What are VAR, ELM, and Ad-hoc margins?

What are VAR, ELM, and Ad-hoc margins?

When you trade in the equity cash segment on FYERS, the exchange requires upfront risk margins to safeguard against price volatility and potential loss. The key components are VAR, ELM, and in some cases ad hoc margins. Here’s a simple breakdown and a few examples.
Note: Margin rates change based on exchange risk models, liquidity, and surveillance actions. Always check the live total margin in your FYERS order window before placing an order.

What is VAR

Value At Risk (VAR) is the base risk margin charged on a stock. It estimates the maximum likely one-day loss under normal market conditions. The exchange determines and publishes VAR for each security using volatility-based risk models.

  • For liquid stocks, VAR is computed on a 1-day horizon.
  • For illiquid stocks, stricter assumptions (e.g., 3-day horizon) may be used to cover higher risk.

What is ELM

Extreme Loss Margin (ELM) is an additional buffer over and above VAR to protect against extreme price moves that normal VAR might not capture. ELM is collected on eligible cash-segment trades as part of the total upfront margin.

What is Ad-hoc margin

Ad-hoc margin is a temporary, additional margin imposed on specific securities during special situations—such as surveillance measures, unusual volatility, low liquidity, or manipulation alerts. It is typically applied by the exchange; brokers may also implement additional controls when needed.

Important: The total requirement you see before placing an order can be VAR + ELM + Ad-hoc (if applicable). Ensure sufficient funds to avoid order rejections.

Examples (illustration)

Numbers below are illustrative and for understanding only. Actual rates vary by scrip and over time.

  • Example 1: VAR = 20%, ELM = 3.5% → Total = 23.5% of trade value.
  • Example 2: VAR = 18%, ELM = 3%, Ad-hoc = 5% → Total = 26% of trade value.
Tip: If a stock shows a surveillance tag (e.g., ASM/GSM), expect higher margins and lower trading limits. Plan your funds accordingly.

How to check applicable margins

  • FYERS order window (Web/App): Review the required margin before placing an order.
  • Reference: NSE Equity Margin Calculator for VAR+ELM indications.

What if…

ScenarioExplanation
I see a higher margin requirement than expectedIt could be due to ELM or a temporary Ad-hoc margin added to base VAR.
I want the latest margin details for a stockUse the FYERS order window for the live requirement, or check the NSE margin calculator for VAR+ELM.
A stock is under surveillanceAd-hoc margins may be applied until the measure is withdrawn.

Troubleshooting

  • Order rejected due to insufficient margin: Re-check total requirement (VAR + ELM + Ad-hoc) and add funds or reduce quantity.
  • Margin changed after market close: Exchanges periodically update margins based on volatility/surveillance; verify again before next trade.
  • Component-wise break-up not visible: Some screens show the total requirement; use the exchange calculator link above for a reference VAR+ELM view.

Updated on: 07 Nov 2025

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