Additional Surveillance Margin in Equity Derivatives Segment (Now for Index Options & Futures)

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Margin requirement for trading F&O is set to go up in 4 phases starting - 14th Sep, 2018

From our support article, putting it up for discussion here. Why have margin requirements for trading F&O gone up from 14th Sep, 2018? Exchanges in consultation with SEBI put out a circular on September 1st introducing Additional Surveillance margin (ASM) in addition to SPAN and Exposure. This increase in margin was to safeguard the ecosystem in case of extreme volatility in the market. Currently, the Initial margin which includes SPAN and Exposure margins cover the risk of around 8% movement…

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