Mark to Market Based square off Equity ,FNO and Currency

Mark to Market Square off Formula of Mark to Market (MtoM) Calculation Cash Segment CNC Buy qty---LTP – Avg. Buy Price CNC Sell qty --- Zero MIS Buy qty ---- LTP – Avg. Buy Price MIS Sell qty --- Avg. Sell Price – LTP Position will be cut for all open position in MIS and CNC buy

Mark to Market Square off Formula of Mark to Market (MtoM) Calculation Options Segment For options buy in NRML: LTP – 0 Price For options sell in NRML: 0 Price– LTP If we close out CF NRML position: entire value of premium will be considered as realized Profit / Loss For options buy in MIS: Avg. Buy Price – LTP For options sell in MIS: Avg. Sell Price – LTP If we close out MIS position: entire value of premium will be considered as realized Profit / Loss All open position of Options Segment Will be square off

Mark to Market Square off Formula of Mark to Market (MtoM) Calculation Future Segment Future Buy (C/F) ----LTP – prev. closing price Future Buy (Day) ----LTP – Avg. Buy Price Future Sell (C/F) ---- prev. closing price - LTP Future Sell (Day) ---- Avg. Sell Price – LTP All open position of Future Segment Will be square off Currency Segment (MCX SX and NSE CDS) Same Rule will be followed as per FNO segment

Mark to Market Square off Formula of Calculation for Client Funds Client Funds / Cash Margin Cash Margin for MtoM based sqr off will be sum of below: Ledger Cash Collateral Non Cash Collateral Holding after haircut as per RMS defined Online paying transfer – Online payout request Credit for sell Net Premium Present related to NRML position  

Mark to Market Square off Square off Process MtoM Warning Alert System will generate the Market to Market Warning Alert at 50% Level Incremental Warning Alert Each incremental of 10% in Mark to Market Position Alert Position Alert will be generated at 75% of Mark to Market of the client funds Cancelation of Pending Orders System will auto cancel the pending orders once Position Alert is generated at 75% MtoM level Auto Square off Position will be square off after Position Alert generated by the system at 75% of MtoM level  

Mark to Market Square off Client / Dealer Intimation Process Intimation to Client Client will be intimated for MtoM Warning Alerts at 50% and Auto Square off at 75% Intimation will be sent on client at his / her registered email and mobile no. with us Intimation to Dealer System will give the alert message on dealer terminal Dealer Must pre-set the Display of admin message setting  to receive these alert messages Alert message will be shown on dealer terminam at 50%,60% and 75% of MtoM level  

Mark to Market Square off -Example A-Client Fund   Client Funds Omnesys Collumn Total Cash Margin Notional Cash Direct Collateral Collateral Benefit Online Pay in Online Pay Out Premium Present Var on CNC Buy Cr for Sell on CNC Sell Clear & Relaised Ledger 25000 Cash and Non Cash Collateral 28000 Uncleared Cheque 12000 Unrealised Sell Value 2000 Holding _ After Haircut 80000 Pay in 10000 Payout -20000 Premium Present-NRML open position -16225 CNC----BUY -26900 CNC----SELL 55000 Total Funds 40000 175775 B-MtoM   Segment Product Symbol Strike Price Option Type Day Qty C/F Qty Net Qty LTP Buy Rate Sq Rate Prev day close price Unrealsied PNL Realised PNL Total Selection of Position for sqr off NFO NRML NIFTY 8200 CE 25 490 350 12250 To be sqr off 8300 PE -250 55.25 -13812.5 -25 109 299 257 -2725 MIS BANKNIFTY-FUT 100 -200 -100 19500 19100 18721 -77900 -37900 -115800 BSE RELIANCE 1050 1000 -5000 SBIN 300 268 3200 NSE CNC KFA 269 3100 -55 Not to Sqr off -120088  C-MtoM % _ Calcualtion MtoM Client Fund MtoM %   -120088 175775 -68.32%

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