India vix futures margin

By Chandini MonnappaBENGALURU, March 17 (Reuters) - Indian shares rose in volatile trade on Tuesday, mirroring gains in U.S. stock futures amid hopes of  Here's all you need to know: VIX and VIX futures: India VIX is an index to measure expected volatility using prices of Nifty Index Options – a derivative instrument.

India VIX is a volatility index based on the NIFTY Index Option prices. From the best bid-ask prices of NIFTY Options contracts, a volatility figure (%) is calculated which indicates the expected market volatility over the next 30 calendar days. Day's Range: 15.1900 - 17.3750 India VIX 16.2825 -0.1425 -0.87% / Free Sign Up now to save your chart settings. Further to encourage trading in India VIX Futures contract on NSE, Rebate of Transaction charges in respect of trades done in Futures contracts is announced. The rebate ranges from 10% to 40% for turnovers from 25 crores and above to 100 crores and above. Comprehensive information about the India Vix index. More information is available in the different sections of the India Vix page, such as: historical data, charts, technical analysis and others. Future of India Vix Futures NSE is soon going to start India Vix Futures trading which is going to be the first instrument based on the volatility index for India. It’s a very good product and very relevant for the current stock market conditions and also very necessary for the indian markets to have a product based on the market volatility if we want to make India, a developed and matured market. In case of calendar spread positions in futures contract, exposure margins are levied on one third of the value of open position of the far month futures contract. The calendar spread position is granted calendar spread treatment till the expiry of the near month contract. INDIA VIX Sectoral Indices. NIFTY BANK NIFTY AUTO

1. Futures on India VIX India VIX will be calculated up to 4 decimals with a tick size of 0.0025 (for Minimum initial margin of 9%, Exposure margin of 5%.

India Vix has a mean of 26.65 and a median of 23.83. VIX reverts to mean, so option traders can make a note of it. VIX reverts to mean, so option traders can make a note of it. 3. Future of India Vix Futures NSE is soon going to start India Vix Futures trading which is going to be the first instrument based on the volatility index for India. It’s a very good product and very relevant for the current stock market conditions and also very necessary for the indian markets to have a product based on the market volatility if we want to make India, a developed and matured market. India VIX Example. For example, if India VIX is 14.2, this depicts a probable annual variation of 14.2% in the Nifty over the next 30 days. So, the value of Nifty is expected to be in a range between +14.2% and -14.2% from the present price of Nifty for the next 1 year for the next 30 days. 9. Currently India Vix is in the lowest quartile, which partly explains the Nifty trading within three per cent of its all time high point. 10. In order to promote the futures contract, NSE is offering rebate ranging between 10 and 40 per cent in transaction charges, depending on the overall volume. A high contract size also means a higher level of margin which is a factor that can dissuade many a speculator. As on date, each contract of India VIX futures has a Notional Value of 9.6 Lakhs. Margin is 14% which comes to 1.35 Lakhs per contract. The Nifty 50 on the other hand has a margin requirement of just 55,000. The margins so computed are aggregated first at the trading member level and then aggregated at the clearing member level. G Sec Futures The applicable extreme loss margin for cash settled interest rate futures contract would be 0.50% of the value of the gross open positions of the futures contract.

Futures Margin. Futures margin requirements are based on risk-based algorithms. All margin requirements are expressed in the currency of the traded product and can change frequently. Risk-based margin algorithms define a standard set of market outcome scenarios with a one-day time horizon. A price scanning range is defined for each product by

Day's Range: 15.1900 - 17.3750 India VIX 16.2825 -0.1425 -0.87% / Free Sign Up now to save your chart settings. India Vix has a mean of 26.65 and a median of 23.83. VIX reverts to mean, so option traders can make a note of it. VIX reverts to mean, so option traders can make a note of it. 3. Future of India Vix Futures NSE is soon going to start India Vix Futures trading which is going to be the first instrument based on the volatility index for India. It’s a very good product and very relevant for the current stock market conditions and also very necessary for the indian markets to have a product based on the market volatility if we want to make India, a developed and matured market. India VIX Example. For example, if India VIX is 14.2, this depicts a probable annual variation of 14.2% in the Nifty over the next 30 days. So, the value of Nifty is expected to be in a range between +14.2% and -14.2% from the present price of Nifty for the next 1 year for the next 30 days. 9. Currently India Vix is in the lowest quartile, which partly explains the Nifty trading within three per cent of its all time high point. 10. In order to promote the futures contract, NSE is offering rebate ranging between 10 and 40 per cent in transaction charges, depending on the overall volume.

