Investing Funds Calculation Kite

Dashboard and funds calculation flow on Kite

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The Kite funds page summarises in a few headline numbers what is actually a multi-step calculation involving cash balances, pledged collateral, open positions’ margin requirements, and intraday P&L. This article walks through the flow Kite follows from start to finish.

Inputs

The calculation starts with:

  1. Cash balance in the Zerodha trading account.
  2. Collateral value from pledged equity (haircut-adjusted).
  3. Collateral value from pledged liquid funds (haircut-adjusted).
  4. Open positions with their current SPAN + Exposure margin requirements.
  5. Option premium credits received (and not yet paid back via close).
  6. Intraday P&L (realised and unrealised).
  7. MTM impact from holdings (Day’s P&L on CNC delivery).

Step-by-step flow

Step 1: total resources

Total resources = Cash + Pledged equity collateral (haircut-adjusted) + Pledged liquid fund collateral (haircut-adjusted).

This is the gross capital pool available to the trader.

Step 2: deduct margin used

Margin used = Sum of SPAN + Exposure for all open F&O positions + Intraday equity margin for open MIS positions + Settlement-stage margin for unsettled positions.

Margin available = Total resources - Margin used.

Step 3: add premium credits

For short option positions, the premium received from the sell counts toward cash margin. The premium credit was added to cash in Step 1; the F&O margin requirement in Step 2 is gross of the premium. Net effect: no double counting.

Step 4: apply 50:50 cash check

SEBI requires 50% of F&O margin in cash or cash-equivalent. Cash equivalent = Cash + Liquid fund collateral + Premium credits.

If Cash equivalent < 50% of margin used (on F&O positions), there’s a shortfall. The shortfall incurs interest charges per SEBI’s rate.

Step 5: factor in intraday P&L

Open intraday MIS positions’ unrealised P&L adjusts the available margin:

  • Profit: increases margin available.
  • Loss: decreases margin available.

Realised intraday P&L (from same-day closes) is locked in to cash at end of day.

Step 6: factor in holdings Day’s P&L

CNC holdings’ Day’s P&L does not directly affect margin available during the day (the holdings are not pledged for margin in this state). However, if any holding is pledged, the pledged value changes with LTP, which subtly affects collateral value.

Step 7: display

The funds page shows:

  • Cash: From Step 1 (cash balance only).
  • Margin available: From Step 2 (after subtracting margin used, plus Step 5 unrealised adjustments).
  • Margin used: From Step 2.

Why the displayed Margin available can change throughout the day

TriggerEffect
Open a new F&O positionMargin used up; available down
Close an existing F&O positionMargin used down; available up
MTM gain on open positionsAvailable up
MTM loss on open positionsAvailable down
SPAN file update (volatility spike)Margin used up; available down
Pay-in fundsCash up; available up
Pay-out fundsCash down; available down
Pledge new sharesCollateral up; available up
Un-pledge sharesCollateral down; available down
Option premium credit (sell to open)Premium credit added to cash + margin used up
Option premium debit (buy to close)Cash down + margin used down

End-of-day reset

At end of day:

  • All intraday MIS positions are closed (manually or auto-squared).
  • Realised intraday P&L locks into cash.
  • NRML F&O positions remain open with their margin used.
  • Collateral values get refreshed against the day’s close.
  • T1 holdings move to settled state on T+1.

The funds page on T+1 morning reflects the post-settlement state.

Console for end-of-day reconciliation

Console shows the end-of-day cash balance and any pending payouts. For tax / accounting reconciliation, Console is the source-of-truth; Kite is the in-session real-time view.

See also

External references

References

  1. SEBI, F&O margin and cash collateral framework, sebi.gov.in.
  2. NSE Clearing, SPAN computation, nseclearing.com.
  3. Zerodha Support, Funds calculation, support.zerodha.com.

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The WebNotes Editorial Team covers Indian capital markets, payments infrastructure and retail investor procedures. Every article is fact-checked against primary sources, principally SEBI circulars and master directions, NPCI specifications and the official support documentation published by the intermediary in question. Drafts go through a second-pair-of-eyes review and a separate compliance read before publication, and revisions are tracked against the SEBI and NPCI rule changes referenced in the methodology section.

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