Equity Derivative(NSE)

Equity Derivative(NSE)

Margin Details & Position Limits

As on Date :
Sr
No.

Scrip

Expiry

Rate

Lot
Size

SPAN *
Margin %

SPAN Exposure
Amount(A) Margin%

Exposure
Mrgn Amt(B)

Total
%

ABIRLANUVO

25/01/2017

1259.75

400

7.50

37792.00

5.00

25195.00

12.50

62987.00

ABIRLANUVO

23/02/2017

1264.55

400

7.51

37992.00

5.00

25291.00

12.51

63283.00

ABIRLANUVO

30/03/2017

1274.40

400

7.50

38236.00

5.00

25488.00

12.50

63724.00

ACC

25/01/2017

1333.30

400

7.50

40004.00

5.00

26666.00

12.50

66670.00

ACC

23/02/2017

1336.95

400

7.52

40216.00

5.00

26739.00

12.52

66955.00

ACC

30/03/2017

1348.05

400

7.51

40472.00

5.00

26961.00

12.51

67433.00

ADANIENT

25/01/2017

78.65

8000

7.53

47360.00

5.00

31460.00

12.53

78820.00

ADANIENT

23/02/2017

79.10

8000

7.53

47680.00

5.00

31640.00

12.53

79320.00

ADANIENT

30/03/2017

79.60

8000

7.53

47920.00

5.00

31840.00

12.53

79760.00

10 ADANIPORTS

25/01/2017

294.85

2500

7.53

55475.00

5.00

36856.25

12.53

92331.25

11 ADANIPORTS

23/02/2017

295.95

2500

7.54

55775.00

5.00

36993.75

12.54

92768.75

12 ADANIPORTS

30/03/2017

298.15

2500

7.53

56125.00

5.00

37268.75

12.53

93393.75

13 ADANIPOWER

25/01/2017

36.25 20000

9.68

70200.00

5.00

36250.00

14.68

106450.00

14 ADANIPOWER

23/02/2017

36.35 20000

9.71

70600.00

5.00

36350.00

14.71

106950.00

15 ADANIPOWER

30/03/2017

36.65 20000

9.69

71000.00

5.00

36650.00

14.69

107650.00

16 AJANTPHARM

25/01/2017

1801.90

400

7.50

54060.00

5.00

36038.00

12.50

90098.00

17 AJANTPHARM

23/02/2017

1810.60

400

7.50

54344.00

5.00

36212.00

12.50

90556.00

18 AJANTPHARM

30/03/2017

1822.20

400

7.50

54692.00

5.00

36444.00

12.50

91136.00

PDEOD
Open-Int
Qty

PDEOD
Open-Int
(%)

Position
Limit
Client-wise

OVER ALL
Limit
TM/FII's-wise

Position
Limit
Market Wide

1.03

541723

2166800

10834472

4312000

39.80

1.05

932621

3730400

18652428

1699200

9.11

1.27

2749525

10992000

54990504

20880000

37.97

1.02

8503067

34010000

170061353

19910000

11.71

2.76

12292738

49160000

245854775

164140000

66.76

1.05

230714

922800

4614298

372800

8.08

Spread
Margin
Total
Amount N Month

16-JAN-17

CENTURYTEX,IBREALEST,JINDALSTEL,JPASSOCIAT,JUSTDIAL, WOCKPHARMA are under ban for trade date 16-Jan-2017. Fresh positions shall attract penalty until MWPL of these scrips
go below 80%.
* Client-wise position limit, over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.

* Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
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.
CIN No: CIN - U74992MH2006PLC163337

Website: http://www.ilfsdp.com

Page 1 of 32
JAN-13-17 09:26 PM

Equity Derivative(NSE)

Equity Derivative(NSE)

Margin Details & Position Limits

As on Date :
Sr
No.

Scrip

Expiry

Rate

Lot
Size

SPAN *
Margin %

SPAN Exposure
Amount(A) Margin%

Exposure
Mrgn Amt(B)

Total
%

25/01/2017

65.45 10000

7.67

50200.00

5.00

32725.00

12.67

82925.00

20 ALBK

23/02/2017

65.25 10000

7.74

50500.00

5.00

32625.00

12.74

83125.00

21 ALBK

30/03/2017

66.60 10000

7.63

50800.00

5.00

33300.00

12.63

84100.00

22 AMARAJABAT

25/01/2017

901.85

600

7.50

40602.00

5.00

27055.50

12.50

67657.50

23 AMARAJABAT

23/02/2017

906.95

600

7.50

40818.00

5.00

27208.50

12.50

68026.50

24 AMARAJABAT

30/03/2017

912.75

600

7.50

41082.00

5.00

27382.50

12.50

68464.50

25 AMBUJACEM

25/01/2017

213.80

2500

7.52

40175.00

5.00

26725.00

12.52

66900.00

26 AMBUJACEM

23/02/2017

214.20

2500

7.54

40375.00

5.00

26775.00

12.54

67150.00

27 AMBUJACEM

30/03/2017

216.25

2500

7.51

40625.00

5.00

27031.25

12.51

67656.25

28 ANDHRABANK

25/01/2017

49.50 10000

7.52

37200.00

5.00

24750.00

12.52

61950.00

29 ANDHRABANK

23/02/2017

49.70 10000

7.51

37300.00

5.00

24850.00

12.51

62150.00

30 ANDHRABANK

30/03/2017

50.00 10000

7.52

37600.00

5.00

25000.00

12.52

62600.00

31 APOLLOHOSP

25/01/2017

1192.60

400

7.50

35784.00

5.00

23852.00

12.50

59636.00

32 APOLLOHOSP

23/02/2017

1196.30

400

7.52

35976.00

5.00

23926.00

12.52

59902.00

33 APOLLOHOSP

30/03/2017

1204.00

400

7.52

36204.00

5.00

24080.00

12.52

60284.00

34 APOLLOTYRE

25/01/2017

188.50

3000

7.51

42480.00

5.00

28275.00

12.51

70755.00

35 APOLLOTYRE

23/02/2017

188.90

3000

7.53

42690.00

5.00

28335.00

12.53

71025.00

36 APOLLOTYRE

30/03/2017

190.40

3000

7.52

42960.00

5.00

28560.00

12.52

71520.00

PDEOD
Open-Int
Qty

PDEOD
Open-Int
(%)

Position
Limit
Client-wise

OVER ALL
Limit
TM/FII's-wise

Position
Limit
Market Wide

1.53

2238107

8950000

44762154

18570000

41.49

1.11

818850

3275400

16377009

751800

4.59

1.40

7562062

30247500

151241250

15355000

10.15

2.02

2350000

9400000

47000000

26390000

56.15

1.09

913316

3653200

18266320

670000

3.67

1.06

2843080

11370000

56861605

15774000

27.74

Spread
Margin
Total
Amount N Month

19 ALBK

16-JAN-17

CENTURYTEX,IBREALEST,JINDALSTEL,JPASSOCIAT,JUSTDIAL, WOCKPHARMA are under ban for trade date 16-Jan-2017. Fresh positions shall attract penalty until MWPL of these scrips
go below 80%.
* Client-wise position limit, over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.

* Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
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.
CIN No: CIN - U74992MH2006PLC163337

Website: http://www.ilfsdp.com

Page 2 of 32
JAN-13-17 09:26 PM

Equity Derivative(NSE)

Equity Derivative(NSE)

Margin Details & Position Limits

As on Date :
Sr
No.

Scrip

Expiry

Rate

Lot
Size

SPAN *
Margin %

SPAN Exposure
Amount(A) Margin%

Exposure
Mrgn Amt(B)

Total
%

25/01/2017

370.35

2000

7.51

55620.00

5.00

37035.00

12.51

92655.00

38 ARVIND

23/02/2017

371.75

2000

7.52

55920.00

5.00

37175.00

12.52

93095.00

39 ARVIND

30/03/2017

374.65

2000

7.51

56280.00

5.00

37465.00

12.51

93745.00

40 ASHOKLEY

25/01/2017

84.90

7000

7.57

45010.00

5.00

29715.00

12.57

74725.00

41 ASHOKLEY

23/02/2017

85.20

7000

7.58

45220.00

5.00

29820.00

12.58

75040.00

42 ASHOKLEY

30/03/2017

85.75

7000

7.58

45500.00

5.00

30012.50

12.58

75512.50

43 ASIANPAINT

25/01/2017

935.60

600

7.51

42174.00

5.00

28068.00

12.51

70242.00

44 ASIANPAINT

23/02/2017

940.95

600

7.51

42396.00

5.00

28228.50

12.51

70624.50

45 ASIANPAINT

30/03/2017

946.30

600

7.51

42666.00

5.00

28389.00

12.51

71055.00

46 AUROPHARMA

25/01/2017

704.55

700

7.53

37114.00

5.00

24659.25

12.53

61773.25

47 AUROPHARMA

23/02/2017

707.35

700

7.54

37310.00

5.00

24757.25

12.54

62067.25

48 AUROPHARMA

30/03/2017

714.30

700

7.51

37548.00

5.00

25000.50

12.51

62548.50

49 AXISBANK

25/01/2017

472.80

1200

7.52

42648.00

5.00

28368.00

12.52

71016.00

50 AXISBANK

23/02/2017

474.65

1200

7.53

42876.00

5.00

28479.00

12.53

71355.00

51 AXISBANK

30/03/2017

479.40

1200

7.50

43152.00

5.00

28764.00

12.50

71916.00

52 BAJAJ-AUTO

25/01/2017

2717.90

250

7.50

50982.50

5.00

33973.75

12.50

84956.25

53 BAJAJ-AUTO

23/02/2017

2730.85

250

7.51

51252.50

5.00

34135.63

12.51

85388.13

54 BAJAJ-AUTO

30/03/2017

2746.35

250

7.51

51580.00

5.00

34329.38

12.51

85909.38

PDEOD
Open-Int
Qty

PDEOD
Open-Int
(%)

Position
Limit
Client-wise

OVER ALL
Limit
TM/FII's-wise

Position
Limit
Market Wide

1.08

1452905

5810000

29058112

11860000

40.81

1.18

14120295

56476000

282405919

89026000

31.52

1.07

4528133

18112200

90562661

7579800

8.37

1.14

2704180

10816400

54083602

12851300

23.76

1.06

15991467

63964800

319829359

42807600

13.38

1.03

1466910

5867500

29338218

1657000

5.65

Spread
Margin
Total
Amount N Month

37 ARVIND

16-JAN-17

CENTURYTEX,IBREALEST,JINDALSTEL,JPASSOCIAT,JUSTDIAL, WOCKPHARMA are under ban for trade date 16-Jan-2017. Fresh positions shall attract penalty until MWPL of these scrips
go below 80%.
* Client-wise position limit, over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.

* Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
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.
CIN No: CIN - U74992MH2006PLC163337

Website: http://www.ilfsdp.com

Page 3 of 32
JAN-13-17 09:26 PM

Equity Derivative(NSE)

Equity Derivative(NSE)

Margin Details & Position Limits

As on Date :
Sr
No.

Scrip

Expiry

Rate

Lot
Size

SPAN *
Margin %

SPAN Exposure
Amount(A) Margin%

Exposure
Mrgn Amt(B)

Total
%

25/01/2017

902.50

500

8.41

37945.00

5.00

22562.50

13.41

60507.50

56 BAJFINANCE

23/02/2017

904.10

500

8.44

38145.00

5.00

22602.50

13.44

60747.50

57 BAJFINANCE

30/03/2017

912.60

500

8.41

38390.00

5.00

22815.00

13.41

61205.00

58 BANKBARODA

25/01/2017

158.25

3500

7.55

41825.00

5.00

27693.75

12.55

69518.75

59 BANKBARODA

23/02/2017

158.40

3500

7.58

42035.00

5.00

27720.00

12.58

69755.00

60 BANKBARODA

30/03/2017

159.95

3500

7.56

42315.00

5.00

27991.25

12.56

70306.25

61 BANKINDIA

25/01/2017

114.15

6000

7.56

51780.00

5.00

34245.00

12.56

86025.00

62 BANKINDIA

23/02/2017

113.65

6000

7.64

52080.00

5.00

34095.00

12.64

86175.00

63 BANKINDIA

30/03/2017

113.40

6000

7.71

52440.00

5.00

34020.00

12.71

86460.00

64 BANKNIFTY

25/01/2017

18945.60

40

5.00

37892.00

3.00

22734.72

8.00

60626.72

65 BANKNIFTY

23/02/2017

19007.00

40

5.01

38092.80

3.00

22808.40

8.01

60901.20

66 BANKNIFTY

30/03/2017

18996.95

40

5.05

38336.40

3.00

22796.34

8.05

61132.74

67 BATAINDIA

25/01/2017

476.75

1100

7.52

39435.00

5.00

26221.25

12.52

65656.25

68 BATAINDIA

23/02/2017

472.40

1100

7.63

39644.00

5.00

25982.00

12.63

65626.00

69 BATAINDIA

30/03/2017

482.85

1100

7.51

39897.00

5.00

26556.75

12.51

66453.75

70 BEL

25/01/2017

1530.80

450

7.51

51736.50

5.00

34443.00

12.51

86179.50

71 BEL

23/02/2017

1522.55

450

7.59

52011.00

5.00

34257.38

12.59

86268.38

72 BEL

30/03/2017

1550.00

450

7.50

52344.00

5.00

34875.00

12.50

87219.00

PDEOD
Open-Int
Qty

PDEOD
Open-Int
(%)

Position
Limit
Client-wise

OVER ALL
Limit
TM/FII's-wise

Position
Limit
Market Wide

1.11

2279172

9116500

45583448

8824000

19.36

1.26

9392190

37565500

187843804

48097000

25.60

1.75

2365410

9456000

47308200

33312000

70.41

1.00

2405742

1.05

604620

2417800

12092405

3815900

31.56

1.05

571489

2285550

11429786

2475000

21.65

Spread
Margin
Total
Amount N Month

55 BAJFINANCE

16-JAN-17

CENTURYTEX,IBREALEST,JINDALSTEL,JPASSOCIAT,JUSTDIAL, WOCKPHARMA are under ban for trade date 16-Jan-2017. Fresh positions shall attract penalty until MWPL of these scrips
go below 80%.
* Client-wise position limit, over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.

* Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
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.
CIN No: CIN - U74992MH2006PLC163337

Website: http://www.ilfsdp.com

Page 4 of 32
JAN-13-17 09:26 PM

Equity Derivative(NSE)

Equity Derivative(NSE)

Margin Details & Position Limits

As on Date :
Sr
No.

Scrip

Expiry

Rate

Lot
Size

SPAN *
Margin %

SPAN Exposure
Amount(A) Margin%

Exposure
Mrgn Amt(B)

Total
%

25/01/2017

1209.85

600

13.06

94788.00

5.00

36295.50

18.06

131083.50

74 BEML

23/02/2017

1206.75

600

13.16

95292.00

5.00

36202.50

18.16

131494.50

75 BEML

30/03/2017

1222.60

600

13.07

95898.00

5.00

36678.00

18.07

132576.00

76 BHARATFIN

25/01/2017

655.95

1000

13.32

87360.00

5.39

35355.71

18.71

122715.71

77 BHARATFIN

23/02/2017

658.40

1000

13.34

87830.00

5.39

35487.76

18.73

123317.76

78 BHARATFIN

30/03/2017

663.05

1000

13.33

88390.00

5.39

35738.40

18.72

124128.40

79 BHARATFORG

25/01/2017

946.40

600

7.50

42594.00

5.00

28392.00

12.50

70986.00

80 BHARATFORG

23/02/2017

950.70

600

7.51

42816.00

5.00

28521.00

12.51

71337.00

81 BHARATFORG

30/03/2017

956.80

600

7.51

43092.00

5.00

28704.00

12.51

71796.00

82 BHARTIARTL

25/01/2017

319.00

1700

7.55

40970.00

5.00

27115.00

12.55

68085.00

83 BHARTIARTL

23/02/2017

318.20

1700

7.61

41191.00

5.00

27047.00

12.61

68238.00

84 BHARTIARTL

30/03/2017

324.70

1700

7.51

41446.00

5.00

27599.50

12.51

69045.50

85 BHEL

25/01/2017

129.35

5000

7.53

48700.00

5.00

32337.50

12.53

81037.50

86 BHEL

23/02/2017

129.45

5000

7.56

48950.00

5.00

32362.50

12.56

81312.50

87 BHEL

30/03/2017

130.55

5000

7.55

49250.00

5.00

32637.50

12.55

81887.50

88 BIOCON

25/01/2017

997.55

600

7.51

44940.00

5.00

29926.50

12.51

74866.50

89 BIOCON

23/02/2017

1001.20

600

7.52

45180.00

5.00

30036.00

12.52

75216.00

90 BIOCON

30/03/2017

1008.35

600

7.52

45468.00

5.00

30250.50

12.52

75718.50

PDEOD
Open-Int
Qty

PDEOD
Open-Int
(%)

Position
Limit
Client-wise

OVER ALL
Limit
TM/FII's-wise

Position
Limit
Market Wide

1.07

191445

765600

3828900

2827200

73.84

1.07

1351257

5405000

27025147

15558000

57.57

1.06

1239671

4958400

24793439

6259800

25.25

1.25

13122531

52489200

262450638

33835100

12.89

1.55

9041480

36165000

180829600

50945000

28.17

1.10

750240

3000600

15004812

5327400

35.50

Spread
Margin
Total
Amount N Month

73 BEML

16-JAN-17

CENTURYTEX,IBREALEST,JINDALSTEL,JPASSOCIAT,JUSTDIAL, WOCKPHARMA are under ban for trade date 16-Jan-2017. Fresh positions shall attract penalty until MWPL of these scrips
go below 80%.
* Client-wise position limit, over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.

* Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
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.
CIN No: CIN - U74992MH2006PLC163337

Website: http://www.ilfsdp.com

Page 5 of 32
JAN-13-17 09:26 PM

Equity Derivative(NSE)

Equity Derivative(NSE)

Margin Details & Position Limits

As on Date :
Sr
No.

Scrip

Expiry

Rate

Lot
Size

SPAN *
Margin %

SPAN Exposure
Amount(A) Margin%

Exposure
Mrgn Amt(B)

Total
%

25/01/2017

21302.20

25

7.51

39985.00

5.00

26627.75

12.51

66612.75

92 BOSCHLTD

23/02/2017

21437.45

25

7.50

40196.75

5.00

26796.81

12.50

66993.56

93 BOSCHLTD

30/03/2017

21566.60

25

7.50

40453.75

5.00

26958.25

12.50

67412.00

94 BPCL

25/01/2017

656.55

1200

7.51

59160.00

5.00

39393.00

12.51

98553.00

95 BPCL

23/02/2017

648.15

1200

7.65

59472.00

5.00

38889.00

12.65

98361.00

96 BPCL

30/03/2017

648.85

1200

7.69

59856.00

5.00

38931.00

12.69

98787.00

97 BRITANNIA

25/01/2017

2951.45

200

7.50

44280.00

5.00

29514.50

12.50

73794.50

98 BRITANNIA

23/02/2017

2962.05

200

7.51

44514.00

5.00

29620.50

12.51

74134.50

99 BRITANNIA

30/03/2017

2981.00

200

7.51

44800.00

5.00

29810.00

12.51

74610.00

100 CADILAHC

25/01/2017

351.10

1600

7.84

44016.00

5.00

28088.00

12.84

72104.00

101 CADILAHC

23/02/2017

352.30

1600

7.85

44240.00

5.00

28184.00

12.85

72424.00

102 CADILAHC

30/03/2017

354.75

1600

7.84

44528.00

5.00

28380.00

12.84

72908.00

103 CAIRN

25/01/2017

264.95

3500

7.50

69580.00

5.00

46366.25

12.50

115946.25

104 CAIRN

23/02/2017

264.90

3500

7.55

69965.00

5.00

46357.50

12.55

116322.50

105 CAIRN

30/03/2017

267.80

3500

7.51

70385.00

5.00

46865.00

12.51

117250.00

106 CANBK

25/01/2017

273.95

3000

7.59

62340.00

5.00

41092.50

12.59

103432.50

107 CANBK

23/02/2017

271.50

3000

7.69

62670.00

5.00

40725.00

12.69

103395.00

108 CANBK

30/03/2017

279.95

3000

7.51

63090.00

5.00

41992.50

12.51

105082.50

PDEOD
Open-Int
Qty

PDEOD
Open-Int
(%)

Position
Limit
Client-wise

OVER ALL
Limit
TM/FII's-wise

Position
Limit
Market Wide

1.01

90080

360300

1801607

78525

4.36

1.07

6517682

26070000

130353651

17186400

13.18

1.02

591279

2365000

11825583

1189600

10.06

1.14

2580523

10321600

51610474

4019200

7.79

1.13

7529921

30117500

150598427

25326000

16.82

1.10

1830000

7320000

36600000

24780000

67.70

Spread
Margin
Total
Amount N Month

91 BOSCHLTD

16-JAN-17

CENTURYTEX,IBREALEST,JINDALSTEL,JPASSOCIAT,JUSTDIAL, WOCKPHARMA are under ban for trade date 16-Jan-2017. Fresh positions shall attract penalty until MWPL of these scrips
go below 80%.
* Client-wise position limit, over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.

* Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
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.
CIN No: CIN - U74992MH2006PLC163337

Website: http://www.ilfsdp.com

Page 6 of 32
JAN-13-17 09:26 PM

Equity Derivative(NSE)

Equity Derivative(NSE)

Margin Details & Position Limits

As on Date :
Sr
No.

Scrip

Expiry

Rate

Lot
Size

SPAN *
Margin %

SPAN Exposure
Amount(A) Margin%

Exposure
Mrgn Amt(B)

Total
%

25/01/2017

396.00

1400

7.53

41748.00

5.00

27720.00

12.53

69468.00

110 CASTROLIND

23/02/2017

397.75

1400

7.54

41972.00

5.00

27842.50

12.54

69814.50

111 CASTROLIND

30/03/2017

401.20

1400

7.52

42238.00

5.00

28084.00

12.52

70322.00

112 CEATLTD

25/01/2017

1195.00

700

7.55

63189.00

5.00

41825.00

12.55

105014.00

113 CEATLTD

23/02/2017

1190.95

700

7.62

63518.00

5.00

41683.25

12.62

105201.25

114 CEATLTD

30/03/2017

1217.65

700

7.50

63931.00

5.00

42617.75

12.50

106548.75

115 CENTURYTEX

25/01/2017

803.80

1100

8.50

75196.00

5.00

44209.00

13.50

119405.00

116 CENTURYTEX

23/02/2017

809.75

1100

8.49

75592.00

5.00

44536.25

13.49

120128.25

117 CENTURYTEX

30/03/2017

815.20

1100

8.48

76076.00

5.00

44836.00

13.48

120912.00

118 CESC

25/01/2017

676.70

1100

7.51

55891.00

5.00

37218.50

12.51

93109.50

119 CESC

23/02/2017

679.50

1100

7.52

56188.00

5.00

37372.50

12.52

93560.50

120 CESC

30/03/2017

683.80

1100

7.52

56540.00

5.00

37609.00

12.52

94149.00

121 CIPLA

25/01/2017

585.05

1000

7.52

43980.00

5.00

29252.50

12.52

73232.50

122 CIPLA

23/02/2017

587.55

1000

7.52

44210.00

5.00

29377.50

12.52

73587.50

123 CIPLA

30/03/2017

591.55

1000

7.52

44490.00

5.00

29577.50

12.52

74067.50

124 COALINDIA

25/01/2017

311.65

1700

7.51

39780.00

5.00

26490.25

12.51

66270.25

125 COALINDIA

23/02/2017

300.55

1700

7.83

39984.00

5.00

25546.75

12.83

65530.75

126 COALINDIA

30/03/2017

296.25

1700

7.99

40239.00

5.00

25181.25

12.99

65420.25

PDEOD
Open-Int
Qty

PDEOD
Open-Int
(%)

Position
Limit
Client-wise

OVER ALL
Limit
TM/FII's-wise

Position
Limit
Market Wide

1.26

2423349

9692200

48466996

11153800

23.01

1.09

199163

796600

3983269

2795800

70.19

1.12

583556

2334200

11671128

10465400

89.67

1.03

663549

2653200

13270994

2535500

19.11

1.03

4925614

19702000

98512283

6963000

7.07

0.96

12853938

51414800

257078763

16869100

6.56

Spread
Margin
Total
Amount N Month

109 CASTROLIND

16-JAN-17

CENTURYTEX,IBREALEST,JINDALSTEL,JPASSOCIAT,JUSTDIAL, WOCKPHARMA are under ban for trade date 16-Jan-2017. Fresh positions shall attract penalty until MWPL of these scrips
go below 80%.
* Client-wise position limit, over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.

* Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
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.
CIN No: CIN - U74992MH2006PLC163337

Website: http://www.ilfsdp.com

Page 7 of 32
JAN-13-17 09:26 PM

Equity Derivative(NSE)

Equity Derivative(NSE)

Margin Details & Position Limits

As on Date :
Sr
No.

Scrip

Expiry

Rate

Lot
Size

SPAN *
Margin %

SPAN Exposure
Amount(A) Margin%

Exposure
Mrgn Amt(B)

Total
%

25/01/2017

901.55

700

7.51

47369.00

5.00

31554.25

12.51

78923.25

128 COLPAL

23/02/2017

904.00

700

7.53

47621.00

5.00

31640.00

12.53

79261.00

129 COLPAL

30/03/2017

911.90

700

7.51

47929.00

5.00

31916.50

12.51

79845.50

130 CONCOR

25/01/2017

1206.20

500

7.50

45235.00

5.00

30155.00

12.50

75390.00

131 CONCOR

23/02/2017

1193.00

500

7.62

45475.00

5.00

29825.00

12.62

75300.00

132 CONCOR

30/03/2017

1179.50

500

7.76

45765.00

5.00

29487.50

12.76

75252.50

133 CROMPGREAV

25/01/2017

64.55 12000

7.93

61440.00

5.00

38730.00

12.93

100170.00

134 CROMPGREAV

23/02/2017

64.55 12000

7.98

61800.00

5.00

38730.00

12.98

100530.00

135 CROMPGREAV

30/03/2017

65.25 12000

7.94

62160.00

5.00

39150.00

12.94

101310.00

136 CUMMINSIND

25/01/2017

849.05

600

7.56

38496.00

5.00

25471.50

12.56

63967.50

137 CUMMINSIND

23/02/2017

858.90

600

7.51

38700.00

5.00

25767.00

12.51

64467.00

138 CUMMINSIND

30/03/2017

864.40

600

7.51

38946.00

5.00

25932.00

12.51

64878.00

139 DABUR

25/01/2017

281.75

2500

7.52

52975.00

5.00

35218.75

12.52

88193.75

140 DABUR

23/02/2017

283.80

2500

7.51

53250.00

5.00

35475.00

12.51

88725.00

141 DABUR

30/03/2017

285.60

2500

7.50

53575.00

5.00

35700.00

12.50

89275.00

142 DCBBANK

25/01/2017

124.40

4500

7.83

43830.00

5.00

27990.00

12.83

71820.00

143 DCBBANK

23/02/2017

124.85

4500

7.84

44055.00

5.00

28091.25

12.84

72146.25

144 DCBBANK

30/03/2017

125.65

4500

7.84

44325.00

5.00

28271.25

12.84

72596.25

PDEOD
Open-Int
Qty

PDEOD
Open-Int
(%)

Position
Limit
Client-wise

OVER ALL
Limit
TM/FII's-wise

Position
Limit
Market Wide

1.11

1332729

5330500

26654592

713300

2.68

0.99

842404

3369500

16848081

1192000

7.07

1.55

4104127

16416000

82082548

31176000

37.98

1.06

1358273

5433000

27165463

679200

2.50

1.06

5632198

22527500

112643965

13335000

11.84

1.61

2385342

9540000

47706858

6849000

14.36

Spread
Margin
Total
Amount N Month

127 COLPAL

16-JAN-17

CENTURYTEX,IBREALEST,JINDALSTEL,JPASSOCIAT,JUSTDIAL, WOCKPHARMA are under ban for trade date 16-Jan-2017. Fresh positions shall attract penalty until MWPL of these scrips
go below 80%.
* Client-wise position limit, over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.

* Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
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.
CIN No: CIN - U74992MH2006PLC163337

Website: http://www.ilfsdp.com

Page 8 of 32
JAN-13-17 09:26 PM

Equity Derivative(NSE)

Equity Derivative(NSE)

Margin Details & Position Limits

As on Date :
Sr
No.

Scrip

Expiry

Rate

Lot
Size

SPAN *
Margin %

SPAN Exposure
Amount(A) Margin%

Exposure
Mrgn Amt(B)

Total
%

25/01/2017

271.70

3000

7.83

63840.00

5.00

40755.00

12.83

104595.00

146 DHFL

23/02/2017

272.80

3000

7.84

64200.00

5.00

40920.00

12.84

105120.00

147 DHFL

30/03/2017

274.45

3000

7.84

64590.00

5.00

41167.50

12.84

105757.50

148 DISHTV

25/01/2017

88.00

7000

7.53

46410.00

5.00

30800.00

12.53

77210.00

149 DISHTV

23/02/2017

88.20

7000

7.55

46620.00

5.00

30870.00

12.55

77490.00

150 DISHTV

30/03/2017

89.05

7000

7.52

46900.00

5.00

31167.50

12.52

78067.50

151 DIVISLAB

25/01/2017

746.30

600

16.73

74904.00

5.00

22389.00

21.73

97293.00

152 DIVISLAB

23/02/2017

749.65

600

16.74

75300.00

5.00

22489.50

21.74

97789.50

153 DIVISLAB

30/03/2017

756.60

600

16.69

75780.00

5.00

22698.00

21.69

98478.00

154 DJIA

20/01/2017

19917.50

30

5.00

29878.50

3.00

17925.75

8.00

47804.25

155 DJIA

17/02/2017

20020.00

30

5.00

30031.20

3.00

18018.00

8.00

48049.20

156 DJIA

17/03/2017

20122.50

30

5.00

30184.80

3.00

18110.25

8.00

48295.05

157 DJIA

16/06/2017

20457.50

30

5.00

30689.40

3.00

18411.75

8.00

49101.15

158 DJIA

15/09/2017

20800.00

30

5.00

31202.70

3.00

18720.00

8.00

49922.70

159 DJIA

15/12/2017

21147.50

30

5.00

31724.10

3.00

19032.75

8.00

50756.85

160 DLF

25/01/2017

124.45

5000

10.56

65700.00

5.00

31112.50

15.56

96812.50

161 DLF

23/02/2017

124.35

5000

10.62

66050.00

5.00

31087.50

15.62

97137.50

162 DLF

30/03/2017

124.15

5000

10.71

66500.00

5.00

31037.50

15.71

97537.50

PDEOD
Open-Int
Qty

PDEOD
Open-Int
(%)

Position
Limit
Client-wise

OVER ALL
Limit
TM/FII's-wise

Position
Limit
Market Wide

1.10

1899783

7599000

37995668

21789000

57.35

1.14

3790505

15162000

75810101

40999000

54.08

1.07

1272573

5089800

25451469

9907800

38.93

1.06

5040

1.61

4468447

Spread
Margin
Total
Amount N Month

145 DHFL

16-JAN-17

17870000

89368945

71295000

79.78

CENTURYTEX,IBREALEST,JINDALSTEL,JPASSOCIAT,JUSTDIAL, WOCKPHARMA are under ban for trade date 16-Jan-2017. Fresh positions shall attract penalty until MWPL of these scrips
go below 80%.
* Client-wise position limit, over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.

* Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
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.
CIN No: CIN - U74992MH2006PLC163337

Website: http://www.ilfsdp.com

Page 9 of 32
JAN-13-17 09:26 PM

Equity Derivative(NSE)

Equity Derivative(NSE)

Margin Details & Position Limits

As on Date :
Sr
No.

Scrip

Expiry

Rate

Lot
Size

SPAN *
Margin %

SPAN Exposure
Amount(A) Margin%

Exposure
Mrgn Amt(B)

Total
%

25/01/2017

2991.45

200

7.50

44882.00

5.00

29914.50

12.50

74796.50

164 DRREDDY

23/02/2017

3004.15

200

7.51

45120.00

5.00

30041.50

12.51

75161.50

165 DRREDDY

30/03/2017

3021.30

200

7.51

45408.00

5.00

30213.00

12.51

75621.00

166 EICHERMOT

25/01/2017

22875.60

25

7.50

42894.00

5.00

28594.50

12.50

71488.50

167 EICHERMOT

23/02/2017

22970.50

25

7.51

43121.25

5.00

28713.13

12.51

71834.38

168 EICHERMOT

30/03/2017

23111.40

25

7.51

43397.25

5.00

28889.25

12.51

72286.50

169 ENGINERSIN

25/01/2017

154.85

7000

10.43

113050.00

5.00

54197.50

15.43

167247.50

170 ENGINERSIN

23/02/2017

155.60

7000

10.44

113680.00

5.00

54460.00

15.44

168140.00

171 ENGINERSIN

30/03/2017

156.55

7000

10.44

114380.00

5.00

54792.50

15.44

169172.50

172 EXIDEIND

25/01/2017

182.60

4000

7.54

55040.00

5.00

36520.00

12.54

91560.00

173 EXIDEIND

23/02/2017

183.35

4000

7.54

55320.00

5.00

36670.00

12.54

91990.00

174 EXIDEIND

30/03/2017

184.60

4000

7.54

55680.00

5.00

36920.00

12.54

92600.00

175 FEDERALBNK

25/01/2017

72.85 11000

7.58

60720.00

5.00

40067.50

12.58

100787.50

176 FEDERALBNK

23/02/2017

73.10 11000

7.59

61050.00

5.00

40205.00

12.59

101255.00

177 FEDERALBNK

30/03/2017

73.60 11000

7.60

61490.00

5.00

40480.00

12.60

101970.00

PDEOD
Open-Int
Qty

PDEOD
Open-Int
(%)

Position
Limit
Client-wise

OVER ALL
Limit
TM/FII's-wise

Position
Limit
Market Wide

1.04

1215027

4860000

24300551

2227200

9.17

1.01

134358

537425

2687179

262325

9.76

1.29

2738226

10948000

54764539

26740000

48.83

1.10

4590453

18360000

91809066

14192000

15.46

1.37

16893791

67573000

337875839

67771000

20.06

Spread
Margin
Total
Amount N Month

163 DRREDDY

16-JAN-17

CENTURYTEX,IBREALEST,JINDALSTEL,JPASSOCIAT,JUSTDIAL, WOCKPHARMA are under ban for trade date 16-Jan-2017. Fresh positions shall attract penalty until MWPL of these scrips
go below 80%.
* Client-wise position limit, over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.

* Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
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.
CIN No: CIN - U74992MH2006PLC163337

Website: http://www.ilfsdp.com

Page 10 of 32
JAN-13-17 09:26 PM

Equity Derivative(NSE)

Equity Derivative(NSE)

Margin Details & Position Limits

As on Date :
Sr
No.

Scrip

Expiry

Rate

Lot
Size

SPAN *
Margin %

SPAN Exposure
Amount(A) Margin%

Exposure
Mrgn Amt(B)

Total
%

20/01/2017

7302.00

100

5.00

36519.00

3.00

21906.00

8.00

58425.00

179 FTSE100

17/02/2017

7339.00

100

5.00

36706.00

3.00

22017.00

8.00

58723.00

180 FTSE100

17/03/2017

7377.00

100

5.00

36894.00

3.00

22131.00

8.00

59025.00

37511.00

3.00

22500.00

8.00

60011.00

181 FTSE100

16/06/2017

7500.00

100

5.00

182 FTSE100

15/09/2017

7626.00

100

5.00

38138.00

3.00

22878.00

8.00

61016.00

183 FTSE100

15/12/2017

7753.00

100

5.00

38775.00

3.00

23259.00

8.00

62034.00

184 GAIL

25/01/2017

452.35

1500

7.53

51060.00

5.00

33926.25

12.53

84986.25

185 GAIL

23/02/2017

446.50

1500

7.66

51330.00

5.00

33487.50

12.66

84817.50

186 GAIL

30/03/2017

458.60

1500

7.51

51660.00

5.00

34395.00

12.51

86055.00

187 GLENMARK

25/01/2017

895.60

700

7.51

47089.00

5.00

31346.00

12.51

78435.00

188 GLENMARK

23/02/2017

898.30

700

7.53

47341.00

5.00

31440.50

12.53

78781.50

189 GLENMARK

30/03/2017

906.95

700

7.50

47642.00

5.00

31743.25

12.50

79385.25

190 GMRINFRA

25/01/2017

12.60 45000

7.94

45000.00

5.00

28350.00

12.94

73350.00

191 GMRINFRA

23/02/2017

12.65 45000

7.98

45450.00

5.00

28462.50

12.98

73912.50

192 GMRINFRA

30/03/2017

12.75 45000

8.00

45900.00

5.00

28687.50

13.00

74587.50

193 GODREJCP

25/01/2017

1572.60

400

7.50

47192.00

5.00

31452.00

12.50

78644.00

194 GODREJCP

23/02/2017

1578.85

400

7.51

47440.00

5.00

31577.00

12.51

79017.00

195 GODREJCP

30/03/2017

1588.95

400

7.51

47744.00

5.00

31779.00

12.51

79523.00

PDEOD
Open-Int
Qty

PDEOD
Open-Int
(%)

Position
Limit
Client-wise

OVER ALL
Limit
TM/FII's-wise

Position
Limit
Market Wide

1.07

150

1.11

5447597

21789000

108951958

7504500

6.89

1.12

1509977

6039600

30199543

2774800

9.19

7.94

23171681

92655000

463433632

206730000

44.61

1.02

1251047

5004000

25020946

695200

2.78

Spread
Margin
Total
Amount N Month

178 FTSE100

16-JAN-17

CENTURYTEX,IBREALEST,JINDALSTEL,JPASSOCIAT,JUSTDIAL, WOCKPHARMA are under ban for trade date 16-Jan-2017. Fresh positions shall attract penalty until MWPL of these scrips
go below 80%.
* Client-wise position limit, over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.

* Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
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.
CIN No: CIN - U74992MH2006PLC163337

Website: http://www.ilfsdp.com

Page 11 of 32
JAN-13-17 09:26 PM

Equity Derivative(NSE)

Equity Derivative(NSE)

Margin Details & Position Limits

As on Date :
Sr
No.

Scrip

Expiry

Rate

Lot
Size

SPAN *
Margin %

SPAN Exposure
Amount(A) Margin%

Exposure
Mrgn Amt(B)

Total
%

25/01/2017

441.70

1500

7.52

49845.00

5.00

33127.50

12.52

82972.50

197 GODREJIND

23/02/2017

444.15

1500

7.52

50115.00

5.00

33311.25

12.52

83426.25

198 GODREJIND

30/03/2017

446.95

1500

7.52

50430.00

5.00

33521.25

12.52

83951.25

199 GRANULES

25/01/2017

104.65

5000

10.84

56700.00

5.00

26162.50

15.84

82862.50

200 GRANULES

23/02/2017

104.90

5000

10.87

57000.00

5.00

26225.00

15.87

83225.00

201 GRANULES

30/03/2017

105.75

5000

10.85

57350.00

5.00

26437.50

15.85

83787.50

202 GRASIM

25/01/2017

846.95

750

7.52

47745.00

5.00

31760.63

12.52

79505.63

203 GRASIM

23/02/2017

853.15

750

7.50

48000.00

5.00

31993.13

12.50

79993.13

204 GRASIM

30/03/2017

857.85

750

7.51

48307.50

5.00

32169.38

12.51

80476.88

205 HAVELLS

25/01/2017

373.20

2000

7.51

56020.00

5.00

37320.00

12.51

93340.00

206 HAVELLS

23/02/2017

373.40

2000

7.54

56320.00

5.00

37340.00

12.54

93660.00

207 HAVELLS

30/03/2017

376.80

2000

7.52

56680.00

5.00

37680.00

12.52

94360.00

208 HCLTECH

25/01/2017

848.90

700

7.53

44772.00

5.00

29711.50

12.53

74483.50

209 HCLTECH

23/02/2017

846.90

700

7.59

45010.00

5.00

29641.50

12.59

74651.50

210 HCLTECH

30/03/2017

862.10

700

7.51

45297.00

5.00

30173.50

12.51

75470.50

211 HDFC

25/01/2017

1247.95

500

7.51

46890.00

5.00

31198.75

12.51

78088.75

212 HDFC

23/02/2017

1253.75

500

7.52

47140.00

5.00

31343.75

12.52

78483.75

213 HDFC

30/03/2017

1264.90

500

7.50

47440.00

5.00

31622.50

12.50

79062.50

PDEOD
Open-Int
Qty

PDEOD
Open-Int
(%)

Position
Limit
Client-wise

OVER ALL
Limit
TM/FII's-wise

Position
Limit
Market Wide

1.13

848033

3391500

16960663

1465500

8.64

1.91

1063205

4250000

21264103

14530000

68.33

1.06

3207430

12829500

64148609

10653000

16.61

1.07

2395380

9580000

47907601

6370000

13.30

1.06

5593422

22373400

111868457

8783600

7.85

1.04

15839836

63359000

316796738

13676000

4.32

Spread
Margin
Total
Amount N Month

196 GODREJIND

16-JAN-17

CENTURYTEX,IBREALEST,JINDALSTEL,JPASSOCIAT,JUSTDIAL, WOCKPHARMA are under ban for trade date 16-Jan-2017. Fresh positions shall attract penalty until MWPL of these scrips
go below 80%.
* Client-wise position limit, over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.

* Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
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.
CIN No: CIN - U74992MH2006PLC163337

Website: http://www.ilfsdp.com

Page 12 of 32
JAN-13-17 09:26 PM

Equity Derivative(NSE)

Equity Derivative(NSE)

Margin Details & Position Limits

As on Date :
Sr
No.

Scrip

Expiry

Rate

Lot
Size

SPAN *
Margin %

SPAN Exposure
Amount(A) Margin%

Exposure
Mrgn Amt(B)

Total
%

25/01/2017

1237.20

500

7.51

46440.00

5.00

30930.00

12.51

77370.00

215 HDFCBANK

23/02/2017

1242.10

500

7.52

46685.00

5.00

31052.50

12.52

77737.50

216 HDFCBANK

30/03/2017

1249.70

500

7.52

46985.00

5.00

31242.50

12.52

78227.50

217 HDIL

25/01/2017

62.70

8000

9.28

46560.00

5.00

25080.00

14.28

71640.00

218 HDIL

23/02/2017

62.90

8000

9.30

46800.00

5.00

25160.00

14.30

71960.00

219 HDIL

30/03/2017

63.50

8000

9.28

47120.00

5.00

25400.00

14.28

72520.00

220 HEROMOTOCO

25/01/2017

3057.65

200

7.50

45866.00

5.00

30576.50

12.50

76442.50

221 HEROMOTOCO

23/02/2017

3070.05

200

7.51

46110.00

5.00

30700.50

12.51

76810.50

222 HEROMOTOCO

30/03/2017

3089.05

200

7.51

46404.00

5.00

30890.50

12.51

77294.50

223 HEXAWARE

25/01/2017

201.00

3000

7.54

45480.00

5.00

30150.00

12.54

75630.00

224 HEXAWARE

23/02/2017

200.60

3000

7.60

45720.00

5.00

30090.00

12.60

75810.00

225 HEXAWARE

30/03/2017

203.30

3000

7.55

46020.00

5.00

30495.00

12.55

76515.00

226 HINDALCO

25/01/2017

173.00

3500

9.46

57260.00

5.00

30275.00

14.46

87535.00

227 HINDALCO

23/02/2017

173.55

3500

9.47

57540.00

5.00

30371.25

14.47

87911.25

228 HINDALCO

30/03/2017

172.95

3500

9.57

57925.00

5.00

30266.25

14.57

88191.25

229 HINDPETRO

25/01/2017

486.55

2100

7.57

77385.00

5.00

51087.75

12.57

128472.75

230 HINDPETRO

23/02/2017

474.70

2100

7.80

77784.00

5.00

49843.50

12.80

127627.50

231 HINDPETRO

30/03/2017

495.75

2100

7.52

78288.00

5.00

52053.75

12.52

130341.75

PDEOD
Open-Int
Qty

PDEOD
Open-Int
(%)

Position
Limit
Client-wise

OVER ALL
Limit
TM/FII's-wise

Position
Limit
Market Wide

1.05

15294142

61176500

305882841

37520500

12.27

1.59

2754845

11016000

55096915

46024000

83.53

1.01

1305253

5221000

26105076

2039000

7.81

1.49

859604

3438000

17192082

7206000

41.91

1.16

12868489

51471000

257369784

64603000

25.10

1.03

4966515

19866000

99330300

30370200

30.57

Spread
Margin
Total
Amount N Month

214 HDFCBANK

16-JAN-17

CENTURYTEX,IBREALEST,JINDALSTEL,JPASSOCIAT,JUSTDIAL, WOCKPHARMA are under ban for trade date 16-Jan-2017. Fresh positions shall attract penalty until MWPL of these scrips
go below 80%.
* Client-wise position limit, over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.

* Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
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.
CIN No: CIN - U74992MH2006PLC163337

Website: http://www.ilfsdp.com

Page 13 of 32
JAN-13-17 09:26 PM

Equity Derivative(NSE)

Equity Derivative(NSE)

Margin Details & Position Limits

As on Date :
Sr
No.

Scrip

Expiry

Rate

Lot
Size

SPAN *
Margin %

SPAN Exposure
Amount(A) Margin%

Exposure
Mrgn Amt(B)

Total
%

25/01/2017

831.20

600

7.50

37410.00

5.00

24936.00

12.50

62346.00

233 HINDUNILVR

23/02/2017

835.15

600

7.51

37608.00

5.00

25054.50

12.51

62662.50

234 HINDUNILVR

30/03/2017

839.50

600

7.51

37848.00

5.00

25185.00

12.51

63033.00

235 HINDZINC

25/01/2017

278.45

3200

7.50

66816.00

5.00

44552.00

12.50

111368.00

236 HINDZINC

23/02/2017

278.80

3200

7.53

67200.00

5.00

44608.00

12.53

111808.00

237 HINDZINC

30/03/2017

281.50

3200

7.51

67616.00

5.00

45040.00

12.51

112656.00

238 IBREALEST

25/01/2017

79.00 10000

10.42

82300.00

5.61

44319.00

16.03

126619.00

239 IBREALEST

23/02/2017

79.55 10000

10.40

82700.00

5.61

44627.55

16.01

127327.55

240 IBREALEST

30/03/2017

80.00 10000

10.40

83200.00

5.61

44880.00

16.01

128080.00

241 IBULHSGFIN

25/01/2017

748.95

800

8.06

48272.00

5.00

29958.00

13.06

78230.00

242 IBULHSGFIN

23/02/2017

745.20

800

8.14

48520.00

5.00

29808.00

13.14

78328.00

243 IBULHSGFIN

30/03/2017

758.90

800

8.04

48832.00

5.00

30356.00

13.04

79188.00

244 ICICIBANK

25/01/2017

268.10

2500

7.53

50450.00

5.00

33512.50

12.53

83962.50

245 ICICIBANK

23/02/2017

269.10

2500

7.54

50725.00

5.00

33637.50

12.54

84362.50

246 ICICIBANK

30/03/2017

271.80

2500

7.51

51050.00

5.00

33975.00

12.51

85025.00

247 ICIL

25/01/2017

173.80

3500

8.55

52010.00

5.00

30415.00

13.55

82425.00

248 ICIL

23/02/2017

174.85

3500

8.54

52255.00

5.00

30598.75

13.54

82853.75

249 ICIL

30/03/2017

176.00

3500

8.54

52605.00

5.00

30800.00

13.54

83405.00

PDEOD
Open-Int
Qty

PDEOD
Open-Int
(%)

Position
Limit
Client-wise

OVER ALL
Limit
TM/FII's-wise

Position
Limit
Market Wide

1.08

7098618

28394400

141972365

7457400

5.25

1.08

14821646

59286400

296432938

9996800

3.37

1.27

2654575

10610000

53091511

47740000

89.92

1.07

3166826

12667200

63336538

13791200

21.77

1.12

43426397

173705000

868527943

78312500

9.02

1.15

810529

3241000

16210584

4301500

26.54

Spread
Margin
Total
Amount N Month

232 HINDUNILVR

16-JAN-17

CENTURYTEX,IBREALEST,JINDALSTEL,JPASSOCIAT,JUSTDIAL, WOCKPHARMA are under ban for trade date 16-Jan-2017. Fresh positions shall attract penalty until MWPL of these scrips
go below 80%.
* Client-wise position limit, over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.

* Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
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.
CIN No: CIN - U74992MH2006PLC163337

Website: http://www.ilfsdp.com

Page 14 of 32
JAN-13-17 09:26 PM

Equity Derivative(NSE)

Equity Derivative(NSE)

Margin Details & Position Limits

As on Date :
Sr
No.

Scrip

Expiry

Rate

Lot
Size

SPAN *
Margin %

SPAN Exposure
Amount(A) Margin%

Exposure
Mrgn Amt(B)

Total
%

25/01/2017

73.90

8000

7.60

44960.00

5.00

29560.00

12.60

74520.00

251 IDBI

23/02/2017

73.50

8000

7.69

45200.00

5.00

29400.00

12.69

74600.00

252 IDBI

30/03/2017

74.70

8000

7.62

45520.00

5.00

29880.00

12.62

75400.00

253 IDEA

25/01/2017

68.80

7000

8.02

38640.00

5.00

24080.00

13.02

62720.00

254 IDEA

23/02/2017

68.20

7000

8.14

38850.00

5.00

23870.00

13.14

62720.00

255 IDEA

30/03/2017

67.85

7000

8.24

39130.00

5.00

23747.50

13.24

62877.50

256 IDFC

25/01/2017

57.10 13200

8.09

60984.00

5.00

37686.00

13.09

98670.00

257 IDFC

23/02/2017

57.15 13200

8.12

61248.00

5.00

37719.00

13.12

98967.00

258 IDFC

30/03/2017

57.65 13200

8.10

61644.00

5.00

38049.00

13.10

99693.00

259 IDFCBANK

25/01/2017

63.45

8000

7.60

38560.00

5.00

25380.00

12.60

63940.00

260 IDFCBANK

23/02/2017

63.70

8000

7.60

38720.00

5.00

25480.00

12.60

64200.00

261 IDFCBANK

30/03/2017

64.15

8000

7.61

39040.00

5.00

25660.00

12.61

64700.00

262 IFCI

25/01/2017

28.15 22000

12.11

75020.00

5.00

30965.00

17.11

105985.00

263 IFCI

23/02/2017

28.00 22000

12.25

75460.00

5.00

30800.00

17.25

106260.00

264 IFCI

30/03/2017

27.95 22000

12.34

75900.00

5.00

30745.00

17.34

106645.00

265 IGL

25/01/2017

929.70

1100

7.51

76758.00

5.00

51133.50

12.51

127891.50

266 IGL

23/02/2017

932.90

1100

7.52

77165.00

5.00

51309.50

12.52

128474.50

267 IGL

30/03/2017

938.90

1100

7.52

77660.00

5.00

51639.50

12.52

129299.50

PDEOD
Open-Int
Qty

PDEOD
Open-Int
(%)

Position
Limit
Client-wise

OVER ALL
Limit
TM/FII's-wise

Position
Limit
Market Wide

1.35

3769400

15072000

75388015

37576000

49.84

1.45

20803521

83209000

416070438

121352000

29.17

1.75

15959415

63835200

319188314

71042400

22.26

1.58

15983702

63928000

319674051

60304000

18.86

3.55

7390372

29546000

147807447

124498000

84.23

1.08

770000

3080000

15400016

3012900

19.56

Spread
Margin
Total
Amount N Month

250 IDBI

16-JAN-17

CENTURYTEX,IBREALEST,JINDALSTEL,JPASSOCIAT,JUSTDIAL, WOCKPHARMA are under ban for trade date 16-Jan-2017. Fresh positions shall attract penalty until MWPL of these scrips
go below 80%.
* Client-wise position limit, over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.

* Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
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.
CIN No: CIN - U74992MH2006PLC163337

Website: http://www.ilfsdp.com

Page 15 of 32
JAN-13-17 09:26 PM

Equity Derivative(NSE)

Equity Derivative(NSE)

Margin Details & Position Limits

As on Date :
Sr
No.

Scrip

Expiry

Rate

Lot
Size

SPAN *
Margin %

SPAN Exposure
Amount(A) Margin%

Exposure
Mrgn Amt(B)

Total
%

25/01/2017

131.60

3500

9.30

42840.00

5.00

23030.00

14.30

65870.00

269 INDIACEM

23/02/2017

132.05

3500

9.32

43085.00

5.00

23108.75

14.32

66193.75

270 INDIACEM

30/03/2017

133.45

3500

9.28

43365.00

5.00

23353.75

14.28

66718.75

271 INDIAVIX

17/01/2017

1458.50

700

16.90

172543.00

5.00

51047.50

21.90

223590.50

272 INDIAVIX

24/01/2017

1459.75

700

16.90

172690.00

5.00

51091.25

21.90

223781.25

273 INDIAVIX

31/01/2017

1462.50

700

16.90

173012.00

5.00

51187.50

21.90

224199.50

274 INDUSINDBK

25/01/2017

1215.85

600

7.52

54882.00

5.00

36475.50

12.52

91357.50

275 INDUSINDBK

23/02/2017

1220.65

600

7.53

55176.00

5.00

36619.50

12.53

91795.50

276 INDUSINDBK

30/03/2017

1232.60

600

7.51

55524.00

5.00

36978.00

12.51

92502.00

277 INFRATEL

25/01/2017

354.40

1600

7.51

42576.00

5.00

28352.00

12.51

70928.00

278 INFRATEL

23/02/2017

356.15

1600

7.51

42800.00

5.00

28492.00

12.51

71292.00

279 INFRATEL

30/03/2017

358.75

1600

7.50

43072.00

5.00

28700.00

12.50

71772.00

280 INFY

25/01/2017

979.00

500

7.51

36750.00

5.00

24475.00

12.51

61225.00

281 INFY

23/02/2017

983.45

500

7.51

36945.00

5.00

24586.25

12.51

61531.25

282 INFY

30/03/2017

986.70

500

7.54

37180.00

5.00

24667.50

12.54

61847.50

283 IOC

25/01/2017

350.50

3000

7.51

78930.00

5.00

52575.00

12.51

131505.00

284 IOC

23/02/2017

340.60

3000

7.77

79350.00

5.00

51090.00

12.77

130440.00

285 IOC

30/03/2017

340.00

3000

7.83

79860.00

5.00

51000.00

12.83

130860.00

PDEOD
Open-Int
Qty

PDEOD
Open-Int
(%)

Position
Limit
Client-wise

OVER ALL
Limit
TM/FII's-wise

Position
Limit
Market Wide

1.52

2167533

8669500

43350664

3.02

1.07

4435532

17742000

88710642

10729800

12.10

1.13

5174146

20696000

103482923

6572800

6.35

1.02

19928455

79713500

398569106

36709000

9.21

1.14

20258839

81033000

405176781

23271000

5.74

Spread
Margin
Total
Amount N Month

268 INDIACEM

16-JAN-17

33610500

77.53

CENTURYTEX,IBREALEST,JINDALSTEL,JPASSOCIAT,JUSTDIAL, WOCKPHARMA are under ban for trade date 16-Jan-2017. Fresh positions shall attract penalty until MWPL of these scrips
go below 80%.
* Client-wise position limit, over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.

* Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
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.
CIN No: CIN - U74992MH2006PLC163337

Website: http://www.ilfsdp.com

Page 16 of 32
JAN-13-17 09:26 PM

Equity Derivative(NSE)

Equity Derivative(NSE)

Margin Details & Position Limits

As on Date :
Sr
No.

Scrip

Expiry

Rate

Lot
Size

SPAN *
Margin %

SPAN Exposure
Amount(A) Margin%

Exposure
Mrgn Amt(B)

Total
%

25/01/2017

213.75

2500

7.52

40175.00

5.00

26718.75

12.52

66893.75

287 IRB

23/02/2017

214.35

2500

7.53

40375.00

5.00

26793.75

12.53

67168.75

288 IRB

30/03/2017

216.60

2500

7.50

40625.00

5.00

27075.00

12.50

67700.00

289 ITC

25/01/2017

250.25

2400

7.50

45072.00

5.00

30030.00

12.50

75102.00

290 ITC

23/02/2017

251.15

2400

7.52

45312.00

5.00

30138.00

12.52

75450.00

291 ITC

30/03/2017

252.10

2400

7.54

45600.00

5.00

30252.00

12.54

75852.00

292 JETAIRWAYS

25/01/2017

391.30

1000

7.52

29420.00

5.00

19565.00

12.52

48985.00

293 JETAIRWAYS

23/02/2017

391.10

1000

7.56

29580.00

5.00

19555.00

12.56

49135.00

294 JETAIRWAYS

30/03/2017

396.05

1000

7.51

29760.00

5.00

19802.50

12.51

49562.50

295 JINDALSTEL

25/01/2017

78.60

9000

11.49

81270.00

5.00

35370.00

16.49

116640.00

296 JINDALSTEL

23/02/2017

79.00

9000

11.49

81720.00

5.00

35550.00

16.49

117270.00

297 JINDALSTEL

30/03/2017

79.55

9000

11.48

82170.00

5.00

35797.50

16.48

117967.50

298 JISLJALEQS

25/01/2017

93.80

9000

7.60

64170.00

5.00

42210.00

12.60

106380.00

299 JISLJALEQS

23/02/2017

94.25

9000

7.61

64530.00

5.00

42412.50

12.61

106942.50

300 JISLJALEQS

30/03/2017

94.70

9000

7.61

64890.00

5.00

42615.00

12.61

107505.00

301 JPASSOCIAT

25/01/2017

9.90 68000

17.17

115600.00

6.01

40459.32

23.18

156059.32

302 JPASSOCIAT

23/02/2017

9.85 68000

17.36

116280.00

6.01

40254.98

23.37

156534.98

303 JPASSOCIAT

30/03/2017

10.00 68000

17.20

116960.00

6.01

40868.00

23.21

157828.00

PDEOD
Open-Int
Qty

PDEOD
Open-Int
(%)

Position
Limit
Client-wise

OVER ALL
Limit
TM/FII's-wise

Position
Limit
Market Wide

1.40

1498193

5992500

29963877

10987500

36.67

1.20

120844555

483376800

2416891119

51112800

2.11

1.02

556627

2226000

11132543

7514000

67.50

1.27

3798900

13941000

69721409

75978000

108.97

1.07

3181697

12726000

63633950

54225000

85.21

10.10

14754906

58956000

295098128

260236000

88.19

Spread
Margin
Total
Amount N Month

286 IRB

16-JAN-17

CENTURYTEX,IBREALEST,JINDALSTEL,JPASSOCIAT,JUSTDIAL, WOCKPHARMA are under ban for trade date 16-Jan-2017. Fresh positions shall attract penalty until MWPL of these scrips
go below 80%.
* Client-wise position limit, over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.

* Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
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.
CIN No: CIN - U74992MH2006PLC163337

Website: http://www.ilfsdp.com

Page 17 of 32
JAN-13-17 09:26 PM

Equity Derivative(NSE)

Equity Derivative(NSE)

Margin Details & Position Limits

As on Date :
Sr
No.

Scrip

Expiry

Rate

Lot
Size

SPAN *
Margin %

SPAN Exposure
Amount(A) Margin%

Exposure
Mrgn Amt(B)

Total
%

25/01/2017

65.60

8000

8.72

45760.00

5.00

26240.00

13.72

72000.00

305 JSWENERGY

23/02/2017

66.05

8000

8.71

46000.00

5.00

26420.00

13.71

72420.00

306 JSWENERGY

30/03/2017

66.40

8000

8.72

46320.00

5.00

26560.00

13.72

72880.00

307 JSWSTEEL

25/01/2017

189.85

3000

7.99

45480.00

5.00

28477.50

12.99

73957.50

308 JSWSTEEL

23/02/2017

190.30

3000

8.01

45720.00

5.00

28545.00

13.01

74265.00

309 JSWSTEEL

30/03/2017

191.55

3000

8.01

46020.00

5.00

28732.50

13.01

74752.50

310 JUBLFOOD

25/01/2017

844.50

500

7.50

31680.00

5.00

21112.50

12.50

52792.50

311 JUBLFOOD

23/02/2017

849.00

500

7.50

31845.00

5.00

21225.00

12.50

53070.00

312 JUBLFOOD

30/03/2017

854.40

500

7.50

32050.00

5.00

21360.00

12.50

53410.00

313 JUSTDIAL

25/01/2017

369.45

1200

12.33

54648.00

5.00

22167.00

17.33

76815.00

314 JUSTDIAL

23/02/2017

363.50

1200

12.59

54936.00

5.00

21810.00

17.59

76746.00

315 JUSTDIAL

30/03/2017

376.05

1200

12.25

55296.00

5.00

22563.00

17.25

77859.00

316 KOTAKBANK

25/01/2017

728.00

800

7.52

43776.00

5.00

29120.00

12.52

72896.00

317 KOTAKBANK

23/02/2017

731.35

800

7.52

44008.00

5.00

29254.00

12.52

73262.00

318 KOTAKBANK

30/03/2017

737.90

800

7.50

44288.00

5.00

29516.00

12.50

73804.00

319 KPIT

25/01/2017

142.55

4000

7.53

42960.00

5.00

28510.00

12.53

71470.00

320 KPIT

23/02/2017

143.15

4000

7.54

43200.00

5.00

28630.00

12.54

71830.00

321 KPIT

30/03/2017

144.05

4000

7.55

43480.00

5.00

28810.00

12.55

72290.00

PDEOD
Open-Int
Qty

PDEOD
Open-Int
(%)

Position
Limit
Client-wise

OVER ALL
Limit
TM/FII's-wise

Position
Limit
Market Wide

1.52

4100141

16400000

82002830

45136000

55.04

1.05

14028030

56112000

280560720

64239000

22.90

1.07

361840

1447000

7236807

2599000

35.91

1.08

471000

1857600

9292375

9420000

101.37

1.10

12190956

48763200

243819129

12368000

5.07

1.40

1549461

6196000

30989227

4132000

13.33

Spread
Margin
Total
Amount N Month

304 JSWENERGY

16-JAN-17

CENTURYTEX,IBREALEST,JINDALSTEL,JPASSOCIAT,JUSTDIAL, WOCKPHARMA are under ban for trade date 16-Jan-2017. Fresh positions shall attract penalty until MWPL of these scrips
go below 80%.
* Client-wise position limit, over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.

* Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
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.
CIN No: CIN - U74992MH2006PLC163337

Website: http://www.ilfsdp.com

Page 18 of 32
JAN-13-17 09:26 PM

Equity Derivative(NSE)

Equity Derivative(NSE)

Margin Details & Position Limits

As on Date :
Sr
No.

Scrip

Expiry

Rate

Lot
Size

SPAN *
Margin %

SPAN Exposure
Amount(A) Margin%

Exposure
Mrgn Amt(B)

Total
%

25/01/2017

460.70

1500

8.24

56925.00

5.00

34552.50

13.24

91477.50

323 KSCL

23/02/2017

462.00

1500

8.26

57225.00

5.00

34650.00

13.26

91875.00

324 KSCL

30/03/2017

465.00

1500

8.26

57585.00

5.00

34875.00

13.26

92460.00

325 KTKBANK

25/01/2017

119.40

7375

7.57

66670.00

5.00

44028.75

12.57

110698.75

326 KTKBANK

23/02/2017

119.85

7375

7.58

66965.00

5.00

44194.69

12.58

111159.69

327 KTKBANK

30/03/2017

120.85

7375

7.56

67407.50

5.00

44563.44

12.56

111970.94

328 L&TFH

25/01/2017

95.15

9000

7.60

65070.00

5.00

42817.50

12.60

107887.50

329 L&TFH

23/02/2017

95.35

9000

7.62

65430.00

5.00

42907.50

12.62

108337.50

330 L&TFH

30/03/2017

96.10

9000

7.61

65790.00

5.00

43245.00

12.61

109035.00

331 LICHSGFIN

25/01/2017

532.45

1100

7.50

43956.00

5.00

29284.75

12.50

73240.75

332 LICHSGFIN

23/02/2017

534.35

1100

7.52

44187.00

5.00

29389.25

12.52

73576.25

333 LICHSGFIN

30/03/2017

537.95

1100

7.52

44473.00

5.00

29587.25

12.52

74060.25

334 LT

25/01/2017

1444.30

500

7.50

54170.00

5.00

36107.50

12.50

90277.50

335 LT

23/02/2017

1450.25

500

7.51

54455.00

5.00

36256.25

12.51

90711.25

336 LT

30/03/2017

1458.85

500

7.51

54805.00

5.00

36471.25

12.51

91276.25

337 LUPIN

25/01/2017

1502.20

400

7.51

45104.00

5.00

30044.00

12.51

75148.00

338 LUPIN

23/02/2017

1508.40

400

7.51

45340.00

5.00

30168.00

12.51

75508.00

339 LUPIN

30/03/2017

1517.15

400

7.52

45632.00

5.00

30343.00

12.52

75975.00

PDEOD
Open-Int
Qty

PDEOD
Open-Int
(%)

Position
Limit
Client-wise

OVER ALL
Limit
TM/FII's-wise

Position
Limit
Market Wide

1.09

293523

1173000

5870469

3732000

63.57

1.68

2316468

9263000

46329362

21579250

46.58

1.05

5525752

22095000

110515050

31716000

28.70

1.13

3012205

12048300

60244101

16638600

27.62

1.04

9127953

36511500

182559065

10458000

5.73

1.07

2402828

9611200

48056576

5481200

11.41

Spread
Margin
Total
Amount N Month

322 KSCL

16-JAN-17

CENTURYTEX,IBREALEST,JINDALSTEL,JPASSOCIAT,JUSTDIAL, WOCKPHARMA are under ban for trade date 16-Jan-2017. Fresh positions shall attract penalty until MWPL of these scrips
go below 80%.
* Client-wise position limit, over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.

* Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
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.
CIN No: CIN - U74992MH2006PLC163337

Website: http://www.ilfsdp.com

Page 19 of 32
JAN-13-17 09:26 PM

Equity Derivative(NSE)

Equity Derivative(NSE)

Margin Details & Position Limits

As on Date :
Sr
No.

Scrip

Expiry

Rate

Lot
Size

SPAN *
Margin %

SPAN Exposure
Amount(A) Margin%

Exposure
Mrgn Amt(B)

Total
%

25/01/2017

1222.60

500

7.51

45885.00

5.00

30565.00

12.51

76450.00

341 M&M

23/02/2017

1228.20

500

7.51

46130.00

5.00

30705.00

12.51

76835.00

342 M&M

30/03/2017

1234.85

500

7.52

46425.00

5.00

30871.25

12.52

77296.25

343 M&MFIN

25/01/2017

287.25

2500

7.97

57225.00

5.00

35906.25

12.97

93131.25

344 M&MFIN

23/02/2017

288.55

2500

7.97

57525.00

5.00

36068.75

12.97

93593.75

345 M&MFIN

30/03/2017

290.40

2500

7.98

57900.00

5.00

36300.00

12.98

94200.00

346 MARICO

25/01/2017

259.45

2600

7.51

50648.00

5.00

33728.50

12.51

84376.50

347 MARICO

23/02/2017

260.30

2600

7.52

50908.00

5.00

33839.00

12.52

84747.00

348 MARICO

30/03/2017

261.95

2600

7.52

51246.00

5.00

34053.50

12.52

85299.50

349 MARUTI

25/01/2017

5722.10

150

7.50

64386.00

5.00

42915.75

12.50

107301.75

350 MARUTI

23/02/2017

5743.80

150

7.51

64728.00

5.00

43078.50

12.51

107806.50

351 MARUTI

30/03/2017

5779.00

150

7.51

65142.00

5.00

43342.50

12.51

108484.50

352 MCDOWELL-N

25/01/2017

1918.05

250

7.52

36047.50

5.00

23975.63

12.52

60023.13

353 MCDOWELL-N

23/02/2017

1925.00

250

7.53

36237.50

5.00

24062.50

12.53

60300.00

354 MCDOWELL-N

30/03/2017

1944.40

250

7.50

36470.00

5.00

24305.00

12.50

60775.00

355 MCLEODRUSS

25/01/2017

154.00

3000

7.56

34950.00

5.00

23100.00

12.56

58050.00

356 MCLEODRUSS

23/02/2017

155.05

3000

7.55

35130.00

5.00

23257.50

12.55

58387.50

PDEOD
Open-Int
Qty

PDEOD
Open-Int
(%)

Position
Limit
Client-wise

OVER ALL
Limit
TM/FII's-wise

Position
Limit
Market Wide

0.00

4302395

17209500

86047916

7213500

8.38

1.04

2734231

10935000

54684634

13580000

24.83

1.16

5162303

20649200

103246075

7943000

7.69

1.01

1322916

5291550

26458324

4376550

16.54

1.04

596073

2384250

11921477

2665750

22.36

1.30

548459

2193000

10969190

5493000

50.08

Spread
Margin
Total
Amount N Month

340 M&M

16-JAN-17

CENTURYTEX,IBREALEST,JINDALSTEL,JPASSOCIAT,JUSTDIAL, WOCKPHARMA are under ban for trade date 16-Jan-2017. Fresh positions shall attract penalty until MWPL of these scrips
go below 80%.
* Client-wise position limit, over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.

* Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
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.
CIN No: CIN - U74992MH2006PLC163337

Website: http://www.ilfsdp.com

Page 20 of 32
JAN-13-17 09:26 PM

Equity Derivative(NSE)

Equity Derivative(NSE)

Margin Details & Position Limits

As on Date :
Sr
No.

Scrip

Expiry

Rate

Lot
Size

SPAN *
Margin %

SPAN Exposure
Amount(A) Margin%

Exposure
Mrgn Amt(B)

Total
%

25/01/2017

489.90

1200

7.54

44340.00

5.00

29394.00

12.54

73734.00

358 MINDTREE

23/02/2017

494.55

1200

7.51

44580.00

5.00

29673.00

12.51

74253.00

359 MINDTREE

30/03/2017

497.70

1200

7.51

44856.00

5.00

29862.00

12.51

74718.00

360 MOTHERSUMI

25/01/2017

327.90

2500

7.50

61500.00

5.00

40987.50

12.50

102487.50

361 MOTHERSUMI

23/02/2017

329.10

2500

7.51

61825.00

5.00

41137.50

12.51

102962.50

362 MOTHERSUMI

30/03/2017

331.20

2500

7.52

62225.00

5.00

41400.00

12.52

103625.00

363 MRF

25/01/2017

53556.45

15

7.50

60252.00

5.00

40167.34

12.50

100419.34

364 MRF

23/02/2017

53386.85

15

7.56

60571.20

5.00

40040.14

12.56

100611.34

365 MRF

30/03/2017

54103.60

15

7.51

60958.65

5.00

40577.70

12.51

101536.35

366 NCC

25/01/2017

84.15

8000

7.52

50640.00

5.00

33660.00

12.52

84300.00

367 NCC

23/02/2017

84.45

8000

7.53

50880.00

5.00

33780.00

12.53

84660.00

368 NCC

30/03/2017

85.00

8000

7.53

51200.00

5.00

34000.00

12.53

85200.00

369 NHPC

25/01/2017

27.70 27000

9.42

70470.00

5.00

37395.00

14.42

107865.00

370 NHPC

23/02/2017

27.80 27000

9.42

70740.00

5.00

37530.00

14.42

108270.00

371 NHPC

30/03/2017

29.70 27000

8.89

71280.00

5.00

40095.00

13.89

111375.00

372 NIFTY

25/01/2017

8417.70

75

5.00

31569.00

3.00

18939.83

8.00

50508.83

373 NIFTY

23/02/2017

8443.05

75

5.01

31736.25

3.00

18996.86

8.01

50733.11

374 NIFTY

30/03/2017

8463.35

75

5.03

31939.50

3.00

19042.54

8.03

50982.04

PDEOD
Open-Int
Qty

PDEOD
Open-Int
(%)

Position
Limit
Client-wise

OVER ALL
Limit
TM/FII's-wise

Position
Limit
Market Wide

1.02

1447654

5790000

28953099

3106800

10.73

1.22

5178494

20712500

103569882

13885000

13.41

1.01

30752

123000

615056

37065

6.03

1.19

4435038

17736000

88700768

25264000

28.48

3.61

28120867

112482000

562417343

91800000

16.32

1.01

25457681

Spread
Margin
Total
Amount N Month

357 MINDTREE

16-JAN-17

CENTURYTEX,IBREALEST,JINDALSTEL,JPASSOCIAT,JUSTDIAL, WOCKPHARMA are under ban for trade date 16-Jan-2017. Fresh positions shall attract penalty until MWPL of these scrips
go below 80%.
* Client-wise position limit, over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.

* Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
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.
CIN No: CIN - U74992MH2006PLC163337

Website: http://www.ilfsdp.com

Page 21 of 32
JAN-13-17 09:26 PM

Equity Derivative(NSE)

Equity Derivative(NSE)

Margin Details & Position Limits

As on Date :
Sr
No.

Scrip

Expiry

Rate

Lot
Size

SPAN *
Margin %

SPAN Exposure
Amount(A) Margin%

Exposure
Mrgn Amt(B)

Total
%

25/01/2017

2502.40

250

5.00

31290.00

3.00

18768.00

8.00

50058.00

376 NIFTYCPSE

23/02/2017

2515.85

250

5.00

31455.00

3.00

18868.88

8.00

50323.88

377 NIFTYCPSE

30/03/2017

2531.95

250

5.00

31657.50

3.00

18989.63

8.00

50647.13

378 NIFTYINFRA

25/01/2017

2876.05

225

5.00

32368.50

3.00

19413.34

8.00

51781.84

379 NIFTYINFRA

23/02/2017

2891.50

225

5.00

32539.50

3.00

19517.63

8.00

52057.13

380 NIFTYINFRA

30/03/2017

2910.00

225

5.00

32748.75

3.00

19642.50

8.00

52391.25

381 NIFTYIT

25/01/2017

10275.00

50

5.02

25780.50

3.00

15412.50

8.02

41193.00

382 NIFTYIT

23/02/2017

10365.00

50

5.00

25917.50

3.00

15547.50

8.00

41465.00

383 NIFTYIT

30/03/2017

10407.00

50

5.01

26083.00

3.00

15610.50

8.01

41693.50

384 NIFTYMID50

25/01/2017

3845.85

200

5.00

38462.00

3.00

23075.10

8.00

61537.10

385 NIFTYMID50

23/02/2017

3866.50

200

5.00

38666.00

3.00

23199.00

8.00

61865.00

386 NIFTYMID50

30/03/2017

3891.25

200

5.00

38914.00

3.00

23347.50

8.00

62261.50

387 NIFTYPSE

25/01/2017

3948.75

200

5.00

39508.00

3.00

23692.50

8.00

63200.50

388 NIFTYPSE

23/02/2017

3969.95

200

5.00

39718.00

3.00

23819.70

8.00

63537.70

389 NIFTYPSE

30/03/2017

3995.35

200

5.00

39972.00

3.00

23972.10

8.00

63944.10

390 NIITTECH

25/01/2017

425.40

1500

7.53

48045.00

5.00

31905.00

12.53

79950.00

391 NIITTECH

23/02/2017

428.60

1500

7.51

48300.00

5.00

32145.00

12.51

80445.00

392 NIITTECH

30/03/2017

431.35

1500

7.51

48615.00

5.00

32351.25

12.51

80966.25

PDEOD
Open-Int
Qty

PDEOD
Open-Int
(%)

Position
Limit
Client-wise

OVER ALL
Limit
TM/FII's-wise

Position
Limit
Market Wide

1.04

6150

1.04

1.02

6480

1.01

1.01

1.18

425070

Spread
Margin
Total
Amount N Month

375 NIFTYCPSE

16-JAN-17

1699500

8501411

729000

8.58

CENTURYTEX,IBREALEST,JINDALSTEL,JPASSOCIAT,JUSTDIAL, WOCKPHARMA are under ban for trade date 16-Jan-2017. Fresh positions shall attract penalty until MWPL of these scrips
go below 80%.
* Client-wise position limit, over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.

* Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
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.
CIN No: CIN - U74992MH2006PLC163337

Website: http://www.ilfsdp.com

Page 22 of 32
JAN-13-17 09:26 PM

Equity Derivative(NSE)

Equity Derivative(NSE)

Margin Details & Position Limits

As on Date :
Sr
No.

Scrip

Expiry

Rate

Lot
Size

SPAN *
Margin %

SPAN Exposure
Amount(A) Margin%

Exposure
Mrgn Amt(B)

Total
%

25/01/2017

144.10

6000

7.66

66240.00

5.00

43230.00

12.66

109470.00

394 NMDC

23/02/2017

141.30

6000

7.86

66600.00

5.00

42390.00

12.86

108990.00

395 NMDC

30/03/2017

140.20

6000

7.97

67020.00

5.00

42060.00

12.97

109080.00

396 NTPC

25/01/2017

171.70

4000

7.54

51800.00

5.00

34340.00

12.54

86140.00

397 NTPC

23/02/2017

170.65

4000

7.63

52080.00

5.00

34130.00

12.63

86210.00

398 NTPC

30/03/2017

173.40

4000

7.55

52400.00

5.00

34680.00

12.55

87080.00

399 OFSS

25/01/2017

3257.30

150

7.51

36673.50

5.00

24429.75

12.51

61103.25

400 OFSS

23/02/2017

3277.05

150

7.50

36868.50

5.00

24577.88

12.50

61446.38

401 OFSS

30/03/2017

3298.00

150

7.50

37104.00

5.00

24735.00

12.50

61839.00

402 OIL

25/01/2017

345.20

1700

7.53

44217.00

5.00

29342.00

12.53

73559.00

403 OIL

23/02/2017

340.20

1700

7.68

44438.00

5.00

28917.00

12.68

73355.00

404 OIL

30/03/2017

350.45

1700

7.51

44727.00

5.00

29788.25

12.51

74515.25

405 ONGC

25/01/2017

200.75

3750

7.50

56475.00

5.00

37640.63

12.50

94115.63

406 ONGC

23/02/2017

198.30

3750

7.63

56775.00

5.00

37181.25

12.63

93956.25

407 ONGC

30/03/2017

198.10

3750

7.69

57150.00

5.00

37143.75

12.69

94293.75

408 ORIENTBANK

25/01/2017

115.35

6000

7.58

52440.00

5.00

34605.00

12.58

87045.00

409 ORIENTBANK

23/02/2017

115.50

6000

7.60

52680.00

5.00

34650.00

12.60

87330.00

410 ORIENTBANK

30/03/2017

116.70

6000

7.57

53040.00

5.00

35010.00

12.57

88050.00

PDEOD
Open-Int
Qty

PDEOD
Open-Int
(%)

Position
Limit
Client-wise

OVER ALL
Limit
TM/FII's-wise

Position
Limit
Market Wide

1.39

7927642

31710000

158552856

30060000

18.96

1.16

24947052

99788000

498941046

26660000

5.34

1.01

219658

878550

4393160

211500

4.81

1.16

2592775

10369216

51855530

3050036

5.88

1.00

39867207

159468750

797344158

45326250

5.68

1.73

1225397

4896000

24507940

18864000

76.97

Spread
Margin
Total
Amount N Month

393 NMDC

16-JAN-17

CENTURYTEX,IBREALEST,JINDALSTEL,JPASSOCIAT,JUSTDIAL, WOCKPHARMA are under ban for trade date 16-Jan-2017. Fresh positions shall attract penalty until MWPL of these scrips
go below 80%.
* Client-wise position limit, over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.

* Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
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.
CIN No: CIN - U74992MH2006PLC163337

Website: http://www.ilfsdp.com

Page 23 of 32
JAN-13-17 09:26 PM

Equity Derivative(NSE)

Equity Derivative(NSE)

Margin Details & Position Limits

As on Date :
Sr
No.

Scrip

Expiry

Rate

Lot
Size

SPAN *
Margin %

SPAN Exposure
Amount(A) Margin%

Exposure
Mrgn Amt(B)

Total
%

25/01/2017

14089.85

50

8.84

62295.00

5.00

35224.63

13.84

97519.63

412 PAGEIND

23/02/2017

14082.75

50

8.89

62625.00

5.00

35206.88

13.89

97831.88

413 PAGEIND

30/03/2017

14258.80

50

8.84

63026.00

5.00

35647.00

13.84

98673.00

414 PCJEWELLER

25/01/2017

392.55

1500

9.33

54945.00

5.00

29441.25

14.33

84386.25

415 PCJEWELLER

23/02/2017

397.05

1500

9.28

55245.00

5.00

29778.75

14.28

85023.75

416 PCJEWELLER

30/03/2017

399.60

1500

9.27

55590.00

5.00

29970.00

14.27

85560.00

417 PETRONET

25/01/2017

369.45

1500

7.50

41565.00

5.00

27708.75

12.50

69273.75

418 PETRONET

23/02/2017

370.00

1500

7.53

41790.00

5.00

27750.00

12.53

69540.00

419 PETRONET

30/03/2017

373.70

1500

7.50

42060.00

5.00

28027.50

12.50

70087.50

420 PFC

25/01/2017

136.85

6000

7.56

62040.00

5.00

41055.00

12.56

103095.00

421 PFC

23/02/2017

131.65

6000

7.90

62400.00

5.00

39495.00

12.90

101895.00

422 PFC

30/03/2017

138.70

6000

7.54

62760.00

5.00

41610.00

12.54

104370.00

423 PIDILITIND

25/01/2017

640.75

1000

7.52

48200.00

5.00

32037.50

12.52

80237.50

424 PIDILITIND

23/02/2017

645.10

1000

7.51

48450.00

5.00

32255.00

12.51

80705.00

425 PIDILITIND

30/03/2017

649.25

1000

7.51

48760.00

5.00

32462.50

12.51

81222.50

426 PNB

25/01/2017

125.05

7000

7.55

66080.00

5.00

43767.50

12.55

109847.50

427 PNB

23/02/2017

124.55

7000

7.62

66430.00

5.00

43592.50

12.62

110022.50

428 PNB

30/03/2017

126.85

7000

7.53

66850.00

5.00

44397.50

12.53

111247.50

PDEOD
Open-Int
Qty

PDEOD
Open-Int
(%)

Position
Limit
Client-wise

OVER ALL
Limit
TM/FII's-wise

Position
Limit
Market Wide

1.01

56875

227500

1137517

38500

3.38

1.02

460926

1843500

9218537

1477500

16.03

1.08

3750000

15000000

75000008

6201000

8.27

1.46

8502326

34008000

170046535

25362000

14.91

1.09

1559018

6236000

31180379

1760000

5.64

1.60

7445090

29778000

148901807

93296000

62.66

Spread
Margin
Total
Amount N Month

411 PAGEIND

16-JAN-17

CENTURYTEX,IBREALEST,JINDALSTEL,JPASSOCIAT,JUSTDIAL, WOCKPHARMA are under ban for trade date 16-Jan-2017. Fresh positions shall attract penalty until MWPL of these scrips
go below 80%.
* Client-wise position limit, over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.

* Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
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.
CIN No: CIN - U74992MH2006PLC163337

Website: http://www.ilfsdp.com

Page 24 of 32
JAN-13-17 09:26 PM

Equity Derivative(NSE)

Equity Derivative(NSE)

Margin Details & Position Limits

As on Date :
Sr
No.

Scrip

Expiry

Rate

Lot
Size

SPAN *
Margin %

SPAN Exposure
Amount(A) Margin%

Exposure
Mrgn Amt(B)

Total
%

25/01/2017

197.10

4000

7.54

59440.00

5.00

39420.00

12.54

98860.00

430 POWERGRID

23/02/2017

196.65

4000

7.60

59760.00

5.00

39330.00

12.60

99090.00

431 POWERGRID

30/03/2017

199.90

4000

7.52

60120.00

5.00

39980.00

12.52

100100.00

432 PTC

25/01/2017

83.65

8000

7.57

50640.00

5.00

33460.00

12.57

84100.00

433 PTC

23/02/2017

84.00

8000

7.57

50880.00

5.00

33600.00

12.57

84480.00

434 PTC

30/03/2017

84.55

8000

7.57

51200.00

5.00

33820.00

12.57

85020.00

435 RCOM

25/01/2017

31.50 12000

8.60

32520.00

5.00

18900.00

13.60

51420.00

436 RCOM

23/02/2017

31.55 12000

8.62

32640.00

5.00

18930.00

13.62

51570.00

437 RCOM

30/03/2017

31.70 12000

8.64

32880.00

5.00

19020.00

13.64

51900.00

438 RECLTD

25/01/2017

139.10

6000

7.58

63240.00

5.00

41730.00

12.58

104970.00

439 RECLTD

23/02/2017

133.60

6000

7.93

63600.00

5.00

40080.00

12.93

103680.00

440 RECLTD

30/03/2017

141.50

6000

7.54

64020.00

5.00

42450.00

12.54

106470.00

441 RELCAPITAL

25/01/2017

451.45

1500

7.52

50910.00

5.00

33858.75

12.52

84768.75

442 RELCAPITAL

23/02/2017

453.45

1500

7.52

51180.00

5.00

34008.75

12.52

85188.75

443 RELCAPITAL

30/03/2017

456.70

1500

7.52

51510.00

5.00

34252.50

12.52

85762.50

444 RELIANCE

25/01/2017

1094.10

500

7.51

41065.00

5.00

27352.50

12.51

68417.50

445 RELIANCE

23/02/2017

1099.05

500

7.51

41285.00

5.00

27476.25

12.51

68761.25

446 RELIANCE

30/03/2017

1103.30

500

7.53

41550.00

5.00

27582.50

12.53

69132.50

PDEOD
Open-Int
Qty

PDEOD
Open-Int
(%)

Position
Limit
Client-wise

OVER ALL
Limit
TM/FII's-wise

Position
Limit
Market Wide

1.01

22027544

88108000

440550890

23880000

5.42

1.20

2480083

9920000

49601664

20848000

42.03

3.17

9926486

39696000

198529730

181572000

91.46

1.44

7773826

31092000

155476528

39696000

25.53

1.11

1190390

4761000

23807815

14946000

62.78

1.10

16844545

67378000

336890908

20590000

6.11

Spread
Margin
Total
Amount N Month

429 POWERGRID

16-JAN-17

CENTURYTEX,IBREALEST,JINDALSTEL,JPASSOCIAT,JUSTDIAL, WOCKPHARMA are under ban for trade date 16-Jan-2017. Fresh positions shall attract penalty until MWPL of these scrips
go below 80%.
* Client-wise position limit, over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.

* Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
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.
CIN No: CIN - U74992MH2006PLC163337

Website: http://www.ilfsdp.com

Page 25 of 32
JAN-13-17 09:26 PM

Equity Derivative(NSE)

Equity Derivative(NSE)

Margin Details & Position Limits

As on Date :
Sr
No.

Scrip

Expiry

Rate

Lot
Size

SPAN *
Margin %

SPAN Exposure
Amount(A) Margin%

Exposure
Mrgn Amt(B)

Total
%

25/01/2017

507.70

1300

7.60

50128.00

5.00

33000.50

12.60

83128.50

448 RELINFRA

23/02/2017

510.05

1300

7.60

50388.00

5.00

33153.25

12.60

83541.25

449 RELINFRA

30/03/2017

512.70

1300

7.61

50713.00

5.00

33325.50

12.61

84038.50

450 RPOWER

25/01/2017

44.95 12000

7.59

40920.00

5.00

26970.00

12.59

67890.00

451 RPOWER

23/02/2017

45.20 12000

7.59

41160.00

5.00

27120.00

12.59

68280.00

452 RPOWER

30/03/2017

45.45 12000

7.59

41400.00

5.00

27270.00

12.59

68670.00

453 S&P500

20/01/2017

2270.00

250

5.01

28425.00

3.00

17025.00

8.01

45450.00

454 S&P500

17/02/2017

2263.00

250

5.05

28570.00

3.00

16972.50

8.05

45542.50

455 S&P500

17/03/2017

2296.75

250

5.00

28715.00

3.00

17225.63

8.00

45940.63

456 S&P500

16/06/2017

2335.25

250

5.00

29195.00

3.00

17514.38

8.00

46709.38

457 S&P500

15/09/2017

2374.25

250

5.00

29685.00

3.00

17806.88

8.00

47491.88

458 S&P500

15/12/2017

2414.00

250

5.00

30180.00

3.00

18105.00

8.00

48285.00

459 SAIL

25/01/2017

57.70 12000

8.18

56640.00

5.00

34620.00

13.18

91260.00

460 SAIL

23/02/2017

57.20 12000

8.29

56880.00

5.00

34320.00

13.29

91200.00

461 SAIL

30/03/2017

58.40 12000

8.17

57240.00

5.00

35040.00

13.17

92280.00

462 SBIN

25/01/2017

251.85

3000

7.54

56940.00

5.00

37777.50

12.54

94717.50

463 SBIN

23/02/2017

252.25

3000

7.56

57240.00

5.00

37837.50

12.56

95077.50

464 SBIN

30/03/2017

252.40

3000

7.61

57600.00

5.00

37860.00

12.61

95460.00

PDEOD
Open-Int
Qty

PDEOD
Open-Int
(%)

Position
Limit
Client-wise

OVER ALL
Limit
TM/FII's-wise

Position
Limit
Market Wide

1.18

1283050

5131100

25661014

10071100

39.25

2.22

6926347

27696000

138526953

62532000

45.14

1.10

56250

1.73

10326402

41304000

206528041

94716000

45.86

1.19

29595070

118380000

591901406

126669000

21.40

Spread
Margin
Total
Amount N Month

447 RELINFRA

16-JAN-17

CENTURYTEX,IBREALEST,JINDALSTEL,JPASSOCIAT,JUSTDIAL, WOCKPHARMA are under ban for trade date 16-Jan-2017. Fresh positions shall attract penalty until MWPL of these scrips
go below 80%.
* Client-wise position limit, over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.

* Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
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.
CIN No: CIN - U74992MH2006PLC163337

Website: http://www.ilfsdp.com

Page 26 of 32
JAN-13-17 09:26 PM

Equity Derivative(NSE)

Equity Derivative(NSE)

Margin Details & Position Limits

As on Date :
Sr
No.

Scrip

Expiry

Rate

Lot
Size

SPAN *
Margin %

SPAN Exposure
Amount(A) Margin%

Exposure
Mrgn Amt(B)

Total
%

25/01/2017

1178.10

500

7.50

44180.00

5.00

29452.50

12.50

73632.50

466 SIEMENS

23/02/2017

1182.90

500

7.51

44415.00

5.00

29572.50

12.51

73987.50

467 SIEMENS

30/03/2017

1190.50

500

7.51

44700.00

5.00

29762.50

12.51

74462.50

468 SINTEX

25/01/2017

85.40

7125

7.76

47238.75

5.00

30423.75

12.76

77662.50

469 SINTEX

23/02/2017

85.70

7125

7.77

47452.50

5.00

30530.63

12.77

77983.13

470 SINTEX

30/03/2017

86.40

7125

7.75

47737.50

5.00

30780.00

12.75

78517.50

471 SOUTHBANK

25/01/2017

21.35 30000

7.54

48300.00

5.00

32025.00

12.54

80325.00

472 SOUTHBANK

23/02/2017

21.40 30000

7.57

48600.00

5.00

32100.00

12.57

80700.00

473 SOUTHBANK

30/03/2017

21.65 30000

7.53

48900.00

5.00

32475.00

12.53

81375.00

474 SRF

25/01/2017

1624.35

500

7.50

60945.00

5.00

40608.75

12.50

101553.75

475 SRF

23/02/2017

1632.40

500

7.51

61270.00

5.00

40810.00

12.51

102080.00

476 SRF

30/03/2017

1642.85

500

7.51

61660.00

5.00

41071.25

12.51

102731.25

477 SRTRANSFIN

25/01/2017

959.10

600

7.51

43194.00

5.00

28773.00

12.51

71967.00

478 SRTRANSFIN

23/02/2017

962.50

600

7.52

43422.00

5.00

28875.00

12.52

72297.00

479 SRTRANSFIN

30/03/2017

968.65

600

7.52

43704.00

5.00

29059.50

12.52

72763.50

480 STAR

25/01/2017

1147.50

500

7.53

43225.00

5.00

28687.50

12.53

71912.50

481 STAR

23/02/2017

1148.60

500

7.57

43455.00

5.00

28715.00

12.57

72170.00

482 STAR

30/03/2017

1164.90

500

7.51

43730.00

5.00

29122.50

12.51

72852.50

PDEOD
Open-Int
Qty

PDEOD
Open-Int
(%)

Position
Limit
Client-wise

OVER ALL
Limit
TM/FII's-wise

Position
Limit
Market Wide

1.02

890275

3561000

17805517

938500

5.27

1.17

3534914

14136000

70698298

33430500

47.29

4.68

13506166

54000000

270123332

62010000

22.96

1.05

273440

1093500

5468800

472500

8.64

1.04

1677795

6711000

33555914

3977400

11.85

1.05

615397

2461500

12307958

1986500

16.14

Spread
Margin
Total
Amount N Month

465 SIEMENS

16-JAN-17

CENTURYTEX,IBREALEST,JINDALSTEL,JPASSOCIAT,JUSTDIAL, WOCKPHARMA are under ban for trade date 16-Jan-2017. Fresh positions shall attract penalty until MWPL of these scrips
go below 80%.
* Client-wise position limit, over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.

* Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
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.
CIN No: CIN - U74992MH2006PLC163337

Website: http://www.ilfsdp.com

Page 27 of 32
JAN-13-17 09:26 PM

Equity Derivative(NSE)

Equity Derivative(NSE)

Margin Details & Position Limits

As on Date :
Sr
No.

Scrip

Expiry

Rate

Lot
Size

SPAN *
Margin %

SPAN Exposure
Amount(A) Margin%

Exposure
Mrgn Amt(B)

Total
%

25/01/2017

653.35

700

7.52

34370.00

5.00

22867.25

12.52

57237.25

484 SUNPHARMA

23/02/2017

656.25

700

7.52

34552.00

5.00

22968.75

12.52

57520.75

485 SUNPHARMA

30/03/2017

657.75

700

7.55

34776.00

5.00

23021.25

12.55

57797.25

486 SUNTV

25/01/2017

533.10

2000

8.44

89940.00

5.00

53310.00

13.44

143250.00

487 SUNTV

23/02/2017

532.80

2000

8.49

90420.00

5.00

53280.00

13.49

143700.00

488 SUNTV

30/03/2017

538.55

2000

8.45

91000.00

5.00

53855.00

13.45

144855.00

489 SYNDIBANK

25/01/2017

64.85

9000

7.59

44280.00

5.00

29182.50

12.59

73462.50

490 SYNDIBANK

23/02/2017

64.75

9000

7.64

44550.00

5.00

29137.50

12.64

73687.50

491 SYNDIBANK

30/03/2017

65.45

9000

7.61

44820.00

5.00

29452.50

12.61

74272.50

492 TATACHEM

25/01/2017

518.75

1500

7.51

58440.00

5.00

38906.25

12.51

97346.25

493 TATACHEM

23/02/2017

520.00

1500

7.53

58740.00

5.00

39000.00

12.53

97740.00

494 TATACHEM

30/03/2017

524.85

1500

7.51

59130.00

5.00

39363.75

12.51

98493.75

495 TATACOMM

25/01/2017

673.60

1400

7.51

70854.00

5.00

47152.00

12.51

118006.00

496 TATACOMM

23/02/2017

677.75

1400

7.51

71218.00

5.00

47442.50

12.51

118660.50

497 TATACOMM

30/03/2017

681.40

1400

7.51

71680.00

5.00

47698.00

12.51

119378.00

498 TATAELXSI

25/01/2017

1403.55

400

7.50

42132.00

5.00

28071.00

12.50

70203.00

499 TATAELXSI

23/02/2017

1410.20

400

7.51

42356.00

5.00

28204.00

12.51

70560.00

500 TATAELXSI

30/03/2017

1419.25

400

7.51

42624.00

5.00

28385.00

12.51

71009.00

PDEOD
Open-Int
Qty

PDEOD
Open-Int
(%)

Position
Limit
Client-wise

OVER ALL
Limit
TM/FII's-wise

Position
Limit
Market Wide

1.07

10837002

43347500

216740044

36710100

16.94

1.13

985211

3940000

19704232

14300000

72.57

1.54

2036642

8145000

40732856

18378000

45.12

1.16

1762839

7050000

35256784

5841000

16.57

1.04

712667

2850400

14253357

7565600

53.08

1.07

172405

689600

3448117

1399200

40.58

Spread
Margin
Total
Amount N Month

483 SUNPHARMA

16-JAN-17

CENTURYTEX,IBREALEST,JINDALSTEL,JPASSOCIAT,JUSTDIAL, WOCKPHARMA are under ban for trade date 16-Jan-2017. Fresh positions shall attract penalty until MWPL of these scrips
go below 80%.
* Client-wise position limit, over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.

* Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
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.
CIN No: CIN - U74992MH2006PLC163337

Website: http://www.ilfsdp.com

Page 28 of 32
JAN-13-17 09:26 PM

Equity Derivative(NSE)

Equity Derivative(NSE)

Margin Details & Position Limits

As on Date :
Sr
No.

Scrip

Expiry

Rate

Lot
Size

SPAN *
Margin %

SPAN Exposure
Amount(A) Margin%

Exposure
Mrgn Amt(B)

Total
%

25/01/2017

128.85

4500

7.56

43830.00

5.00

28991.25

12.56

72821.25

502 TATAGLOBAL

23/02/2017

129.40

4500

7.57

44055.00

5.00

29115.00

12.57

73170.00

503 TATAGLOBAL

30/03/2017

130.15

4500

7.57

44325.00

5.00

29283.75

12.57

73608.75

504 TATAMOTORS

25/01/2017

516.35

1500

7.51

58140.00

5.00

38726.25

12.51

96866.25

505 TATAMOTORS

23/02/2017

518.40

1500

7.52

58440.00

5.00

38880.00

12.52

97320.00

506 TATAMOTORS

30/03/2017

520.00

1500

7.54

58815.00

5.00

39000.00

12.54

97815.00

507 TATAMTRDVR

25/01/2017

325.25

2100

7.50

51240.00

5.00

34151.25

12.50

85391.25

508 TATAMTRDVR

23/02/2017

326.60

2100

7.51

51513.00

5.00

34293.00

12.51

85806.00

509 TATAMTRDVR

30/03/2017

328.50

2100

7.52

51849.00

5.00

34492.50

12.52

86341.50

510 TATAPOWER

25/01/2017

79.60

9000

7.56

54180.00

5.00

35820.00

12.56

90000.00

511 TATAPOWER

23/02/2017

80.00

9000

7.58

54540.00

5.00

36000.00

12.58

90540.00

512 TATAPOWER

30/03/2017

80.45

9000

7.57

54810.00

5.00

36202.50

12.57

91012.50

513 TATASTEEL

25/01/2017

448.00

2000

7.51

67280.00

5.00

44800.00

12.51

112080.00

514 TATASTEEL

23/02/2017

449.60

2000

7.52

67620.00

5.00

44960.00

12.52

112580.00

515 TATASTEEL

30/03/2017

452.60

2000

7.52

68060.00

5.00

45260.00

12.52

113320.00

516 TCS

25/01/2017

2250.00

250

7.50

42197.50

5.00

28125.00

12.50

70322.50

517 TCS

23/02/2017

2261.30

250

7.50

42420.00

5.00

28266.25

12.50

70686.25

518 TCS

30/03/2017

2270.00

250

7.52

42692.50

5.00

28375.00

12.52

71067.50

PDEOD
Open-Int
Qty

PDEOD
Open-Int
(%)

Position
Limit
Client-wise

OVER ALL
Limit
TM/FII's-wise

Position
Limit
Market Wide

1.55

3907180

15628500

78143609

31509000

40.32

1.16

19345494

77380500

386909887

33447000

8.64

1.23

5079850

20317500

101597007

17789100

17.51

1.26

18114289

72450000

362285786

35964000

9.93

1.12

6667130

26668000

133342619

48190000

36.14

1.02

5255527

21022000

105110557

12292750

11.70

Spread
Margin
Total
Amount N Month

501 TATAGLOBAL

16-JAN-17

CENTURYTEX,IBREALEST,JINDALSTEL,JPASSOCIAT,JUSTDIAL, WOCKPHARMA are under ban for trade date 16-Jan-2017. Fresh positions shall attract penalty until MWPL of these scrips
go below 80%.
* Client-wise position limit, over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.

* Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
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.
CIN No: CIN - U74992MH2006PLC163337

Website: http://www.ilfsdp.com

Page 29 of 32
JAN-13-17 09:26 PM

Equity Derivative(NSE)

Equity Derivative(NSE)

Margin Details & Position Limits

As on Date :
Sr
No.

Scrip

Expiry

Rate

Lot
Size

SPAN *
Margin %

SPAN Exposure
Amount(A) Margin%

Exposure
Mrgn Amt(B)

Total
%

25/01/2017

490.15

1100

7.52

40535.00

5.00

26958.25

12.52

67493.25

520 TECHM

23/02/2017

492.50

1100

7.52

40744.00

5.00

27087.50

12.52

67831.50

521 TECHM

30/03/2017

495.35

1100

7.53

41008.00

5.00

27244.25

12.53

68252.25

522 TITAN

25/01/2017

357.85

1500

7.55

40515.00

5.00

26838.75

12.55

67353.75

523 TITAN

23/02/2017

356.40

1500

7.62

40725.00

5.00

26730.00

12.62

67455.00

524 TITAN

30/03/2017

363.35

1500

7.52

40995.00

5.00

27251.25

12.52

68246.25

525 TORNTPHARM

25/01/2017

1337.80

400

7.51

40164.00

5.00

26756.00

12.51

66920.00

526 TORNTPHARM

23/02/2017

1343.90

400

7.51

40376.00

5.00

26878.00

12.51

67254.00

527 TORNTPHARM

30/03/2017

1352.50

400

7.51

40636.00

5.00

27050.00

12.51

67686.00

528 TORNTPOWER

25/01/2017

186.70

3000

7.53

42180.00

5.00

28005.00

12.53

70185.00

529 TORNTPOWER

23/02/2017

187.40

3000

7.54

42390.00

5.00

28110.00

12.54

70500.00

530 TORNTPOWER

30/03/2017

188.60

3000

7.54

42660.00

5.00

28290.00

12.54

70950.00

531 TV18BRDCST

25/01/2017

38.75 17000

7.51

49470.00

5.00

32937.50

12.51

82407.50

532 TV18BRDCST

23/02/2017

38.90 17000

7.53

49810.00

5.00

33065.00

12.53

82875.00

533 TV18BRDCST

30/03/2017

39.25 17000

7.52

50150.00

5.00

33362.50

12.52

83512.50

534 TVSMOTOR

25/01/2017

383.25

2000

7.55

57840.00

5.00

38325.00

12.55

96165.00

535 TVSMOTOR

23/02/2017

377.80

2000

7.69

58140.00

5.00

37780.00

12.69

95920.00

536 TVSMOTOR

30/03/2017

389.30

2000

7.52

58520.00

5.00

38930.00

12.52

97450.00

PDEOD
Open-Int
Qty

PDEOD
Open-Int
(%)

Position
Limit
Client-wise

OVER ALL
Limit
TM/FII's-wise

Position
Limit
Market Wide

1.02

6186644

24745600

123732896

11766700

9.51

1.12

4167782

16671000

83355648

11053500

13.26

1.05

486580

1946000

9731600

201200

2.07

1.07

2231734

8925000

44634693

3687000

8.26

2.58

6788400

27149000

135768011

101439000

74.71

1.04

2024043

8096000

40480865

11918000

29.44

Spread
Margin
Total
Amount N Month

519 TECHM

16-JAN-17

CENTURYTEX,IBREALEST,JINDALSTEL,JPASSOCIAT,JUSTDIAL, WOCKPHARMA are under ban for trade date 16-Jan-2017. Fresh positions shall attract penalty until MWPL of these scrips
go below 80%.
* Client-wise position limit, over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.

* Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
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.
CIN No: CIN - U74992MH2006PLC163337

Website: http://www.ilfsdp.com

Page 30 of 32
JAN-13-17 09:26 PM

Equity Derivative(NSE)

Equity Derivative(NSE)

Margin Details & Position Limits

As on Date :
Sr
No.

Scrip

Expiry

Rate

Lot
Size

SPAN *
Margin %

SPAN Exposure
Amount(A) Margin%

Exposure
Mrgn Amt(B)

Total
%

25/01/2017

827.80

700

7.52

43575.00

5.00

28973.00

12.52

72548.00

538 UBL

23/02/2017

833.10

700

7.51

43806.00

5.00

29158.50

12.51

72964.50

539 UBL

30/03/2017

838.50

700

7.51

44086.00

5.00

29347.50

12.51

73433.50

540 ULTRACEMCO

25/01/2017

3329.80

200

7.50

49962.00

5.00

33298.00

12.50

83260.00

541 ULTRACEMCO

23/02/2017

3337.80

200

7.52

50228.00

5.00

33378.00

12.52

83606.00

542 ULTRACEMCO

30/03/2017

3366.00

200

7.51

50548.00

5.00

33660.00

12.51

84208.00

543 UNIONBANK

25/01/2017

134.60

4000

9.10

49000.00

5.00

26920.00

14.10

75920.00

544 UNIONBANK

23/02/2017

131.45

4000

9.36

49240.00

5.00

26290.00

14.36

75530.00

545 UNIONBANK

30/03/2017

130.05

4000

9.53

49560.00

5.00

26010.00

14.53

75570.00

546 UPL

25/01/2017

688.20

1200

7.53

62172.00

5.00

41292.00

12.53

103464.00

547 UPL

23/02/2017

689.05

1200

7.56

62496.00

5.00

41343.00

12.56

103839.00

548 UPL

30/03/2017

697.65

1200

7.51

62904.00

5.00

41859.00

12.51

104763.00

549 VEDL

25/01/2017

239.20

3500

7.97

66745.00

5.00

41860.00

12.97

108605.00

550 VEDL

23/02/2017

238.55

3500

8.04

67130.00

5.00

41746.25

13.04

108876.25

551 VEDL

30/03/2017

241.65

3500

7.99

67550.00

5.00

42288.75

12.99

109838.75

552 VOLTAS

25/01/2017

342.40

2000

7.57

51820.00

5.00

34240.00

12.57

86060.00

553 VOLTAS

23/02/2017

337.95

2000

7.71

52080.00

5.00

33795.00

12.71

85875.00

554 VOLTAS

30/03/2017

348.45

2000

7.52

52420.00

5.00

34845.00

12.52

87265.00

PDEOD
Open-Int
Qty

PDEOD
Open-Int
(%)

Position
Limit
Client-wise

OVER ALL
Limit
TM/FII's-wise

Position
Limit
Market Wide

1.09

690836

2762900

13816721

1119300

8.10

1.02

1035686

4142600

20713731

2720800

13.14

1.49

2513345

10052000

50266904

31668000

63.00

1.02

3660213

14640000

73204269

6997200

9.56

1.25

11009480

44037000

220189602

67725000

30.76

1.17

2306312

9224000

46126252

6656000

14.43

Spread
Margin
Total
Amount N Month

537 UBL

16-JAN-17

CENTURYTEX,IBREALEST,JINDALSTEL,JPASSOCIAT,JUSTDIAL, WOCKPHARMA are under ban for trade date 16-Jan-2017. Fresh positions shall attract penalty until MWPL of these scrips
go below 80%.
* Client-wise position limit, over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.

* Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
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.
CIN No: CIN - U74992MH2006PLC163337

Website: http://www.ilfsdp.com

Page 31 of 32
JAN-13-17 09:26 PM

Equity Derivative(NSE)

Equity Derivative(NSE)

Margin Details & Position Limits

As on Date :
Sr
No.

Scrip

Expiry

Rate

Lot
Size

SPAN *
Margin %

SPAN Exposure
Amount(A) Margin%

Exposure
Mrgn Amt(B)

Total
%

25/01/2017

484.65

1200

7.52

43740.00

5.00

29079.00

12.52

72819.00

556 WIPRO

23/02/2017

482.45

1200

7.59

43968.00

5.00

28947.00

12.59

72915.00

557 WIPRO

30/03/2017

491.45

1200

7.50

44256.00

5.00

29487.00

12.50

73743.00

558 WOCKPHARMA

25/01/2017

697.35

600

7.50

31386.00

5.00

20920.50

12.50

52306.50

559 WOCKPHARMA

23/02/2017

699.30

600

7.52

31554.00

5.00

20979.00

12.52

52533.00

560 WOCKPHARMA

30/03/2017

705.30

600

7.50

31758.00

5.00

21159.00

12.50

52917.00

561 YESBANK

25/01/2017

1323.15

700

7.50

69510.00

5.00

46310.25

12.50

115820.25

562 YESBANK

23/02/2017

1327.60

700

7.52

69881.00

5.00

46466.00

12.52

116347.00

563 YESBANK

30/03/2017

1336.45

700

7.52

70329.00

5.00

46775.75

12.52

117104.75

564 ZEEL

25/01/2017

479.00

1300

7.51

46735.00

5.00

31135.00

12.51

77870.00

565 ZEEL

23/02/2017

480.35

1300

7.52

46982.00

5.00

31222.75

12.52

78204.75

566 ZEEL

30/03/2017

484.25

1300

7.51

47281.00

5.00

31476.25

12.51

78757.25

PDEOD
Open-Int
Qty

PDEOD
Open-Int
(%)

Position
Limit
Client-wise

OVER ALL
Limit
TM/FII's-wise

Position
Limit
Market Wide

1.03

6361492

25444800

127229846

6307200

4.96

1.15

284229

1136400

5684585

4551600

80.07

1.06

3295167

13180300

65903352

17626700

26.75

1.04

5467785

21869900

109355701

11126700

10.17

Spread
Margin
Total
Amount N Month

555 WIPRO

16-JAN-17

*** End of Report ***

CENTURYTEX,IBREALEST,JINDALSTEL,JPASSOCIAT,JUSTDIAL, WOCKPHARMA are under ban for trade date 16-Jan-2017. Fresh positions shall attract penalty until MWPL of these scrips
go below 80%.
* Client-wise position limit, over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.

* Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
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.
CIN No: CIN - U74992MH2006PLC163337

Website: http://www.ilfsdp.com

Page 32 of 32
JAN-13-17 09:26 PM