The Clearing Corporation of India Ltd. (CCIL) on April 02, 2026, issued a notification regarding Forex Forward and Forex USDINR Options Segment Volatility Margin.
The following has been stated: -
•Volatility Margin in the Forex Forward and USDINR Options segments has been increased from 20% to 25% with immediate effect.
•The same margin will apply to both Forex Forward and USDINR Options segments simultaneously.
•This increase will lead to a higher overall margin requirement for participants.
•Members are advised to maintain sufficient funds in their margin accounts.
•The revised Volatility Margin will remain applicable until further notice.
The detailed notification is given in the document below.
[Notification No.: RMD/FX-FF/11]
