Currency Derivative Segment

Currency Derivative Segment

Market Activity Report forFeb162018

Currency Derivative and Interest Rate Futuressaw a trading volume of`446.94crores, arising out of69079contracts.

Instrument / Symbol / No. of Contracts Traded / Total Traded Value (` In Crs.) / Open Interest (Qty.) as at end of trading hrs.
FUTCUR / USDINR / 31351 / 200.85 / 139825
FUTCUR / EURINR / 394 / 3.17 / 2516
FUTCUR / GBPINR / 459 / 4.15 / 893
FUTCUR / JPYINR / 16 / 0.10 / 95
OPTCUR / USDINR / 36859 / 238.67 / 52999

Currency Futures

Contract wise summary:

Out of the 48 currency futures contracts available, 8 contracts got traded. Details of contracts are as under:

Symbol / Expiry Month / No of Contracts Traded / Total Traded Value (` In Crs.) / Open interest (Qty.) as at end of trading hrs.
USDINR / 26-Feb-18 / 30376 / 194.56 / 135548
USDINR / 28-Mar-18 / 750 / 4.83 / 3534
GBPINR / 26-Feb-18 / 449 / 4.06 / 869
EURINR / 28-Mar-18 / 313 / 2.52 / 418
USDINR / 26-Apr-18 / 225 / 1.46 / 743
EURINR / 26-Feb-18 / 81 / 0.65 / 2098
GBPINR / 28-Mar-18 / 10 / 0.09 / 24
JPYINR / 26-Feb-18 / 14 / 0.08 / 65
JPYINR / 28-Mar-18 / 2 / 0.01 / 30

USDINR 26FEB2018was the most active currency future contract traded today recording volumes of 36870contracts valuing `194.56crores contributing to around93.42%of the total futures traded volume.

Currency Options - USDINR

Expiry Month / No. of Contracts Traded / Total Traded Value (` In Crs.) / Open Interest (Qty.) as at end of trading hrs.
26-Feb-18 / 36859 / 238.67 / 34949

Currency options saw a trading volume of `238.67 Crores arising out of 36859 contracts.