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Equity Futures &

Options Segment

72

18,662,382

16,617,516

16,207,959

18,271,805

16,892,217

13,032,242

13,615,447

15,178,552

Apr-09

May-09

Jun-09

Jul-09

Aug-09

Sep-09

Oct-09

Nov-09

363,523

329,610

302,425

366,312

382,924

346,934

317,415

301,764

13,260,546

14,044,526

13,157,621

13,113,118

15,500,535

11,127,649

9,528,178

9,858,642

438,219

465,829

434,119

412,362

450,631

589,657

448,154

356,383

14,799,488

12,398,618

11,009,117

14,778,755

16,453,611

12,689,872

11,196,349

13,687,468

377,439

318,747

276,647

351,830

376,753

295,511

235,522

240,150

668,816

398,219

168,632

18,165,786

14,272,634

14,064,924

13,757,102

15,333,132

11,499,770

10,299,192

13,194,502

28,698,156

12,525,089

6,521,649

1,422,911

438,968

350,844

332,429

306,927

324,495

250,133

194,993

213,639

693,295

393,693

169,837

52,581

21,022

3,577

1,300

210,428,103 3,570,111 221,577,980 3,479,642 110,431,974 2,002,544 101,656,470 1,728,957

26,667,882

12,632,349

6,413,467

69,373

688,520

172,567

61,926

2008-09

2791721

1,870,647

31,801

5,670

2,466

156,598,579 3,820,667 203,587,952 7,548,563

79,586,852

47,043,066 1,484,067

1,043,894

269,674

113,974

2007-08

286,532

51,516

32,368,842 1,305,949

10,676,843

1,957,856

81,487,424 2,539,575 104,955,401 3,830,972

772,174

554,462

43,951

21,482

2006-07

58,537,886 1,513,791

(` cr.)

2005-06

21,635,449

2004-05

(` cr.)

Notional
Trading
Volume

17,191,668

No. of
Contracts
Traded

2003-04

Notional
Trading
Volume

2,126,763

(` cr.)

No. of Contracts
Traded

Put

2002-03

Trading
Volume

Index Options

1,025,588

No. of
Contracts
Traded

Call

2001-02

2,365

(` cr.)

Trading
Volume

Stock Futures

90,580

No. of
Contracts
Traded

Index Futures

Jun-00 to
Mar-01

Month/
Year

Put

269,370

69,644 1,066,561

18,780

(` cr.)

889,018

1,001,744

1,064,644

943,618

863,860

963,541

718,536

485,011

558,380

32,622

35,426

32,975

28,215

30,092

41,345

24,185

22,168

358,959

313,925

293,810

265,335

304,462

164,411

159,269

248,943

9,762,968 171,843 3,533,002

8,002,713 308,443 1,457,918

4,394,292 161,902

4,165,996 143,752 1,074,780

3,946,979 132,066 1,098,133

77,017,185

56,886,776

16,768,909

4,196,873

90,580

582,183

491,046

92,603

20,887

555

(US $ mn.)

7,356,271 1,687,605

4,824,250 1,081,428

2,547,053

2,130,649

439,864

101,927

2,365

(` cr.)

Trading Volume

Total

11,044

9,961

9,783

7,999

8,615

8,400

6,983

9,259

62,765,075

55,709,794

52,501,332

59,670,387

66,827,086

52,408,197

48,285,515

56,210,317

1,661,816

1,510,417

1,388,378

1,473,646

1,573,509

1,531,980

1,227,252

1,143,362

368,147

334,607

307,572

326,461

348,584

339,384

271,877

253,293

57,384 657,390,497 11,010,482 2,161,037

50,693 425,013,200 13,090,478 3,275,076

31,909 216,883,573

36,518 156,300,630

36,792

49,038

30,489

6,383

(` cr.)

Notional No. of
Notional No. of ConTrading Contracts Trading tracts Traded
Volume
Traded
Volume

Stock Options

4,248,149 168,174 1,334,922

2,456,501

768,159

No. of
Contracts
Traded

Call

Table 6-1: Business Growth of Futures & Options Market Segment

18,407

16,730

15,379

15,546

15,156

15,427

13,594

14,900

8,893

13,048

6,777

4,308

2,301

1,933

368

(US $ mn.)

Contd...

83,091

75,521

69,419

70,174

68,413

69,635

61,363

67,257

45,311

52,153

29,543

19,220

10,067

8,388

1,752

413

12

(` cr.)

Average Daily
Trading Volume

Equity Futures & Options Segment

73

74

13,891,843

10,542,734

Feb-10

Mar-10

11,420,625

10,725,789

12,546,679

11,307,332

No. of
Contracts
Traded

405,316

354,484

444,133

395,953

(` cr.)

Trading
Volume

15,597,929

17,317,434

13,184,721

14,570,566

No. of Contracts
Traded

Call

412,952

434,844

345,896

382,975

(` cr.)

Notional
Trading
Volume

Put

16,982,025

17,271,270

13,899,884

14,955,374

No. of
Contracts
Traded

Index Options

430,214

412,391

349,964

373,702

(` cr.)

Notional
Trading
Volume

1,061,562

922,728

1,083,640

946,883

No. of
Contracts
Traded

Call

Put

38,572

31,359

39,502

32,696

(` cr.)

355,557

300,899

330,538

306,015

12,826

9,926

11,951

10,160

(` cr.)

55,960,432

60,429,963

53,101,821

55,424,003

Notional No. of
Notional No. of ConTrading Contracts Trading tracts Traded
Volume
Traded
Volume

Stock Options

1,568,147

1,569,876

1,490,297

1,524,982

(` cr.)

347,396

347,779

330,150

337,834

(US $ mn.)

