Currency Derivatives(NSE) Currency Derivatives(NSE)

Margin Details & Position Limits As on Date : 10-MAY-19

Sr Scrip Contact Rate Lot SPAN * SPAN Exposure Exposure Total Total Spread Position Position Position PDEOD
No. Size Margin % Amount(A) Margin% Mrgn Amt(B) % Amount Margin Limit Limit Limitt Open-Int
N Month Client-wise(Per Lot) TM-wise( Lot) TM/Prop(Lot) (Lot)

1 91DTB 20190529 93.7250 2000 0.0533 100.00 0.03 56.24 0.0833 156.24 100 15000 50000 50000 0

2 91DTB 20190626 93.7975 2000 0.0533 100.00 0.03 56.28 0.0833 156.28

3 91DTB 20190731 93.9425 2000 0.0532 100.00 0.03 56.37 0.0832 156.37

4 91DTB 20190925 94.0975 2000 0.0531 100.00 0.03 56.46 0.0831 156.46

5 EURINR 20190529 78.5850 1000 2.0128 1581.78 0.30 235.76 2.3128 1817.54 709 5000 50000 50000 61859

6 EURINR 20190626 78.9825 1000 2.0140 1590.71 0.30 236.95 2.3140 1827.66

7 EURINR 20190729 79.4450 1000 2.0156 1601.30 0.30 238.34 2.3156 1839.64

8 EURINR 20190828 80.0575 1000 2.0123 1610.99 0.30 240.17 2.3123 1851.16

9 EURINR 20190926 80.4875 1000 2.0132 1620.41 0.30 241.46 2.3132 1861.87

10 EURINR 20191029 81.0125 1000 2.0135 1631.20 0.30 243.04 2.3135 1874.24

11 EURINR 20191127 81.4775 1000 2.0137 1640.74 0.30 244.43 2.3137 1885.17

12 EURINR 20191227 82.0100 1000 2.0128 1650.67 0.30 246.03 2.3128 1896.70

13 EURINR 20200129 82.5525 1000 2.0129 1661.66 0.30 247.66 2.3129 1909.32

14 EURINR 20200226 83.0150 1000 2.0129 1671.04 0.30 249.05 2.3129 1920.09

15 EURINR 20200327 83.5150 1000 2.0130 1681.16 0.30 250.55 2.3130 1931.71

16 EURINR 20200428 84.0525 1000 2.0130 1692.01 0.30 252.16 2.3130 1944.17

17 EURUSD 20190529 78.5325 1000 2.0038 1573.67 1.00 785.33 3.0038 2359.00 1503 10000 100000 100000 46350

18 EURUSD 20190626 78.8200 1000 2.0010 1577.17 1.00 788.20 3.0010 2365.37

19 EURUSD 20190729 79.0300 1000 2.0009 1581.31 1.00 790.30 3.0009 2371.61

20 EURUSD 20190828 79.2175 1000 2.0009 1585.09 1.00 792.18 3.0009 2377.27

21 EURUSD 20190926 79.3925 1000 2.0011 1588.74 1.00 793.93 3.0011 2382.67

22 EURUSD 20191029 79.6025 1000 2.0011 1592.91 1.00 796.03 3.0011 2388.94

23 EURUSD 20191127 79.7850 1000 2.0011 1596.59 1.00 797.85 3.0011 2394.44

24 EURUSD 20191227 79.9925 1000 2.0007 1600.40 1.00 799.93 3.0007 2400.33

25 EURUSD 20200129 80.2025 1000 2.0007 1604.60 1.00 802.03 3.0007 2406.63

26 EURUSD 20200226 80.3850 1000 2.0006 1608.17 1.00 803.85 3.0006 2412.02

27 EURUSD 20200327 80.5725 1000 2.0007 1612.01 1.00 805.73 3.0007 2417.74

28 EURUSD 20200428 80.7825 1000 2.0006 1616.11 1.00 807.83 3.0006 2423.94

29 717GS2028 20190530 97.9350 2000 1.5000 2938.05 0.50 979.35 2.0000 3917.40 1503 60897

30 717GS2028 20190627 97.8300 2000 1.5000 2934.90 0.50 978.30 2.0000 3913.20

31 717GS2028 20190725 97.7250 2000 1.5000 2931.75 0.50 977.25 2.0000 3909.00

32 717GS2028 20190926 97.5175 2000 1.5000 2925.53 0.50 975.18 2.0000 3900.71

Compliance Officer : Mr SK Mukhopadhyay, Contact No :(022) 4249 3000, Email :sk.mukhopadhyay@issl.co.in Page 1 of 6
CIN - U74992MH2006PLC163337 Website: http://www.ilfsdp.com
09-MAY-2019 23:17:38
 Currency Derivatives(NSE) Currency Derivatives(NSE)
Margin Details & Position Limits As on Date : 10-MAY-19

