The Clearing Corporation of India Ltd (CCIL) on December 12, 2025, notified regarding the USD/INR Forex Forward and Rupee IRS Derivatives Segments.
The following has been stated namely: -
• Portfolio Level Estimation: Calculator assists portfolio level margin estimation wherein members can simulate a change in margin requirement at the total portfolio level (including real-time underlying outstanding cleared trades/positions as at the time of such simulation). The 'What if' feature of the tool facilitates margin simulation for hypothetical changes to the member portfolio on account of potential new trades or an amendment/cancellation to existing trades/positions. The total margin requirement at a portfolio level, as estimated using the Calculator, would enable members to review their free margin balance available in the Member Common Collateral (INR) account and take an appropriate decision on margin management.
• Stand-alone Margin Estimation: Members can calculate margin requirements for uploaded trades/positions as a stand-alone portfolio, independent of the underlying cleared outstanding portfolio in the segment