Trading Volume

Total

11,566,700

13,736,522

13,795,612

14,761,031

11,406,712

14,095,425

15,734,318

15,333,341

Aug-10

Sep-10

Oct-10

Nov-10

Dec-10

Jan-11

Feb-11

Mar-11

399,595

402,759

384,484

322,793

424,789

402,457

383,872

299,130

289,423

14189,337

16,048,082

14,823,064

15,409,764

18,364,437

18,381,074

17,865,765

16,620,194

14,877,996

14,156,191

363,404

401,306

411,149

432,644

539,872

608,829

555,580

496,266

423,421

421,843

431,592

35,430,135

37,924,368

33,393,126

24,533,340

30,496,310

27,772,294

27,314,589

19,036,006

18,231,436

20,596,147

23,502,366

16,303,127

1,014,990

1,059,766

996,718

751,192

946,324

871,865

813,116

532,013

501,798

549,698

611,699

441,522

984,587

965,797

768,088

956,620

833,649

875,353

625,453

541,556

620,245

605,759

463,950

38,043,240 1,033,607

36,681,957

33,645,531

26,151,091

32,122,151

27,777,663

30,849,458

23,400,978

20,657,577

24,613,415

24,389,036

17,773,216

1,741,344

2,070,078

2,035,556

2,021,545

2,324,075

2,457,385

2,584,821

2,340,573

1,879,794

1,657,220

1,696,094

1,465,075

47,406

56,955

61,787

61,356

75,786

86,796

84,954

76,820

56,723

52,297

58,537

57,692

710,229

906,631

736,053

719,867

731,246

616,995

738,494

747,574

579,390

620,790

642,775

484,789

18,897

23,921

21,898

21,035

22,455

20,897

23,516

24,045

16,988

19,250

21,296

19,039

105,447,626

109,365,434

98,728,755

80,242,319

98,799,250

90,801,023

93,089,649

73,712,025

67,756,807

77,078,089

80,960,515

58,230,570

2,877,900

2,929,295

2,841,834

2,357,109

2,965,846

2,824,493

2,736,392

2,053,728

1,829,910

2,035,599

2,124,496

1,671,620

83,581

93,351

83,178

92,527

656,057 146,465

636,469 142,092

527,908 107,141

664,243 141,231

632,585 134,500

612,854 130,304

459,961

409,834

455,901

475,811 101,166

374,383

32,803

31,823

23,996

31,631

30,123

29,184

20,907

18,629

20,723

22,658

18,719

25,790

11,530,614

Jul-10

372,266

13,886,580

409,844

165,023,653 4,356,755 186,041,459 5,495,757 314,533,244 9,090,702 336,105,313 9,274,664 24,273,560 777,109 8,234,833 253,235 1,034,212,062 29,248,221 6,550,553 115,150

15,434,326

Jun-10

395,613

11,418,975

16,037

16,543

17,389

17,376

16,087

(US $ mn.)

29,298

16,843,664

May-10

279,572

72,392

74,674

78,494

78,437

72,618

(` cr.)

Average Daily
Trading Volume

644,547 130,814

10,785,388

Apr-10

2010-11

268,266

326,871

298,849

329,496

(` cr.)

Trading
Volume

Stock Futures

178,306,889 3,934,389 145,591,240 5,195,247 167,683,928 4,049,266 173,695,595 3,978,699 10,614,147 389,158 3,402,123 116,907 679,293,922 17,663,665 3,913,085

12,056,359

Jan-10

2009-10

13,337,833

No. of
Contracts
Traded

Index Futures

Dec-09

Month/
Year

Contd...

Table 6-2: Benchmark Indices Contracts & Trading Volume in F&O Segment of
NSE (2010-11)
Products

Underlying

No. of Contracts

Turnover
(US $ mn.)

(` cr.)
NIFTY

S&P CNX Nifty

782,700,769

22,049,843

4,938,375

BANKNIFTY

BANK Nifty

18,030,585

504,636

113,020

MINIFTY

S&P CNX Nifty

14,824,597

164,502

36,842

CNXIT

CNX IT

68,188

2,367

530

Nifty Midcap 50

Nifty Midcap 50

38,071

772

173

Long term Option Contracts

S&P CNX Nifty

1,434,919

40,193

9,002

817,097,129

22,762,314

5,097,943

TOTAL

Table 6-3: Internet Trading in the F&O Segment of the Exchange


Year

Enabled
members *

Registered
clients *

Internet Trading Internet Trading


% of Total
Value
Value
Trading Volume
(US $ mn.)
(` cr.)

2006-07

242

1,616,218

1,214,961

278,725

8.26

2007-08

305

3,432,771

2,417,165

604,745

9.235

2008-09

337

4,426,577

1,686,208

330,954

7.655

2009-10

356

3,529,947

2,694,513

596,924

7.63

2010-11

380

4,363,400

4,318,184

967,118

7.38

* At the end of nancial year.

Table 6-4: Records Achieved in the F&O Segment : 2010-11


Product

Traded Value (` cr.)

(US $ mn.)

Date

Index Futures

40,123

8,986

23-Nov-10

Stock Futures

59,534

13,333

28-Oct-10

Index Options

198,096

44,366

24-Feb-11

Stock Options

6,929

1,552

12-Aug-10

277,277

62,100

24-Feb-11

Total F&O Traded Value

75

Table 6-5: List of Securities on which Futures & Options are available at NSE*
Security

Symbol

1 3I INFOTECH LTD.

