FnOTax India
AY 2026-27 NSE equity derivatives

NSE F&O tax filing.

NSE equity derivatives are the main F&O market for Indian retail traders. Tax filing does not use contract value or margin blocked; it uses realised derivatives P&L, eligible expenses, and ICAI turnover logic reported through ITR-3.

Income classification

s.43(5)

Exchange-traded NSE futures and options are carved out from speculative-transaction treatment by the proviso to s.43(5), so they are normally reported as non-speculative business income.

Turnover method

ICAI GN 2025

For AY 2026-27, reconcile your broker-reported turnover against ICAI GN 2025: favourable and unfavourable differences, plus option-sale premium where it has not already been netted into per-trade P&L.

Do not use notional value

F&O turnover is not margin, premium paid, or full contract value. Reconcile broker reports against the ICAI method before deciding audit applicability.

Audit applicability

s.44AB

Audit under s.44AB is tested on aggregate business turnover across all brokers and derivative segments. NSE F&O turnover is not tested in isolation if you also trade BSE, currency, or commodity derivatives.

Use the audit checker after aggregating all brokers and all derivative segments.

Expenses

Schedule BP

Brokerage, STT, exchange transaction charges, SEBI charges, stamp duty, GST, data/API costs, and trading-related finance costs can be deductible if supported by reports or invoices.

NSE F&O gotchas

Before filing

NSE turnover is not notional contract value

A NIFTY lot can have large notional exposure, but tax turnover is not the full contract value. Use derivatives turnover rules, not margin or exposure.

STT is deductible for F&O business

STT on F&O is treated as a business expense, unlike the way STT interacts with equity capital gains.

Broker reports may use older ICAI logic

Many broker reports still follow the older absolute-P&L method. For AY 2026-27, verify option-sale premium treatment before relying on the number.

Frequently asked questions

Is NSE F&O speculative income?
No. Exchange-traded F&O is normally non-speculative business income under the s.43(5) proviso.
Which ITR form for NSE F&O?
ITR-3 is the default form because F&O is business income.
Does high NSE notional value trigger audit?
No. Audit uses turnover computed under tax-audit guidance, not notional contract value.

Citations

Sources