June 21, 2019

SEBI sets up panel to review margins on derivatives

“In India, initial margin in equity F&O segment consists of SPAN margin, exposure margin and other additional margins... Across global exchanges considered under review, only SPAN margin is collected as the initial margin. Intermittent periods of higher volatility are covered by applying event-based margins,” stated the report while adding that between January 2014 and March 2019, total initial margin applied was about 20% and 14.65% on options and futures contracts respectively.

Read more at https://www.thehindu.com/business/Industry/sebi-sets-up-panel-to-review-margins-on-derivatives/article28089359.ece

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