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