Welcome to Scribd. Sign in or start your free trial to enjoy unlimited e-books, audiobooks & documents.Find out more
Download
Standard view
Full view
of .
Look up keyword
Like this
3Activity
0 of .
Results for:
No results containing your search query
P. 1
19-04-2010 fx report

19-04-2010 fx report

Ratings: (0)|Views: 91|Likes:
Published by JIGAR

More info:

Published by: JIGAR on Apr 19, 2010
Copyright:Attribution Non-commercial

Availability:

Read on Scribd mobile: iPhone, iPad and Android.
download as PDF, TXT or read online from Scribd
See more
See less

01/25/2011

pdf

text

original

 
 1
 
VOLUMES
There has been a consistent month on month increase in the number of contracts traded in Currency Futuressegment at NSE. The number of contracts traded in current week is as follows:
TradeDateVolumeUSDINRVolumeEURINRVolumeJPYINRVolumeGBPINRTotalVolumeTotal Value(Rs. Cr)Total OpenInterest
16-Apr-10 4529573 37494 396 13894568852 20388.44 69342815-Apr-10 3795956 90963 151 19313889001 17426.25 68757813-Apr-10 4026998 69434 633 12714098336 18402.37 68238112-Apr-10 3528383 94270 25 22363624914 16268.74 7378889-Apr-10 3253190 80470 634 16983335992 14937.75 669377
Price Watch As On 16-04-2010 @ 5:00 Pm
Contract Best Bid Best Ask Spread LTP VolumeValue(crores)OINo. of Trades
USDINR 280410
200 44.375 44.378 61 0.0025 44.378 4422588 19673.99 462384 52183
USDINR 270510
255 44.488 44.495 50 0.0075 44.495 91105 406.22 100132 1077
USDINR 280610
486 44.628 44.64 20 0.0125 44.64 14994 67 76971 225
EURINR 280410
5 60.05 60.06 43 0.01 60.06 35811 215.65 18422 2086
EURINR 270510
1 60.2 60.285 20 0.085 60.243 1663 10.05 2490 76
EURINR 280610
- - 60.5 50 - 60.38 20 0.12 496 2
GBPINR 280410
19 68.693 68.74 1 0.0475 68.693 1341 9.21 5786 158
GBPINR 270510
10 68.783 68.94 1 0.1575 68.79 47 0.32 721 25
GBPINR 280610
1 68.91 69.588 20 0.6775 69.63 1 0.01 6 1
JPYINR 280410
5 47.818 48 1 0.1825 47.775 395 1.9 644 37
JPYINR 270510
1 47.86 48.08 1 0.22 48 1 0 26 1
JPYINR 280610
- - 49.498 20 - - - - - -
CCuurrrreennccyyFFuuttuurreessaattNNSSEE 
 
1199
tthh 
AApprriill
 
22001100
 
 
 2
 RBI Refrence Rate:
RBI Reference RateUnderlying 1 USD 1 EUR 100 YEN 1 GBP16-Apr-10
44.49 60.16 48.03 68.55
15-Apr-10
44.38 60.53 47.57 68.82
13-Apr-10
44.62 60.63 48.07 68.61
12-Apr-10
44.35 60.50 47.57 67.50
9-Apr-10
44.35 59.30 47.35 67.84
CLIENT/ MEMBER LEVEL POSITION LIMITS
 
As per the RBI – SEBI Standing Technical Committee guidelines the Client / Member position limit has beendefined as
(
Ref. No. NSE/CD/2009/12170 & Circular No. 444 Ref. No. NSE/INVG/2010/14014).
Currency PairsUSDINR
($-Rs.)
EURINR
(€-Rs.)
JPYINR
(¥-Rs.)
GBPINR
(£-Rs.)
 Position limit
Client
Member
Bank Client
Member
Bank Client
Member
Bank
Client Member
Bank
Whicheveris Higher% OpenInterest6 15 15 6 15 15 6 15 15 6 15 15Millions 10 50 100 5 25 50 200 1000 2000 5 25 50
Trade Date
 
USDINR
(
Millions)
 
EURINR (Millions) JPYINR (Millions) GBPINR (Millions)
Client Member Bank Client Member Bank Client Member Bank Client Member Bank
19-Apr-10 39.88 99.69 100.00 5 25 50 200 1000 2000 5 25 5016-Apr-10 39.48 98.71 100.00 5 25 50 200 1000 2000 5 25 5015-Apr-10 39.31 98.28 100.00 5 25 50 200 1000 2000 5 25 5013-Apr-10 42.83 107.07 107.07 5 25 50 200 1000 2000 5 25 5012-Apr-10 38.72 96.81 100.00 5 25 50 200 1000 2000 5 25 50
 
 3
 
The snapshot of 
S&P NIFTY
along with
Currency Futures
is given below:
USDINR as on 16-04-2010
GBPINR as on 16-04-2010

You're Reading a Free Preview

Download
scribd
/*********** DO NOT ALTER ANYTHING BELOW THIS LINE ! ************/ var s_code=s.t();if(s_code)document.write(s_code)//-->