Portfolio Margin Optimizer

System Advanced All Futures All Options Multi-Asset Portfolios Hedged Positions

Applicable in all market conditions - optimizes capital deployment

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Quick Reference

Strategy Type Margin Efficiency and Capital Optimization System
Market Outlook Applicable in all market conditions - optimizes capital deployment
Risk Profile Meta-strategy - manages margin utilization without increasing actual risk
Reward Profile Improves capital efficiency enabling higher returns on deployed capital
Time Horizon Ongoing portfolio management (daily monitoring, periodic rebalancing)
Capital Requirement Applies to existing capital - optimizes margin usage
Margin Type SPAN margin optimization across MIS, NRML, and hedge positions
Best Used When Managing multiple positions; seeking to maximize capital efficiency; building hedged portfolios

When to Use This Strategy

Managing multiple positions; seeking to maximize capital efficiency; building hedged portfolios

India-Specific Notes

Margin Framework

Span Margin Standard Portfolio Analysis of Risk - risk-based margining
Exposure Margin Additional margin for extreme market moves
Total Margin SPAN + Exposure = Total Initial Margin Required
Mtm Margin Mark-to-Market margin for daily settlement

Margin Types

MIS Margin Intraday Square-off - reduced margin, must close by 3:20 PM
NRML Normal margin - full margin, carry forward positions
Hedge Benefit Reduced margin for offsetting positions

Current Margins Approximate

NIFTY Futures ₹1,00,000-1,20,000 per lot NRML
BANKNIFTY Futures ₹1,00,000-1,30,000 per lot NRML
Index Options Sell SPAN + Exposure (varies with strike distance)
Hedge Reduction Up to 70-80% reduction for fully hedged

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