What are volumes in currency derivatives segment
Answer
Answer
Answer
Volumes on the currency derivatives are still dominated by the USDINR contracts with the predominant volumes in the near month and the mid month contracts. The table below captures the currency volumes for the last fiscal year 2017-18
Business Growth of Currency Derivatives Segment at NSE
Open Interest
Month/ Year
No. of trading days
No. of Contracts Traded
Trading Value (` Crores)
Trading Value (US $ mn)
Average Daily Trading Value (` Crores)
Average Daily Trading Value (US $ mn)
No. of Contracts
Trading Value (` Crores)
Trading Value (US $ mn)
Apr-17
18
609,05,952
3,98,004
61,707
22,111
3,428
46,75,628
30,260
4,692
May-17
21
600,91,920
3,93,123
61,007
18,720
2,905
44,30,643
28,809
4,471
Jun-17
21
493,54,219
3,24,732
50,393
15,463
2,400
38,81,086
25,367
3,937
Jul-17
21
490,56,785
3,22,478
50,031
15,356
2,382
46,36,459
30,104
4,670
Aug-17
20
571,59,385
3,72,652
58,263
18,633
2,913
48,18,635
31,172
4,874
Sep-17
21
848,97,105
5,57,624
86,503
26,554
4,119
60,13,600
39,666
6,153
Oct-17
20
613,06,677
4,05,188
62,283
20,259
3,114
37,15,748
24,328
3,740
Nov-17
22
752,34,437
4,96,177
76,506
22,554
3,478
37,71,733
24,647
3,800
Dec-17
19
600,76,689
3,94,077
61,344
20,741
3,229
38,05,136
24,671
3,840
Jan-18
22
737,43,328
4,81,163
75,591
21,871
3,436
33,85,662
22,169
3,483
Feb-18
18
769,78,696
5,06,671
78,617
28,148
4,368
48,77,442
32,197
4,996
Mar-18
19
561,58,536
3,76,612
57,903
19,822
3,048
38,47,220
25,726
3,955
2017-18
242
7649,63,729
50,28,502
7,80,150
20,779
3,224
38,47,220
25,726
3,991