InvestorQ : Are interest rate futures also traded both on the BSE and the NSE and how are the volumes and open interest on the same?
Dawn Cherian made post

Are interest rate futures also traded both on the BSE and the NSE and how are the volumes and open interest on the same?

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Dilmini Mercia answered.
2 years ago
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Interest rate futures are yet to pick up in a big way but the volumes are catching on in both the exchanges as you can see from the table below.

Year/ Month

No. of Trading Days

BSE

Interest Rate Futures

Open Interest at the end of

No. of Contracts

Traded Value (` crore)

No. of Contracts

Traded Value (` crore)

2018-19

243

59,01,468

1,11,222

60,205

1,214

2019-20$

121

30,04,062

60,966

1,29,129

2,694

Apr-19

18

2,46,140

4,738

66,107

1,320

May-19

22

4,33,988

8,498

60,668

1,255

Jun-19

19

4,15,150

8,395

67,113

1,403

Jul-19

23

7,84,301

16,198

81,493

1,748

Aug-19

20

5,78,510

11,924

1,22,449

2,581

Sep-19

19

5,45,973

11,213

1,29,129

2,694

NSE

Interest Rate Futures

Open Interest at the end of

No. of Contracts

Traded Value (` crore)

No. of Contracts

Value (` crore)

2018-19

243

1,27,64,150

2,45,407

1,03,589

2,054

2019-20$

121

92,81,452

1,90,284

1,90,842

3,978

Apr-19

18

12,32,112

24,098

1,22,799

2,432

May-19

22

11,45,026

22,662

1,40,085

2,849

Jun-19

19

17,75,758

36,063

1,41,713

2,923

Jul-19

23

21,93,597

46,067

1,56,910

3,349

Aug-19

20

15,43,335

32,496

1,79,226

3,776

Sep-19

19

13,91,624

28,898

1,90,842

3,978

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