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NSE to levy an extra exposure margin on selected F&O stocks

NSE to levy an extra exposure margin on selected F&O stocks
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On April 16, the National Stock Exchange (NSE) announced that it will be levying higher exposure margin on a number of stocks related to futures and options. After the contracts for April 2024 expire, on April 26, 2024, this framework will come into force.

The stock exchange platform stated in a circular that stocks in which the top 10 clients account for more than 20 percent of the Market Wide Position Limit (MWPL) will be subject to additional exposure margin, set at 15 percent in the equity derivatives segment.

For a certain underlying stock, the maximum number of open F&O contracts allowed is known as the Market Wide Position Limit (MWPL). The exchange establishes this cap. It is therefore the highest amount of OI that is allowed for a specific underlying stock.

Scrips will be found using rolling data spanning three months which will be further assessed monthly.

The least margin a trader must pay to take a position is known as the VaR margin, and exposure margin is collected over and above it. Typically, exposure margin is left up to the stock brokerage that wants to take extra precautions against abnormal fluctuations in the market.

According to the NSE circular, the higher of the additional exposure margin mentioned above or the additional surveillance margin would be charged for securities for which it is applicable.

Sneha Sengupta

Entertainment and Lifestyle news writer at MangoBunch.in