What are most active contracts in terms of value traded?
Answer
Answer
The table below captures the most active contracts in the currency derivatives market. Of course, the USDINR near month and mid month contracts are the most liquid and account for a large chunk of the volumes. But now USD INR options are also picking up in volumes. As a currency pair, the USDINR accounts for over 90% of volumes in all forms put together.
Instrument
Contract
Option
Strike
Best Bid
Best Ask
Spread
LTP
Volume
Turnover*
Premium Turnover
OI
No. of
Type
Price
(Contracts)
(in crores)
(in crores)
Trades
FUTCUR
USDINR 271218
-
-
29
70.84
70.8425
2924
0.0025
70.8425
17,40,116
12,339.78
-
14,60,367
44,894
FUTCUR
USDINR 281118
-
-
358
70.6625
70.67
121
0.0075
70.6625
9,82,520
6,950.20
-
7,29,798
19,507
OPTCUR
USDINR 281118
CE
71
-
-
0.0025
38065
0.0025
0.0025
2,14,826
1,525.47
0.2
1,02,375
1,679
OPTCUR
USDINR 281118
CE
70.75
-
-
0.0025
36415
0.0025
0.0025
2,10,725
1,491.48
0.6
89,122
2,221
OPTCUR
USDINR 281118
PE
70.75
250
0.0825
0.085
227
0.0025
0.0825
1,99,409
1,411.83
1.02
76,728
2,556
OPTCUR
USDINR 271218
CE
71
100
0.53
0.535
109
0.005
0.5325
1,66,103
1,188.71
9.38
96,019
4,027
OPTCUR
USDINR 281118
PE
70.5
-
-
0.0025
23391
0.0025
0.0025
1,61,160
1,136.26
0.08
98,125
848
OPTCUR
USDINR 271218
PE
71
200
0.6825
0.6925
50
0.01
0.6825
1,29,039
924.75
8.58
1,05,144
2,773
FUTCUR
USDINR 290119
-
-
20
71.05
71.06
36
0.01
71.05
1,18,533
843.09
-
1,81,949
4,334
OPTCUR
USDINR 271218
PE
70
265
0.27
0.2775
261
0.0075
0.27
1,15,698
812.86
2.97
85,400
2,025