3IINFOTECH

2 ABAN OFFSHORE LTD.

ABAN

3 ABB LTD.

ABB

4 ABG SHIPYARD LTD.

ABGSHIP

5 ADITYA BIRLA NUVO LIMITED


6 ACC LIMITED

Market Lot
4,000
250
250

Launch Date

Remarks

29-Oct-10 Re-introduced
29-Dec-06
20-Apr-05

1,000

25-Jun-10 Re-introduced

ABIRLANUVO

250

14-May-07 Re-introduced

ACC

250

2-Jul-01

7 ADANI ENTERPRISES LIMITED

ADANIENT

500

19-Feb-10

8 ADANI POWER LTD.

ADANIPOWER

2,000

30-Jul-10

9 ALLAHABAD BANK

ALBK

1,000

20-Apr-05

10 ALOK INDUSTRIES LTD.

ALOKTEXT

11 AMBUJA CEMENTS LTD.

AMBUJACEM

10,000
2,000

29-Oct-10 Re-introduced

12 ANDHRA BANK

ANDHRABANK

2,000

29-Aug-03

13 ALSTOM PROJECTS INDIA LTD.

APIL

500

14-May-07

14 APOLLO TYRES LTD.

APOLLOTYRE

4,000

19-Feb-10

15 AREVA T&D INDIA LIMITED

AREVAT&D

1,000

19-Feb-10

16 ASHOK LEYLAND LTD.

ASHOKLEY

4,000

20-Apr-05

17 ASIAN PAINTS LIMITED

ASIANPAINT

125

21-Aug-08

18 AUROBINDO PHARMA LTD.

AUROPHARMA

1,250

12-May-05

19 AXIS BANK LIMITED

AXISBANK

250

20-Apr-05

20 BAJAJ AUTO LIMITED

BAJAJ-AUTO

250

26-May-08

21 BAJAJ HINDUSTAN LTD.

BAJAJHIND

2,000

29-Dec-06

2-Jul-01

22 BAJAJ HOLDINGS & INVS LTD.

BAJAJHLDNG

250

23 BALRAMPUR CHINI MILLS LTD.

BALRAMCHIN

4,000

29-Dec-06

14-Mar-08 Re-introduced

24 BANK OF BARODA

BANKBARODA

250

29-Aug-03

25 BANK OF INDIA

BANKINDIA

500

29-Aug-03

26 BATA INDIA LTD.

BATAINDIA

1,000

27 BHARAT ELECTRONICS LTD.

BEL

125

31-Jan-03

28 BEML LIMITED

BEML

250

29-Dec-06

29 BGR ENERGY SYSTEMS LTD.

BGRENERGY

250

19-Feb-10

30 BHARAT FORGE LTD.

BHARATFORG

1,000

20-Apr-05

31 BHARTI AIRTEL LIMITED

BHARTIARTL

1,000

20-Apr-05

32 BHEL

BHEL

125

2-Jul-01

33 BHUSHAN STEEL LIMITED

BHUSANSTL

500

6-Sep-07

34 BIOCON LIMITED.

BIOCON

1,000

6-Sep-07

35 BOMBAY DYEING & MFG. CO LTF.

BOMDYEING

500

29-Oct-10 Re-introduced

36 BOSCH LIMITED

BOSCHLTD

125

30-Nov-07

29-Oct-10 Re-introduced

* As of March 31, 2011

Contd...

76

Contd...
Security

Symbol

Market Lot

Launch Date

37 BHARAT PETROLEUM CORP LTD.

BPCL

500

2-Jul-01

38 BOMBAY RAYON FASHIONS LTD.

BRFL

1,000

14-May-07

39 CAIRN INDIA LIMITED

CAIRN

1,000

9-Jan-07

40 CANARA BANK

CANBK

500

29-Aug-03

41 CENTRAL BANK OF INDIA

CENTRALBK

1,176

Remarks

29-Oct-10 Re-introduced

42 CENTURY TEXTILES LTD.

CENTURYTEX

500

20-Apr-05

43 CESC LTD.

CESC

500

12-May-05

44 CHAMBAL FERTILIZERS LTD.

CHAMBLFERT

4,000

12-May-05

45 CHENNAI PETROLEUM CORP LTD.

CHENNPETRO

1,000

29-Jan-07 Re-introduced

46 CIPLA LTD.

CIPLA

1,000

47 COLGATE PALMOLIVE LTD.

COLPAL

48 CONTAINER CORP OF IND LTD.

CONCOR

49 CORE PROJ. & TECH. LTD.

COREPROTEC

1,000

25-Jun-10 Re-introduced

50 CROMPTON GREAVES LTD.

CROMPGREAV

1,000

29-Dec-06

51 CUMMINS INDIA LTD.

CUMMINSIND

500

20-Apr-05

2-Jul-01

250

17-Dec-07 Re-introduced

250

21-Aug-08

52 DABUR INDIA LTD.

DABUR

2,000

20-Apr-05

53 DEVELOP CREDIT BANK LTD.

DCB

4,000

29-Oct-10 Re-introduced

54 DECCAN CHRONICLE HOLD LTD.

DCHL

2,000

21-Aug-08

55 DENA BANK

DENABANK

2,000

14-May-07

56 DISH TV INDIA LTD.

DISHTV

4,000

21-Aug-08

57 DIVIS LABORATORIES LTD.

DIVISLAB

500

12-May-05

58 DLF LIMITED

DLF

1,000

5-Jul-07

59 DR. REDDYS LABORATORIES

DRREDDY

250

2-Jul-01

60 EDUCOMP SOLUTIONS LTD.

EDUCOMP

500

14-May-07

2000

14-May-07

61 EVEREST KANTO CYLINDER LTD.

EKC

62 ESCORTS INDIA LTD.

ESCORTS

1,000

29-Oct-10 Re-introduced

63 ESSAR OIL LTD.

ESSAROIL

2,000

12-May-05

64 EXIDE INDUSTRIES LTD.

EXIDEIND

2,000

28-May-10

65 FEDERAL BANK LTD.

FEDERALBNK

1,000

12-May-05

66 FINANCIAL TECHNO (I) LTD.

FINANTECH

250

14-May-07

67 FORTIS HEALTHCARE LTD.

FORTIS

2,000

19-Feb-10

68 FIRSTSOURCE SOLU. LTD.

FSL

8,000

21-Aug-08

69 GAIL (INDIA) LTD.

GAIL

70 THE GE SHPG.LTD.

GESHIP

500
1,000

26-Sep-03
27-Nov-06 Re-introduced

71 GLAXOSMITHKLINE PHARMA LTD.

GLAXO

125

20-Apr-05

72 GUJARAT MINERAL DEV CORP

GMDCLTD

2,000

28-May-10

73 GMR INFRASTRUCTURE LTD.

GMRINFRA

4,000,

21-Aug-06

74 GODREJ INDUSTRIES LTD.

GODREJIND

1000

19-Feb-10

Contd...

