is the following.

A currency futures position in one expiry month which is hedged by an offsetting position in a different expiry month would be treated as a calendar spread. Then calendar spreads might be for you. A calendar spread is a strategy involving buying longer term options and selling equal number of shorter term options of the same underlying stock or index.