Sr Scrip Contact Rate Lot SPAN * SPAN Exposure Exposure Total Total Spread Position Position Position PDEOD
No. Size Margin % Amount(A) Margin% Mrgn Amt(B) % Amount Margin Limit Limit Limitt Open-Int
N Month Client-wise(Per Lot) TM-wise( Lot) TM/Prop(Lot) (Lot)

33 717GS2028 20191226 97.1725 2000 1.5000 2915.18 0.50 971.73 2.0000 3886.91

34 726GS2029 20190530 99.0225 2000 1.5000 2970.68 0.50 990.23 2.0000 3960.91 1503 45558

35 726GS2029 20190627 98.9250 2000 1.5000 2967.75 0.50 989.25 2.0000 3957.00

36 726GS2029 20190725 98.8200 2000 1.5000 2964.60 0.50 988.20 2.0000 3952.80

37 726GS2029 20190926 98.6075 2000 1.5000 2958.22 0.50 986.08 2.0000 3944.30

38 726GS2029 20191226 98.2550 2000 1.5000 2947.65 0.50 982.55 2.0000 3930.20

39 726GS2029 20200326 97.8775 2000 1.5000 2936.33 0.50 978.78 2.0000 3915.11

40 668GS2031 20190530 92.6125 2000 1.5000 2778.38 0.50 926.13 2.0000 3704.51 1503 10000 30000 30000 0

41 668GS2031 20190627 92.5225 2000 1.5000 2775.68 0.50 925.23 2.0000 3700.91

42 668GS2031 20190725 92.4350 2000 1.5000 2773.05 0.50 924.35 2.0000 3697.40

43 668GS2031 20190926 92.2725 2000 1.5000 2768.18 0.50 922.73 2.0000 3690.91

44 668GS2031 20191226 91.9500 2000 1.5000 2758.50 0.50 919.50 2.0000 3678.00

45 668GS2031 20200326 91.6450 2000 1.5000 2749.35 0.50 916.45 2.0000 3665.80

46 795GS2032 20190530 102.4300 2000 1.5000 3072.90 0.50 1024.30 2.0000 4097.20 1504 28500

47 795GS2032 20190627 102.2925 2000 1.5000 3068.78 0.50 1022.93 2.0000 4091.71

48 795GS2032 20190725 102.1525 2000 1.5000 3064.58 0.50 1021.53 2.0000 4086.11

49 795GS2032 20190926 101.8700 2000 1.5000 3056.10 0.50 1018.70 2.0000 4074.80

50 795GS2032 20191226 101.3775 2000 1.5000 3041.33 0.50 1013.78 2.0000 4055.11

51 795GS2032 20200326 100.8900 2000 1.5000 3026.70 0.50 1008.90 2.0000 4035.60

52 768GS2023 20190530 101.5925 2000 1.5000 3047.77 0.50 1015.93 2.0000 4063.70 1504 0

53 768GS2023 20190627 101.4675 2000 1.5000 3044.03 0.50 1014.68 2.0000 4058.71

54 768GS2023 20190725 101.3350 2000 1.5000 3040.05 0.50 1013.35 2.0000 4053.40

55 768GS2023 20190926 101.0850 2000 1.5000 3032.55 0.50 1010.85 2.0000 4043.40

56 GBPINR 20190529 91.1375 1000 2.0093 1831.27 0.50 455.69 2.5093 2286.96 1509 5000 50000 50000 33651

57 GBPINR 20190626 91.5825 1000 2.0091 1839.97 0.50 457.91 2.5091 2297.88

58 GBPINR 20190729 92.1350 1000 2.0082 1850.28 0.50 460.68 2.5082 2310.96

59 GBPINR 20190828 92.6050 1000 2.0082 1859.70 0.50 463.03 2.5082 2322.73

60 GBPINR 20190926 92.9900 1000 2.0097 1868.86 0.50 464.95 2.5097 2333.81

61 GBPINR 20191029 93.4925 1000 2.0101 1879.33 0.50 467.46 2.5101 2346.79

62 GBPINR 20191127 93.9375 1000 2.0105 1888.58 0.50 469.69 2.5105 2358.27

63 GBPINR 20191227 94.4250 1000 2.0103 1898.20 0.50 472.13 2.5103 2370.33

64 GBPINR 20200129 94.9400 1000 2.0106 1908.83 0.50 474.70 2.5106 2383.53

Compliance Officer : Mr SK Mukhopadhyay, Contact No :(022) 4249 3000, Email :sk.mukhopadhyay@issl.co.in Page 2 of 6
CIN - U74992MH2006PLC163337 Website: http://www.ilfsdp.com
09-MAY-2019 23:17:38
 Currency Derivatives(NSE) Currency Derivatives(NSE)
Margin Details & Position Limits As on Date : 10-MAY-19

Sr Scrip Contact Rate Lot SPAN * SPAN Exposure Exposure Total Total Spread Position Position Position PDEOD
No. Size Margin % Amount(A) Margin% Mrgn Amt(B) % Amount Margin Limit Limit Limitt Open-Int
N Month Client-wise(Per Lot) TM-wise( Lot) TM/Prop(Lot) (Lot)

