InvestorQ : What has been the trend of the share of F&O contracts being settled on expiry versus via MTM settlement?
Rutuja Nigam made post

What has been the trend of the share of F&O contracts being settled on expiry versus via MTM settlement?

Answer
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11 months ago


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.