77

Contd...
Security
75 GRASIM INDUSTRIES LTD.

Symbol
GRASIM

76 GUJARAT STATE PETRO LTD.

GSPL

77 GTL LTD.

GTL

Market Lot
125

Launch Date

26-May-10 Re-introduced

2,000

21-Aug-08

500

29-Dec-06

78 GTL INFRA.LTD.

GTLINFRA

8,000

21-Aug-08

79 GREAT OFFSHORE LTD.

GTOFFSHORE

1,000

30-Nov-07

80 GVK POW. & INFRA LTD.

GVKPIL

8,000

21-Aug-08

81 HAVELLS INDIA LIMITED

HAVELLS

82 HINDUSTAN CONSTRUCTION CO

HCC

4,000

29-Dec-06

83 HCL TECHNOLOGIES LTD.

HCLTECH

500

31-Jan-03

84 HDFC LTD.

HDFC

500

2-Jul-01

85 HDFC BANK LTD.

HDFCBANK

125

29-Aug-03

86 HOUSING DEV & INFRA LTD.

HDIL

87 HERO HONDA MOTORS LTD.

HEROHONDA

88 HEXAWARE TECHNOLOGIES LTD.


89 HINDALCO INDUSTRIES LTD.

500

Remarks

29-Oct-10 Re-introduced

1,000

24-Jul-07

125

31-Jan-03

HEXAWARE

8,000

28-May-10

HINDALCO

2,000

2-Jul-01

90 HINDUSTAN OIL EXPLORATION

HINDOILEXP

1,000

91 HINDUSTAN PETROLEUM CORP

HINDPETRO

500

29-Oct-10 Re-introduced
2-Jul-01

92 HINDUSTAN UNILEVER LTD.

HINDUNILVR

1,000

2-Jul-01

93 HINDUSTAN ZINC LIMITED

HINDZINC

2,500

30-Nov-07

94 HOTEL LEELA VENTURES LTD.

HOTELEELA

4,000

14-May-07

95 INDIABULLS REAL EST. LTD.

IBREALEST

2,000

21-Apr-11 Re-introduced

96 ICICI BANK LTD.

ICICIBANK

250

31-Jan-03

97 IDBI BANK LIMITED

IDBI

2,000

20-Apr-05

98 IDEA CELLULAR LIMITED

IDEA

4,000

9-Mar-07

99 INFRA. DEV. FIN. CO. LTD.

IDFC

2,000

12-Aug-05

100 IFCI LTD.

IFCI

4,000

27-May-05

101 INDRAPRASTHA GAS LTD.

IGL

1,000

29-Oct-10

102 THE INDIAN HOTELS CO. LTD.

INDHOTEL

2,000

20-Apr-05

103 THE INDIA CEMENTS LIMITED

INDIACEM

2,000

27-May-05

104 INDIA INFOLINE LIMITED

INDIAINFO

2,000

14-May-07

105 INDIAN BANK

INDIANB

1,000

106 INDUSIND BANK LIMITED

INDUSINDBK

1,000

107 INFOSYS TECHNOLOGIES LTD.

INFOSYSTCH

108 INDIAN OVERSEAS BANK

IOB

109 INDIAN OIL CORP LTD.


110 IRB INFRA DEV LTD.
111 ISPAT INDUSTRIES LIMITED

ISPATIND

112 ITC LTD.

ITC

1-Mar-07
29-Oct-10 Re-introduced

125

2-Jul-01

2,000

20-Apr-05

IOC

500

26-Sep-03

IRB

1,000

29-Oct-10 Re-introduced

10,000

30-Nov-07

2,000

2-Jul-01

Contd...

