14:49 Nov 17, 2018
CCILCCIL > Risk Management > Securities Segment > Margin Factors

 

Margin Factors are the numbers expressed security-wise in percentage terms. These factors are used to determine Initial Margin requirement for the trades to be settled by CCIL. [Initial Margin for a trade is computed by multiplying total consideration for the trade by the Margin Factor applicable for the concerned security.] 
Margin Factors are being arrived at security-wise based on Value at Risk for three day holding period (at 99% confidence level) for such securities. 

 


Margin Factor


G-Sec Margin Factors (ISIN added during the day)

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