The table below captures the key volume data in the currency futures in the currency futures and the currency options segment on the BSE.

Year/Month

Currency Futures

1 Month

2 Month

3 Month

> 3 Months

2018-19

28,21,842

3,28,322

9,826

1,918

2019-20$

11,93,475

1,54,518

2,432

136

Apr-19

1,69,144

24,434

318

11

May-19

2,19,385

23,734

452

7

Jun-19

1,80,366

26,223

257

6

Jul-19

1,88,459

18,900

415

53

Aug-19

2,18,410

36,027

487

27

Sep-19

2,17,711

25,199

503

31

Currency Options

1 Month

2 Month

3 Month

> 3 Months

2018-19

37,01,092

3,15,307

1,160

127

2019-20$

19,13,593

1,45,479

69

0

Apr-19

3,27,257

27,355

4

0

May-19

3,35,662

24,215

20

0

Jun-19

3,14,356

26,002

10

0

Jul-19

3,88,505

26,356

31

0

Aug-19

2,88,010

20,367

4

0

Sep-19

2,59,802

21,185

0

0

As you can see the near month contract continues to be the most liquid currency futures and currency options segment although the next month is gradually building up on the BSE. However, if you check the volumes on the NSE as represented in the below, you will realize that the volumes on the NSE are a little more evenly spread out between current month, mid month and far month.

Year/Month

Currency Future

1 Month

2 Month

3 Month

> 3 Months

2018-19

37,19,230

8,28,483

70,717

36,497

2019-20$

17,40,821

4,31,598

31,169

15,379

Apr-19

2,77,113

74,401

6,549

3,222

May-19

2,80,202

69,000

5,610

1,954

Jun-19

2,30,011

65,885

3,927

1,931

Jul-19

2,56,558

52,369

3,814

1,897

Aug-19

3,76,351

98,448

6,270

2,846

Sep-19

3,20,587

71,495

4,999

3,529

Currency Options

1 Month

2 Month

3 Month

> 3 Months

2018-19

26,46,031

5,78,571

2,42,228

3,96,595

2019-20$

12,14,475

4,71,031

1,89,645

4,35,393

Apr-19

1,89,409

47,930

42,278

70,453

May-19

1,76,634

73,280

27,978

48,601

Jun-19

1,46,994

69,169

23,267

49,944

Jul-19

1,47,284

54,369

32,076

88,547

Aug-19

2,84,874

1,16,137

30,088

1,12,012

Sep-19

2,69,279

1,10,146

33,958

65,835

As can be seen above table, the near monthly continues to predominate but the spread in the longer term options and futures is much better compared to the BSE.