78

Contd...
Security

Symbol

Market Lot

Launch Date

2,000

27-May-05

Remarks

113 IVRCL INFRAST & PROJ LTD.

IVRCLINFRA

114 JET AIRWAYS (INDIA) LTD.

JETAIRWAYS

500

115 JINDAL SAW LIMITED

JINDALSAW

1,000

116 JINDAL STEEL & POWER LTD.

JINDALSTEL

500

20-Apr-05

117 JINDAL SOUTHWEST HOLD LTD.

JINDALSWHL

125

28-May-10

118 JAIN IRRIGATION SYSTEMS

JISLJALEQS

1,250

19-Feb-10

119 JAIPRAKASH ASSOCIATES LTD.

JPASSOCIAT

2,000

29-Dec-06

120 JAIPRAKASH POWER VEN. LTD.

JPPOWER

4,000

18-Apr-05

121 JSW STEEL LIMITED

JSWSTEEL

250

29-Dec-06

122 KINGFISHER AIRLINES LTD.

KFA

4,000

14-May-07

123 KOTAK MAHINDRA BANK LTD.

KOTAKBANK

500

29-Dec-06

124 K S OILS LIMITED

KSOILS

8,000

21-Aug-08

125 KARNATAKA BANK LIMITED

KTKBANK

2,165

29-Oct-10 Re-introduced

126 LIC HOUSING FINANCE LTD.

LICHSGFIN

1,250

20-Apr-05

127 LANCO INFRATECH LTD.

LITL

4,000

27-Nov-06

128 LARSEN & TOUBRO LTD.

LT

129 LUPIN LIMITED

LUPIN

125
1,000

29-Oct-10 Re-introduced
30-Nov-07

15-Sep-06 Re-introduced
29-Dec-06

130 MAHINDRA & MAHINDRA LTD.

M&M

500

2-Jul-01

131 MARUTI SUZUKI INDIA LTD.

MARUTI

250

9-Jul-03

132 MAX INDIA LTD.

MAX

2,000

29-Oct-10

133 UNITED SPIRITS LIMITED

MCDOWELL-N

250

29-Dec-06

134 MCLEOD RUSSEL INDIA LTD.

MCLEODRUSS

1,000

19-Feb-10

135 MERCATOR LINES LIMITED

MLL

4,000

21-Aug-08

136 MOSER-BAER (I) LTD.

MOSERBAER

4,000

14-May-07

137 MPHASIS LIMITED

MPHASIS

500

12-May-05

138 MRF LTD.

MRF

125

29-Oct-10 Re-introduced

139 MRPL

MRPL

4,000

20-Apr-05

140 MAHANAGAR TELEPHONE NIGAM

MTNL

4,000

2-Jul-01

141 MUNDRA PORT & SEZ LTD.

MUNDRAPORT

2,000

19-Feb-10

142 NAGARJUNA FERT & CHEM LTD.

NAGARFERT

8,000

27-May-05

143 NATIONAL ALUMINIUM CO LTD.

NATIONALUM

2,000

31-Jan-03

144 NCC LIMITED

NCC

2,000

29-Dec-06

145 NEYVELI LIGNITE CORPORATI

NEYVELILIG

2,000

20-Apr-05

146 NHPC LTD.

NHPC

8,000

30-Jul-10

147 NMDC LTD.

NMDC

1,000

1-Oct-10

148 NTPC LTD.

NTPC

1,000

5-Nov-04

149 ORACLE FIN SERV SOFT LTD.

OFSS

125

30-May-03

150 OIL INDIA LTD.

OIL

250

29-Oct-10

Contd...

79

Contd...
Security
151 OIL AND NATURAL GAS CORP.

Symbol
ONGC

Market Lot

Launch Date

1,000

31-Jan-03

Remarks

152 ONMOBILE GLOBAL LTD.

ONMOBILE

1,000

19-Feb-10

153 OPTO CIRCUITS (I) LTD.

OPTOCIRCUI

1,000

21-Aug-08

154 ORBIT CORP. LTD.

ORBITCORP

2,000

25-Jun-10 Re-introduced

155 ORCHID CHEM & PHARMA LTD.

ORCHIDCHEM

2,000

12-May-05

156 ORIENTAL BANK OF COMMERCE

ORIENTBANK

500

29-Aug-03

157 PANTALOON RETAIL (I) LTD.

PANTALOONR

500

17-Sep-10 Re-introduced

158 PATEL ENGINEERING LTD.

PATELENG

159 PATNI COMPUTER SYST LTD.

PATNI

1,000

14-May-07

500

20-Apr-05

160 PETRONET LNG LIMITED

PETRONET

2,000

14-May-07

161 POWER FIN CORP LTD.

PFC

1,000

23-Feb-07

162 PIRAMAL HEALTHCARE LTD.

PIRHEALTH

500

15-Feb-08 Re-introduced

163 PUNJAB NATIONAL BANK

PNB

250

29-Aug-03

164 POLARIS SOFTWARE LAB LTD.

POLARIS

2,000

31-Jan-03

165 POWER GRID CORP. LTD.

POWERGRID

2,000

5-Oct-07

166 PRAJ INDUSTRIES LTD.

PRAJIND

4,000

29-Dec-06

167 PTC INDIA LIMITED

PTC

2,000

21-Aug-08

168 PUNJ LLOYD LIMITED

PUNJLLOYD

2,000

6-Jan-06

169 RANBAXY LABS LTD.

RANBAXY

500

2-Jul-01

170 RELIANCE COMMUNICATIONS L

RCOM

2,000

15-Sep-06

171 RURAL ELEC CORP. LTD.

RECLTD

1,000

12-Mar-08

172 RELIANCE CAPITAL LTD.

RELCAPITAL

500

20-Apr-05

173 RELIANCE INDUSTRIES LTD.

RELIANCE

250

174 RELIANCE INFRASTRUCTURE LTD.

RELINFRA

250

2-Jul-01
12-Mar-04 Re-introduced

175 RELIANCE MEDIAWORKS LTD.

RELMEDIA

1,000

176 SHREE RENUKA SUGARS LTD.

RENUKA

4,000

29-Dec-06

31-Jul-09 Re-introduced

177 ROLTA INDIA LTD.

ROLTA

2,000

14-May-07

178 RELIANCE POWER LTD.

RPOWER

2,000

11-Feb-08

179 RUCHI SOYA INDUSTRIES LTD.

RUCHISOYA

2,000

28-May-10

180 STEEL AUTHORITY OF INDIA

SAIL

1,000

15-Sep-06

181 STATE BANK OF INDIA

SBIN

125

2-Jul-01

182 SHIPPING CORP OF INDIA LTD.

SCI

2,000

31-Jan-03

183 SESA GOA LTD.

SESAGOA

1,000

29-Dec-06

184 SIEMENS LTD.

SIEMENS

500

20-Apr-05

185 SINTEX INDUSTRIES LTD.

SINTEX

2,000

21-Aug-08

186 S KUMARS NATIONWIDE LTD.

SKUMARSYNF

4,000

23-Apr-08 Re-introduced

187 SOBHA DEVELOPERS LTD.

SOBHA

1,000

28-May-10 Re-introduced

188 SREI INFRASTRUCTURE FINANCE

SREINFRA

3,600

29-Oct-10 Re-introduced

Contd...

