Risk Parameter Files
Risk parameter files are required to calculate SPAN margins. It contains details of all the parameters specified by the Exchange that are required to calculate margins. This file is same for all the members. Members trading in currency derivatives need to upload the risk parameter file and their position files in PC-SPAN software to find out their margin obligations.
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Spn File Format
Beginning of the Day
Intra-Day 01 (At 11:00 a.m.)
Intra-Day 02 (At 12:30 p.m.)
Intra-Day 03 (At 2:00 p.m.)
Intra-Day 04 (At 3:30 p.m.)
Intra-Day 05 (At 5:00 p.m.)
Intra-Day 06 (Interim For IRD)
Final (At 8:00 p.m.)