What has been the trend of the share of F&O contracts being settled on expiry versus via MTM settlement?
Answer
Answer
The table below captures how the settlements in F&O have happened across various settlement options and specifically on a month wise basis. Check the table out and all figures are in crores of Rupees.
Month
Index/Stock Futures
Index/Stock Options
Total
Settlement Guarantee Fund*
MTM Settlement
Final Settlement
Premium Settlement
Exercise Settlement
Apr-10
3,295
83
795
105
4,278
33,274
May-10
7,062
203
1,037
152
8,455
31,955
Jun-10
5,117
48
945
201
6,310
33,276
Jul-10
3,382
57
796
133
4,367
31,980
Aug-10
3,466
49
932
127
4,575
32,559
Sep-10
4,175
105
1,623
314
6,218
34,459
Oct-10
6,685
182
1,124
163
8,153
32,404
Nov-10
10,170
191
1,053
183
11,597
31,908
Dec-10
7,242
77
1,012
224
8,555
31,354
Jan-11
6,458
160
1,074
165
7,858
29,183
Feb-11
6,203
359
1,247
152
7,961
29,241
Mar-11
4,033
76
1,066
200
5,374
29,759
Apr-11
3,504
104
873
56
4,536
29,601
May-11
5,450
126
932
77
6,585
28,534
Jun-11
3,870
70
1,010
149
5,099
29,223
Jul-11
4,008
152
882
61
5,104
28,528
Aug-11
7,544
102
1,480
234
9,359
29,264
Sep-11
5,536
151
1,122
117
6,926
28,767
Oct-11
4,104
101
897
93
5,194
28,152
Nov-11
4,606
108
1,096
106
5,917
27,201
Dec-11
4,563
105
1,175
257
6,100
25,234
Jan-12
3,695
80
941
164
4,880
25,373
Feb-12
4,385
92
1,067
153
5,697
26,859
Mar-12
5,399
84
1,323
94
6,900
25,377
Apr-12
2,884
33
899
56
3,873
24,651
May-12
4,280
52
1,041
93
5,466
23,936
Jun-12
3,399
29
1,092
124
4,645
24,194
Jul-12
3,458
163
1,402
74
5,098
25,822
Aug-12
2,375
60
1,024
64
3,522
25,810
Sep-12
3,273
66
1,062
146
4,547
27,684
Oct-12
3,246
45
861
47
4,199
27,688
Nov-12
3,362
133
826
134
4,454
27,850
Dec-12
3,129
78
906
342
4,455
27,251
Jan-13
4,661
48
858
115
5,682
28,818
Feb-13
4,205
382
840
201
5,628
28,325
Mar-13
3,654
132
1,101
304
5,191
26,141
Apr-13
2,994
138
1,154
157
4,444
25,648
May-13
3,803
93
1,095
153
5,143
27,425
Jun-13
3,704
234
1,034
487
5,459
25,599
Jul-13
4,359
125
1,082
134
5,700
24,055
Aug-13
5,274
359
1,440
329
7,402
23,704
Sep-13
4,273
30
1,352
177
5,833
25,211
Oct-13
2,669
74
1,135
131
4,010
26,442
Nov-13
3,223
47
949
67
4,286
25,620
Dec-13
2,733
24
1,143
145
4,045
25,181
Jan-14
4,054
152
919
103
5,229
24,373
Feb-14
2,062
53
770
63
2,948
24,066
Mar-14
3,142
96
1,183
211
4,632
25,363
Apr-14
3,382
53
1,106
94
4,635
26,956
May-14
6,998
212
1,986
336
9,531
34,343
Jun-14
8,459
130
1,322
271
10,182
35,431
Jul-14
8,493
96
1,222
103
9,914
38,997
Aug-14
5,587
58
839
116
6,600
37,269
Sep-14
6,893
316
1,291
159
8,660
36,195
Oct-14
5,577
108
863
120
6,668
37,752
Nov-14
4,306
52
919
118
5,395
39,968
Dec-14
6,839
158
1,598
777
9,372
472
Jan-15
5,730
86
1,477
290
7,583
475
Feb-15
6,827
165
1,305
142
8,439
487
Mar-15
6,675
320
1,371
310
8,676
489
Apr-15
6,451
146
1,089
161
7,847
514
May-15
7,853
93
1,071
99
9,116
517
Jun-15
6,935
68
1,424
518
8,945
542
Jul-15
7,208
146
993
126
8,473
547
Aug-15
10,287
349
1,395
216
12,247
558
Sep-15
8,075
71
1,402
132
9,680
750
Oct-15
4,199
111
1,103
80
5,494
754
Nov-15
4,473
115
1,133
97
5,817
777
Dec-15
5,845
65
1,185
288
7,384
782
Jan-16
9,690
65
1,720
258
11,733
787
Feb-16
8,854
123
1,808
401
11,186
795
Mar-16
5,713
69
1,600
425
7,807
798
Apr-16
4,522
176
1,376
147
6,221
806
May-16
5,412
187
1,283
146
7,028
903
Jun-16
5,383
165
1,329
373
7,251
906
Jul-16
4,799
120
1,145
209
6,273
921
Aug-16
5,763
79
1,228
134
7,204
926
Sep-16
8,724
587
1,307
274
10,892
964
Oct-16
5,912
185
975
161
7,233
972
Nov-16
10,535
210
1,694
366
12,806
1,012
Dec-16
6,634
114
1,651
271
8,671
1,020
Jan-17
400
15
400
15
831
1,024
Feb-17
6,031
103
1,183
246
7,564
1,048
Mar-17
6,325
108
1,449
237
8,118
1,052
Apr-17
5,357
80
1,278
244
6,959
1,100
May-17
10,260
395
1,239
193
12,087
1,133
Jun-17
5,230
144
1,330
408
7,111
1,146
Jul-17
6,552
163
1,650
144
8,508
1,197
Aug-17
11,557
90
1,584
170
13,400
1,218
Sep-17
9,254
145
1,444
153
10,996
1,422
Oct-17
8,667
167
1,708
227
10,769
1,432
Nov-17
9,469
363
1,347
155
11,334
1,465
Dec-17
10,050
85
2,106
889
13,130
1,568
Jan-18
12,301
194
1,932
216
14,643
1,577
Feb-18
13,686
137
1,764
236
15,822
1,611
Mar-18
13,074
251
1,560
177
15,062
1,617
Apr-18
9,427
161
1,454
145
11,186
0
May-18
12,422
374
1,275
209
14,280
1,664
Jun-18
11,243
299
1,645
394
13,582
1,693
Jul-18
12,392
161
1,323
125
14,001
1,708
Aug-18
9,001
109
1,188
133
10,431
1,731
Sep-18
16,644
348
1,858
265
19,114
1,736
Oct-18
19,279
359
2,456
272
22,367
1,780
Nov-18
8,536
296
1,203
157
10,192
1,806
Dec-18
10,941
88
2,041
383
13,453
1,839
In short, the MTM settlement continues to predominate the F&O market across all kinds of futures and options products.