80

Contd...
Security

Symbol

Market Lot

Launch Date

500

30-Jul-10

Remarks

189 SHRIRAM TRANSPORT FIN CO.

SRTRANSFIN

190 STERLITE INDS (IND) LTD.

STER

2,000

20-Apr-05

191 STERLING BIOTECH LTD.

STERLINBIO

2,000

14-May-07

192 STERLITE TECHNOLOGIES LTD.

STRTECH

4,000

29-Oct-10 Re-introduced

193 SUN PHARMACEUTICALS IND.

SUNPHARMA

625

20-Apr-05

194 SUN TV NETWORK LIMITED

SUNTV

500

24-Apr-06

195 SUZLON ENERGY LIMITED

SUZLON

4,000

19-Oct-05

196 SYNDICATE BANK

SYNDIBANK

2,000

26-Sep-03

197 TATA CHEMICALS LTD.

TATACHEM

500

20-Apr-05

198 TATA COMMUNICATIONS LTD.

TATACOMM

1,000

199 TATA GLOBAL BEVERAGES LTD.

TATAGLOBAL

2,000

200 TATA MOTORS LIMITED

TATAMOTORS

250

2-Jul-01

201 TATA MOTORS DVR A ORD

TATAMTRDVR

250

29-Oct-10

202 TATA POWER CO LTD.

TATAPOWER

250

2-Jul-01

203 TATA STEEL LIMITED

TATASTEEL

500

2-Jul-01

204 TATA CONSULTANCY SERV LTD.

TCS

250

25-Aug-04

205 TECH MAHINDRA LIMITED

TECHM

500

6-Sep-07

206 TITAN INDUSTRIES LTD.

TITAN

125

12-May-05

207 TRIVENI ENGG. & INDS. LTD.

TRIVENI

2,000

29-Dec-06

208 TATA TELESERV(MAHARASTRA)

TTML

9,000

29-Dec-06

209 TULIP TELECOM LIMITED

TULIP

2,000

6-Sep-07

210 TV18 INDIA LIMITED

TV-18

4,000

21-Aug-08

211 TVS MOTOR COMPANY LTD.

TVSMOTOR

4,000

29-Oct-10 Re-introduced

212 UCO BANK

UCOBANK

2,000

21-Aug-08

250

29-Dec-06

1,000

29-Aug-03

213 ULTRATECH CEMENT LIMITED

ULTRACEMCO

214 UNION BANK OF INDIA

UNIONBANK

20-Apr-05 Re-introduced
2-Jul-01

215 UNITED PHOSPHORUS LIMITED

UNIPHOS

2,000

14-May-07

216 UNITECH LTD.

UNITECH

4,000

14-May-07

217 VIDEOCON INDUSTRIES LIMITED

VIDEOIND

1,000

19-Feb-10

218 VIJAYA BANK

VIJAYABANK

4,000

20-Apr-05

219 VOLTAS LTD.

VOLTAS

1,000

29-Dec-06

220 WELSPUN CORP LIMITED

WELCORP

1,000

6-Sep-07

221 WIPRO LTD.

WIPRO

500

31-Jan-03

222 YES BANK LIMITED

YESBANK

1,000

6-Sep-07

223 ZEE ENTERTAINMENT ENT LTD.

ZEEL

2,000

7-Oct-10 Re-introduced

81

Table 6-6: Participant wise Trading Value in the F&O Segment (2010-11)
Month/
Year

Institutional investors
Gross Traded Value

(` cr.)

Proprietary

Gross Traded Value

(` cr.)

% to
Gross
Turn(US $ mn.) over

Gross Traded Value

(` cr.)

