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.

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  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. 26 Feb 2014 Read more about 10 things to know about India Vix Futures on for each contract at around Rs 10 lakh which will attract a margin of Rs 2 lakh, 

By Chandini MonnappaBENGALURU, March 17 (Reuters) - Indian shares rose in volatile trade on Tuesday, mirroring gains in U.S. stock futures amid hopes of 

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? 5 May 2018 Here are some of the ways of using the India VIX futures 1. You have a stock portfolio and are worried about markets going down, or volatility  Verifying hedge with futures margin mechanics · Futures and forward curves · Contango from trader perspective · Severe contango generally bearish. 19 Feb 2014 What is Trading VIX Futures? Read this blog by our experts which will help Share market traders & Investor to understand the use & Limitations  The futures price is quoted as 100 times the Index Value. For example if expected India VIX price on expiry is 16.3275, the user shall quote 1632.75 as futures price for trading. Implied volatility of Call, Put Nifty options is computed based on the last trade prices of select OTM strikes for the respective days. 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.

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.

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 ) VIX Futures Introduced in 2004 on Cboe Futures Exchange (CFE), VIX futures provide market participants with the ability to trade a liquid volatility product based on the VIX Index methodology. VIX futures reflect the market's estimate of the value of the VIX Index on various expiration dates in the future. 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.

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

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 Notice: The following Margin Requirements are in effect for NYSE FANG+ Index Futures Max Position Limit per account is 5 contracts, front-month only. All other expirations are prohibited from trading. Day Trade Margins 8:30am CT – 2:50pm CT – $1,000 per contract and is subject to change should the market dictate.

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%.

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 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 ) VIX Futures Introduced in 2004 on Cboe Futures Exchange (CFE), VIX futures provide market participants with the ability to trade a liquid volatility product based on the VIX Index methodology. VIX futures reflect the market's estimate of the value of the VIX Index on various expiration dates in the future.

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