InvestorQ : What are volumes in currency derivatives segment
manisha Kolvenkar made post

What are volumes in currency derivatives segment

Answer
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Mahima Roy answered.
2 years ago


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