% to
Gross
Turn(US $ mn.) over

2007-08 3,256,034

814,619 12.44 16,485,724 4,124,524 62.97

6,439,196 1,611,007 24.59

2008-09 2,944,454

577,911 13.37 12,250,029 2,404,324 55.63

6,826,484 1,339,840 31.00

Apr-09

297,985

66,014 13.03

1,245,056

275,821 54.45

743,685

164,751

32.52

May-09

345,864

76,620 14.09

1,309,580

290,115 53.35

799,060

177,018

32.55

Jun-09

391,422

86,713 12.78

1,636,840

362,614 53.42

1,035,699

229,442

33.8

Jul-09

449,782

99,642 14.29

1,628,417

360,748 51.74

1,068,819

236,779

33.96

Aug-09

418,249

92,656 14.19

1,625,127

360,019 55.14

903,915

200,247

30.67

Sep-09

405,221

89,770 14.59

1,519,726

336,669 54.73

851,809

188,704

30.68

Oct-09

415,738

92,100 13.76

1,665,165

368,889 55.12

939,932

208,226

31.11

Nov-09

444,197

98,404 13.36

1,833,992

406,290 55.18

1,045,442

231,600

31.45

Dec-09

370,730

82,129 12.16

1,660,586

367,875 54.45

1,018,649

225,664

33.4

Jan-10

434,120

96,172 14.56

1,619,619

358,799 54.34

926,855

205,329

31.1

Feb-10

411,091

91,070 13.10

1,791,672

396,914 57.06

936,989

207,574

29.84

Mar-10

388,516

86,069 12.39

1,843,186

408,327 58.77

904,593

200,397

28.84

2009-10 4,772,915

1,057,358 13.51 19,378,966 4,293,081 54.86 11,175,447 2,475,730 31.63

Apr-10

424,873

95,156 12.71

1,822,859

408,255 54.52

1,095,508

245,355

32.77

May-10

624,790

139,931 14.70

2,138,386

478,922 50.33

1,485,815

332,769

34.97

Jun-10

559,492

125,306 13.74

2,077,989

465,395 51.04

1,433,718

321,101

35.22

Jul-10

504,995

113,101 13.80

1,877,529

420,499

51.3

1,277,296

286,069

34.9

Aug-10

572,151

128,141 13.93

2,109,255

472,398 51.35

1,426,050

319,384

34.72

Sep-10

660,993

148,039 12.08

2,781,964

623,060 50.83

2,029,827

454,609

37.09

Oct-10

636,181

142,482 11.26

2,871,131

643,030 50.83

2,141,674

479,658

37.91

Nov-10

766,117

171,583 12.92

2,864,322

641,505 48.29

2,301,253

515,398

38.8

Dec-10

550,826

123,365 11.68

2,299,762

515,064 48.78

1,863,630

417,386

39.54

Jan-11

715,846

160,324 12.59

2,619,239

586,616 46.08

2,348,583

525,998

41.33

Feb-11

735,189

164,656 12.55

2,621,110

587,035 44.74

2,502,290

560,423

42.71

Mar-11

672,242

150,558 11.68

2,678,890

599,975 46.54

2,404,669

538,560

41.78

2010-11 7,423,695

82

% to
Gross
Turn(US $ mn.) over

Retail

1,662,642 12.69 28,762,436 6,441,755 49.17 22,310,313 4,996,711 38.14

Table 6-7: Number of members in different turnover brackets in Futures


and Options Segment
Upto ` 10
crores

` 10 crores
upto ` 50
crores

` 50 crores
upto ` 250
crores

` 250 crores
upto `500
crores

` 500 crores
upto `1000
crores

` 1000
crores and
more

2007-08

12

13

45

37

54

691

2008-09

21

28

81

65

91

661

Apr-09

73

107

242

119

92

285

May-09

63

93

232

122

119

297

Jun-09

58

81

204

115

134

343

Jul-09

55

85

229

115

115

343

Aug-09

61

96

224

118

119

333

Sep-09

53

108

234

118

120

319

Oct-09

53

98

241

96

123

344

Nov-09

56

96

221

116

123

350

Dec-09

64

100

229

110

121

341

Jan-10

66

103

227

103

133

344

Feb-10

68

101

224

118

117

349

Mar-10

68

108

201

105

131

366

2009-10

19

38

68

48

67

780

Apr-10

63

109

226

118

121

346

May-10

60

101

208

123

118

380

Jun-10

68

107

207

122

119

380

Jul-10

69

107

221

120

118

367

Aug-10

62

110

212

121

128

384

Sep-10

60

100

193

122

133

419

Oct-10

57

99

185

116

130

441

Nov-10

57

111

170

135

125

435

Dec-10

69

119

208

111

124

406

Jan-11

53

125

201

118

120

421

Feb-11

63

112

198

111

134

419

Mar-11

73

120

183

127

123

421

2010-11

17

22

82

57

59

844

83

Table 6-8: Number of members in different turnover brackets in Futures


and Options Segment
Month
Upto
` 10
crores

Options Segment
Number of Members

` 10
crores
upto
` 50
crores

` 50
crores
upto
` 250
crores

` 250
crores
upto
` 500
crores

` 500
crores
upto
` 1000
crores

` 1000
crores
and
more

Upto
` 10
crores

` 10
crores
upto
` 50
crores

` 50
crores
upto
` 250
crores

` 250
crores
upto
` 500
crores

` 500
crores
upto
` 1000
crores

` 1000
crores
and
more

2007-08

13

14

50

42

57

676

98

96

176

96

91

295

2008-09

29

36

95

70

104

613

111

99

162

103

90

382

Apr-09

94

130

259

122

91

222

282

180

206

59

62

129

May-09

84

113

241

137

113

238

283

202

196

64

59

122

Jun-09

75

102

223

114

133

288

260

194

203

82

56

140

Jul-09

77

108

246

123

114

274

229

184

211

87

71

160

Aug-09

84

119

242

131

106

269

255

180

207

91

70

148

Sep-09

77

128

247

138

105

257

251

192

215

82

65

147

Oct-09

78

128

245

112

124

268

248

191

211

78

63

164

Nov-09

74

133

251

117

119

268

244

168

214

94

70

172

Dec-09

89

131

253

119

117

256

249

178

205

84

74

175

Jan-10

93

142

233

136

110

262

248

174

219

88

75

172

Feb-10

102

130

258

121

122

244

223

188

204

89

72

201

Mar-10

88

139

246

143

115

248

245

157

191

92

74

220

2009-10

28

41

93

55

88

715

96

85

146

88

94

511

Apr-10

89

138

274

121

121

240

242

175

206

81

75

204

May-10

87

136

262

121

125

259

223

144

220

93

80

230

Jun-10

98

126

264

132

123

260

229

159

207

91

96

221

Jul-10

102

134

269

127

122

248

222

172

205

90

103

210

Aug-10

96

139

265

129

132

256

212

181

217

88

96

223

Sep-10

93

134

259

127

132

282

203

147

211

95

101

270

Oct-10

83

140

235

135

137

298

206

139

217

98

90

278

Nov-10

88

146

238

130

146

285

210

136

227

82

102

276

Dec-10

104

156

264

135

114

264

216

154

214

91

96

266

Jan-11

80

174

268

134

121

261

207

148

205

91

106

281

Feb-11

103

158

271

138

116

251

199

143

201

91

100

303

Mar-11

114

155

272

147

114

245

215

127

188

108

100

309

26

32

118

69

83

753

83

71

108

77

84

658

2010-11

84

Futures Segment
Number of Members

Table 6-9: Segment wise Contribution of Top N Members to turnover on


Futures and Options segment
(in percent)
Month

2005-06

Futures Segment
Top 5
Members
12

Top 10
Members
20

Top 15
Members
26

Options Segment
Top 25
Members
36

Top 5
Members
23

Top 10
Members
36

Top 15
Members
45

Top 25
Members
55

2006-07

14

22

28

38

23

36

46

58

2007-08

14

23

29

39

23

34

43

56

2008-09

17

25

31

41

18

31

40

54

Apr-09

16

24

31

42

25

37

45

59

May-09

16

25

31

41

25

36

45

58

Jun-09

16

23

30

40

26

36

45

59

Jul-09

15

22

28

38

26

36

44

57

Aug-09

14

22

29

39

26

37

45

59

Sep-09

15

22

29

39

26

37

45

57

Oct-09

15

22

28

38

27

38

45

56

Nov-09

14

22

28

38

26

37

45

56

Dec-09

15

22

29

39

25

34

42

54

Jan-10

14

22

28

38

24

33

40

52

Feb-10

14

21

28

38

24

33

40

51

Mar-10

14

22

28

37

23

32

39

50

2009-10

15

22

28

38

25

32

42

54

Apr-10

14

22

29

39

24

35

42

54

May-10

14

23

30

40

26

35

42

54

Jun-10

14

23

30

39

25

35

43

55

Jul-10

14

23

30

40

24

33

42

54

Aug-10

15

24

30

40

24

34

42

53

Sep-10

15

24

30

40

25

36

44

56

Oct-10

14

22

29

39

25

36

44

56

Nov-10

13

22

29

39

28

39

47

58

Dec-10

13

22

29

39

28

38

45

55

Jan-11

13

22

29

39

27

37

45

55

Feb-11

13

21

29

40

27

38

46

55

Mar-11

13

21

29

39

25

37

44

54

2010-11

14

22

29

39

26

35

42

53

85

Contd...