65 GBPINR 20200226 95.3800 1000 2.0108 1917.90 0.50 476.90 2.5108 2394.80

66 GBPINR 20200327 95.8525 1000 2.0111 1927.67 0.50 479.26 2.5111 2406.93

67 GBPINR 20200428 96.3600 1000 2.0114 1938.14 0.50 481.80 2.5114 2419.94

68 GBPUSD 20190529 90.7750 1000 2.0078 1822.56 1.00 907.75 3.0078 2730.31 1502 10000 100000 100000 2775

69 GBPUSD 20190626 91.0475 1000 2.0044 1825.00 1.00 910.48 3.0044 2735.48

70 GBPUSD 20190729 91.1925 1000 2.0044 1827.87 1.00 911.93 3.0044 2739.80

71 GBPUSD 20190828 91.3275 1000 2.0043 1830.49 1.00 913.28 3.0043 2743.77

72 GBPUSD 20190926 91.4250 1000 2.0049 1833.02 1.00 914.25 3.0049 2747.27

73 GBPUSD 20191029 91.5650 1000 2.0050 1835.90 1.00 915.65 3.0050 2751.55

74 GBPUSD 20191127 91.6825 1000 2.0052 1838.44 1.00 916.83 3.0052 2755.27

75 GBPUSD 20191227 91.7950 1000 2.0056 1841.07 1.00 917.95 3.0056 2759.02

76 GBPUSD 20200129 91.9350 1000 2.0057 1843.97 1.00 919.35 3.0057 2763.32

77 GBPUSD 20200226 92.0450 1000 2.0060 1846.44 1.00 920.45 3.0060 2766.89

78 GBPUSD 20200327 92.1725 1000 2.0061 1849.08 1.00 921.73 3.0061 2770.81

79 GBPUSD 20200428 92.3050 1000 2.0063 1851.90 1.00 923.05 3.0063 2774.95

80 JPYINR 20190529 63.8550 1000 2.3143 1477.77 0.70 446.99 3.0143 1924.76 608 2436 20000 20000 40605

81 JPYINR 20190626 64.1875 1000 2.3148 1485.81 0.70 449.31 3.0148 1935.12

82 JPYINR 20190729 64.5800 1000 2.3155 1495.33 0.70 452.06 3.0155 1947.39

83 JPYINR 20190828 65.0875 1000 2.3108 1504.05 0.70 455.61 3.0108 1959.66

84 JPYINR 20190926 65.4100 1000 2.3124 1512.52 0.70 457.87 3.0124 1970.39

85 JPYINR 20191029 65.8175 1000 2.3128 1522.22 0.70 460.72 3.0128 1982.94

86 JPYINR 20191127 66.1800 1000 2.3131 1530.79 0.70 463.26 3.0131 1994.05

87 JPYINR 20191227 66.6025 1000 2.3118 1539.72 0.70 466.22 3.0118 2005.94

88 JPYINR 20200129 67.0250 1000 2.3120 1549.59 0.70 469.18 3.0120 2018.77

89 JPYINR 20200226 67.3850 1000 2.3121 1558.02 0.70 471.70 3.0121 2029.72

90 JPYINR 20200327 67.7750 1000 2.3122 1567.10 0.70 474.43 3.0122 2041.53

91 JPYINR 20200428 68.1925 1000 2.3123 1576.84 0.70 477.35 3.0123 2054.19

92 USDINR 20190529 70.1075 1000 1.3132 920.64 1.00 701.08 2.3132 1621.72 403 316720 791802 791802 5278680

93 USDINR 20190626 70.3350 1000 1.3134 923.78 1.00 703.35 2.3134 1627.13

94 USDINR 20190729 70.6050 1000 1.3136 927.49 1.00 706.05 2.3136 1633.54

95 USDINR 20190828 70.8325 1000 1.3142 930.88 1.00 708.33 2.3142 1639.21

