Source data
Everything published here derives from the daily margin trading disclosures that the National Stock Exchange and the BSE publish on their own websites. No broker feed, no scraped portal, no third-party data vendor is involved. Both exchanges publish a file for each trading day listing the securities funded under the Margin Trading Facility, the number of shares, and the funded value.
We do not receive privileged access to any of this. The same files are available to anyone. What this site adds is the daily collection, the combination of the two exchanges, and the history — the exchanges publish a snapshot, not a series.
The one-day lag
Exchange files describe the previous trading day and are published that evening. A figure labelled 18 August is the book as it stood at the close on 18 August, retrieved on the nineteenth. This is a property of the source, not a delay we introduce. Weekends and exchange holidays have no file, so the series covers trading days only.
Combining NSE and BSE
The two exchanges publish separately, and a stock funded on both appears in both files. We match the two on ISIN rather than on ticker, because the same company can carry different symbols on each exchange. The combined figure for a stock is the sum of its NSE and BSE funded value; the market-wide book is the sum across every funded security on both exchanges.
Where a stock appears on only one exchange, it is tagged as such on the tables rather than being silently reported as a combined figure.
Both exchanges are included for every trading day from 01 Jan 2021 onwards. On 15 days in 2025 no BSE file was published or recovered, and on those days the combined book is NSE-only; they are marked null in the archive index.
Units and rounding
The exchanges report in lakhs. We convert to crore, which is how the market discusses these numbers, and round for display. Share of book is shown to two decimal places because most individual stocks sit below one percent, where a whole number would round almost everything to zero.
What the archive cap means
The per-day scripwise archive retains the 1,000 largest positions for each trading day. That covers the overwhelming majority of the funded value, but it means the archive should not be summed to derive the market-wide book — the total shown on the dashboard comes from the exchanges' own net figures, not from adding up the rows we retain.
The stocks list accumulates every security we have ever recorded a book against, so it grows over time and is larger than any single day's file.
If you want the underlying numbers rather than the pages, the data and API page documents the JSON and CSV files this site is built from, all of which are free to use with attribution.
How our figures are defined
Every figure on the site is one of these. For the MTF terms brokers use — margin, haircut, pledge — see the glossary in the guide.
- Combined book
- The total Margin Trading Facility funded value outstanding across NSE and BSE at the end of a trading day, taken from each exchange's own net figure and added together. Every headline total on the site is this number.
- Funded value and shares under margin
- Funded value is the rupee amount lent against a stock; it rises and falls with the share price on its own. Shares under margin is the number of shares pledged. Only a change in the share count shows whether more stock is genuinely being borrowed against.
- Change windows
- 1D, 5D, 10D and 30D count back that many trading days in the archive. 3M, 6M and 12M go back to the same calendar date, moved to the nearest trading day on or before it. Every change is measured between two days summed on the same basis.
- Month-end
- The book on the last trading day of a calendar month in the archive. The current month is shown as “month to date” until it ends.
- Fresh exposure and liquidation
- The exchanges' own gross figures for new funding taken and funding repaid during the day. They cannot be derived from the change in the net book, because both happen every day.
- Exit days
- Shares under margin divided by the stock's average deliverable volume over the last 20 sessions: roughly how many sessions it would take to unwind the position if it traded at that pace. A rule of thumb, not a model.
- Delivery %
- The share of traded volume settled by delivery, averaged over 20 sessions.
- Concentration
- Top-10, top-25 and top-50 share are the largest positions' funded value as a share of the whole book. Effective names is 10,000 divided by the Herfindahl index across the retained positions: the number of equal-sized positions that would give the same concentration.
- Sector book
- The sum of funded value across a sector's stocks among each day's 500 largest positions — the depth every archived day holds, so sector changes compare like with like. The remainder of the book is shown as its own row rather than left out.
- Peak and drawdown
- Peak is the highest combined book on any archived day; drawdown is how far the latest book sits below it, in percent.
- Market cap
- Shares listed times the closing price, from NSE's daily market-capitalisation file for the same trading day as the MTF figures.
- Free float
- The public shareholding in a company's latest quarterly shareholding pattern filed with the exchange. Filings land within 21 days of quarter-end, so past months use the filing that was public at the time.
- MTF share of free float
- Shares under margin divided by free-float shares. It compares shares with shares, so it does not move with the price; a ratio above 100% is treated as a data error and not published.
- Size bucket
- AMFI's classification: the 100 largest companies by average full market cap are large cap, the next 150 mid cap, the rest small cap. Ranked from the last six month-end market caps unless the official AMFI list is available.
Known limitations
The data shows the aggregate funded book, not who holds it. There is no way to tell from these disclosures how many investors are behind a position, how concentrated it is, or at what prices it was built.
Exchange files are occasionally revised after publication. Where a revision changes a past day, our stored history reflects the file as it stood when we retrieved it, unless we rebuild that day.
Interest rates, haircuts and eligible-stock lists on the Brokers and Calculator pages come from broker disclosures and change without notice. Those are compiled by hand and carry the date they were last checked. The daily MTF figures are automated; the broker information is not.
Corrections
If a figure here disagrees with the exchange file, the exchange file is right and we want to know. Tell us what looks wrong and we will check it against the source and correct it.
Independence
IndiaMTF.com is an independent informational project. It is not a brokerage, is not affiliated with NSE, BSE or any SEBI-registered entity, and does not provide investment advice. We take no payment from any broker: the Brokers page carries plain outbound links, no broker pays for placement, and the ordering is by published interest rate.