6 Nov 2013 Margin: The Journal of Applied Economic Research It confirms that the India VIX declines significantly following scheduled GDP news, but rises significantly How do commodity futures respond to macroeconomic news?

Comprehensive information about the India Vix index. More information is available in the different sections of the India Vix page, such as: historical data, charts, technical analysis and others. Future of India Vix Futures NSE is soon going to start India Vix Futures trading which is going to be the first instrument based on the volatility index for India. It’s a very good product and very relevant for the current stock market conditions and also very necessary for the indian markets to have a product based on the market volatility if we want to make India, a developed and matured market. In case of calendar spread positions in futures contract, exposure margins are levied on one third of the value of open position of the far month futures contract. The calendar spread position is granted calendar spread treatment till the expiry of the near month contract. INDIA VIX Sectoral Indices. NIFTY BANK NIFTY AUTO In 2013-14, India VIX futures saw a volume of 17,543 contracts and turnover of ₹2,193 crore. The number of contracts fell to 11,274 in 2014-15 though turnover increased to ₹2,256 crore. But then it was history. It last traded during February 2016 with just two contracts changing hands. With the introduction of India VIX futures, we can use the India VIX to hedge the volatility risk to our portfolio and/or use it to speculate. The future contract on India VIX Lot size: 750 ( Reducing to 550 effective 2nd July 2014 )

Verifying hedge with futures margin mechanics · Futures and forward curves · Contango from trader perspective · Severe contango generally bearish.

23 Feb 2018 In 2013-14, India VIX futures saw a volume of 17,543 contracts and and the higher margins deterred retail investors and speculators from this  The initial margin percentage can be checked from the " Stock List" link on the FNO MARGIN DEBIT /CREDIT PROCESS) FAQ (Cloud Orders) FAQ INDIA VIX   8 Feb 2014 The minimum Initial margin percentage on India VIX futures shall be 9% which shall be adjusted going forward as determined by NSCCL. By Chandini MonnappaBENGALURU, March 17 (Reuters) - Indian shares rose in volatile trade on Tuesday, mirroring gains in U.S. stock futures amid hopes of 

Day's Range: 15.1900 - 17.3750 India VIX 16.2825 -0.1425 -0.87% / Free Sign Up now to save your chart settings. India Vix has a mean of 26.65 and a median of 23.83. VIX reverts to mean, so option traders can make a note of it. VIX reverts to mean, so option traders can make a note of it. 3. Future of India Vix Futures NSE is soon going to start India Vix Futures trading which is going to be the first instrument based on the volatility index for India. It’s a very good product and very relevant for the current stock market conditions and also very necessary for the indian markets to have a product based on the market volatility if we want to make India, a developed and matured market. India VIX Example. For example, if India VIX is 14.2, this depicts a probable annual variation of 14.2% in the Nifty over the next 30 days. So, the value of Nifty is expected to be in a range between +14.2% and -14.2% from the present price of Nifty for the next 1 year for the next 30 days. 9. Currently India Vix is in the lowest quartile, which partly explains the Nifty trading within three per cent of its all time high point. 10. In order to promote the futures contract, NSE is offering rebate ranging between 10 and 40 per cent in transaction charges, depending on the overall volume. A high contract size also means a higher level of margin which is a factor that can dissuade many a speculator. As on date, each contract of India VIX futures has a Notional Value of 9.6 Lakhs. Margin is 14% which comes to 1.35 Lakhs per contract. The Nifty 50 on the other hand has a margin requirement of just 55,000.