96 USDINR 20190926 71.0525 1000 1.3148 934.17 1.00 710.53 2.3148 1644.70

Compliance Officer : Mr SK Mukhopadhyay, Contact No :(022) 4249 3000, Email :sk.mukhopadhyay@issl.co.in Page 3 of 6
CIN - U74992MH2006PLC163337 Website: http://www.ilfsdp.com
09-MAY-2019 23:17:38
 Currency Derivatives(NSE) Currency Derivatives(NSE)
Margin Details & Position Limits As on Date : 10-MAY-19

Sr Scrip Contact Rate Lot SPAN * SPAN Exposure Exposure Total Total Spread Position Position Position PDEOD
No. Size Margin % Amount(A) Margin% Mrgn Amt(B) % Amount Margin Limit Limit Limitt Open-Int
N Month Client-wise(Per Lot) TM-wise( Lot) TM/Prop(Lot) (Lot)

97 USDINR 20191029 71.2575 1000 1.3163 937.93 1.00 712.58 2.3163 1650.51

98 USDINR 20191127 71.5250 1000 1.3160 941.25 1.00 715.25 2.3160 1656.50

99 USDINR 20191227 71.7525 1000 1.3166 944.69 1.00 717.53 2.3166 1662.22

100 USDINR 20200129 72.2250 1000 1.3132 948.49 1.00 722.25 2.3132 1670.74

101 USDINR 20200226 72.1500 1000 1.3191 951.72 1.00 721.50 2.3191 1673.22

102 USDINR 20200327 72.3600 1000 1.3201 955.20 1.00 723.60 2.3201 1678.80

103 USDINR 20200428 73.0075 1000 1.3135 958.93 1.00 730.08 2.3135 1689.01

104 USDJPY 20190529 69.6200 1000 2.0086 1398.40 1.00 696.20 3.0086 2094.60 1503 10000 100000 100000 252

105 USDJPY 20190626 69.4800 1000 2.0086 1395.58 1.00 694.80 3.0086 2090.38

106 USDJPY 20190729 69.3150 1000 2.0086 1392.27 1.00 693.15 3.0086 2085.42

107 USDJPY 20190828 69.1625 1000 2.0087 1389.26 1.00 691.63 3.0087 2080.89

108 USDJPY 20190926 69.0350 1000 2.0082 1386.36 1.00 690.35 3.0082 2076.71

109 USDJPY 20191029 68.8750 1000 2.0081 1383.07 1.00 688.75 3.0081 2071.82

110 USDJPY 20191127 68.7350 1000 2.0080 1380.18 1.00 687.35 3.0080 2067.53

111 USDJPY 20191227 68.5700 1000 2.0085 1377.20 1.00 685.70 3.0085 2062.90

112 USDJPY 20200129 68.4050 1000 2.0085 1373.93 1.00 684.05 3.0085 2057.98

113 USDJPY 20200226 68.2650 1000 2.0086 1371.16 1.00 682.65 3.0086 2053.81

114 USDJPY 20200327 68.1200 1000 2.0085 1368.20 1.00 681.20 3.0085 2049.40

115 USDJPY 20200428 67.9650 1000 2.0085 1365.05 1.00 679.65 3.0085 2044.70

*** End of Report ***

Compliance Officer : Mr SK Mukhopadhyay, Contact No :(022) 4249 3000, Email :sk.mukhopadhyay@issl.co.in Page 4 of 6
CIN - U74992MH2006PLC163337 Website: http://www.ilfsdp.com
09-MAY-2019 23:17:38
 Currency Derivatives(NSE) Currency Derivatives(NSE)
Margin Details & Position Limits As on Date : 10-MAY-19

Symbol Client Wise Position Limit,Category 3 FPI TM Wise Position Limit(Bank-Non Bank) Category I & II FPI and Dlls Proprietary Position Limit Of Non Bank Tms

GBPUSD Higher of 6% of the total open Interest or 10 million GBP Higher of 15% of the total open Interest or 100 million GBP Higher of 15% of the total open Interest or 50 million GBP
USDJPY Higher of 6% of the total open Interest or 10 million USD Higher of 15% of the total open Interest or 100 million USD Higher of 15% of the total open Interest or 50 million USD
USDINR Higher of 6% of the total open Interest or 10 million USD Higher of 15% of the total open Interest or 100 million USD Higher of 15% of the total open Interest or 50 million USD
JPYINR Higher of 6% of the total open Interest or 200 million JPY Higher of 15% of the total open Interest or 2000 million JPY Higher of 15% of the total open Interest or 1000 million JPY
GBPINR Higher of 6% of the total open Interest or 5 million GBP Higher of 15% of the total open Interest or 50 million GBP Higher of 15% of the total open Interest or 25 million GBP
EURINR Higher of 6% of the total open Interest or 5 million EUR Higher of 15% of the total open Interest or 50 million EUR Higher of 15% of the total open Interest or 25 million EUR
FUTIRF Higher of 3% of the total open Interest or Rs.200 Cr Higher of 10% of the total open Interest or Rs.600 Cr
91DTB Higher of 3% of the total open Interest or Rs.200 Cr Higher of 15% of the total open Interest or Rs.1000 Cr
EURUSD Higher of 6% of the total open Interest or 10 million EUR Higher of 15% of the total open Interest or 100 million EUR Higher of 15% of the total open Interest or 50 million EUR

*Permitted Lot Size for JPYINR is 100,000. Since price quotationis for 100 japanese Yen, lot size on trading system shall be 1000 Japanese Yen
*The SPAN margin % has been rounded off to the fourth decimal point. PDEOD = Previous Day's End-Of-Day
Note:-
(a) Domestic clients/FPIs may take long or short position without having to establish existance of underlying exposure, upto a single limit of USD 100 million equivalent, across all
currency pairs involving INR, put together, and combined across all the stock exchanges.
(b) If position is in excess of USD 100 million equivalent, clients shall provide disclosure of underlying exposure to TM as per existing practice.
(c) FPI shall ensure that their short positions at all stock exchanges across all contracts, in FCY-INR pairs do not exceed USD 100 million
* The total gross short (sold) position of each FPI in IRF contracts shall not exceed its long position in G-Secs and in IRF, at any point of time
* The total gross long (bought) position in Cash and IRF markets taken together for all FPIs shall not exceed the aggregate permissible limit for investment in G-Secs for FPIs
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE
Client-wise Position Limit & TM-wise Postilion Limit for USDINR contracts are across all contracts (Both futures & options Contract).

# Conversation Of USD 5 Million Into Respective Currency pair for Quarter May 2018 - Jul 2018
Prod Group Scrip Code
Currency Pair Position limit In millions Position limit in Lot size
FUTIRC-10 679GS2027
EURINR Euro 0.84 Million 840
Currency Derivatives(NSE) Currency Derivatives(NSE)
Margin Details & Position Limits As on Date : 10-MAY-19

GBPINR GBP 0.73 Million 730

JPYINR JPY 108.88 Million 1088.80 FUTIRC-10 697GS2026
FUTIRC-10 717GS2028
FUTIRC-10 726GS2029
FUTIRC-13 668GS2031
FUTIRC-13 679GS2029
FUTIRC-13 761GS2030
FUTIRC-13 788GS2030
FUTIRC-13 795GS2032
FUTIRC-6 684GS2022
FUTIRC-6 768GS2023