Table 6-10: Top 20 Futures contracts according to number of contracts 2010-11


S.No.

Name of the Contract

Number of
Contracts

Turnover
(` cr.)

Percentage of
contracts to Top
20 contracts

NIFTY March 2011

13,544,560

372,835.20

9.36

NIFTY May 2010

12,629,178

319,470.76

8.72

NIFTY September 2010

12,181,725

349,818.24

8.42

NIFTY February 2011

12,001,906

327,396.41

8.29

NIFTY June 2010

11,643,731

297,116.49

8.04

NIFTY December 2010

11,209,665

332,936.64

7.74

NIFTY October 2010

11,173,398

340,846.53

7.72

NIFTY July 2010

10,916,512

291,405.82

7.54

NIFTY November 2010

10,614,915

322,431.59

7.33

10

NIFTY January 2011

10,198,730

298,010.15

7.05

11

NIFTY August 2010

7,864,233

214,264.29

5.43

12

NIFTY April 2010

7,594,351

200,947.97

5.25

13

BANKNIFTY September 2010

1,782,982

51,689.81

1.23

14

BANKNIFTY March 2011

1,738,715

47,475.68

1.20

15

BANKNIFTY December 2010

1,734,728

50,790.94

1.20

16

MINIFTY March 2011

1,716,955

18,859.49

1.19

17

BANKNIFTY February 2011

1,597,943

42,538.89

1.10

18

NIFTY April 2011

1,582,346

45,036.59

1.09

19

BANKNIFTY January 2011

1,540,602

42,553.74

1.06

20

MINIFTY June 2010

1,494,103

15,187.26

1.03

144,761,278

3,981,612.49

100.00

TOTAL

Table 6-11: Top 20 Option contracts according to no.of contracts traded 2010-11
S.No.

Name of the Contract

Number of
Contracts

Turnover
(` cr.)

Percentage of
contracts to Top
20 contracts

NIFTY February 2011 CE 5500

9,697,440

269,116.75

6.60

NIFTY February 2011 PE 5400

9,277,860

253,111.64

6.32

NIFTY December 2010 CE 6000

8,973,799

272,328.25

6.11

NIFTY March 2011 PE 5400

8,248,261

226,169.90

5.61

NIFTY March 2011 CE 5600

8,172,781

231,611.67

5.56

Contd...

86

Contd...
S.No.

Name of the Contract

Number of
Contracts

Turnover
(` cr.)

Percentage of
contracts to Top
20 contracts

NIFTY March 2011 CE 5500

8,170,489

228,792.46

5.56

NIFTY January 2011 PE 5700

7,785,179

224,123.35

5.30

NIFTY July 2010 CE 5400

7,283,356

198,540.12

4.96

NIFTY October 2010 PE 6000

7,032,073

212,428.97

4.79

10

NIFTY February 2011 PE 5500

6,984,953

194,942.47

4.75

11

NIFTY February 2011 CE 5400

6,792,988

185,697.19

4.62

12

NIFTY February 2011 PE 5300

6,764,845

180,704.72

4.61

13

NIFTY October 2010 CE 6200

6,737,131

210,716.31

4.59

14

NIFTY October 2010 CE 6100

6,721,152

207,195.42

4.58

15

NIFTY December 2010 CE 6100

6,611,848

202,763.65

4.50

16

NIFTY March 2011 CE 5700

6,480,200

186,136.45

4.41

17

NIFTY October 2010 PE 6100

6,334,368

195,321.70

4.31

18

NIFTY February 2011 CE 5600

6,316,882

177,917.96

4.30

19

NIFTY November 2010 PE 5900

6,257,925

185,823.35

4.26

20

NIFTY September 2010 CE 6000

6,255,805

188,869.38

4.26

146,899,335

4,232,311.71

100.00

TOTAL

Table 6-12: Top 20 Option contracts according to no.of contracts traded 2010-11
S.No.

Name of the Contract

Number of
Contracts

Turnover
(` cr.)

Percentage of
contracts to Top
20 contracts

NIFTY February 2011 CE 5500

9,697,440

269,116.75

6.60

NIFTY February 2011 PE 5400

9,277,860

253,111.64

6.32

NIFTY December 2010 CE 6000

8,973,799

272,328.25

6.11

NIFTY March 2011 PE 5400

8,248,261

226,169.90

5.61

NIFTY March 2011 CE 5600

8,172,781

231,611.67

5.56

NIFTY March 2011 CE 5500

8,170,489

228,792.46

5.56

NIFTY January 2011 PE 5700

7,785,179

224,123.35

5.30

NIFTY July 2010 CE 5400

7,283,356

198,540.12

4.96

NIFTY October 2010 PE 6000

7,032,073

212,428.97

4.79

10

NIFTY February 2011 PE 5500

6,984,953

194,942.47

4.75

11

NIFTY February 2011 CE 5400

6,792,988

185,697.19

4.62

Contd...

87

Contd...
S.No.

Name of the Contract

Number of
Contracts

Turnover
(` cr.)

Percentage of
contracts to Top
20 contracts

12

NIFTY February 2011 PE 5300

6,764,845

180,704.72

4.61

13

NIFTY October 2010 CE 6200

6,737,131

210,716.31

4.59

14

NIFTY October 2010 CE 6100

6,721,152

207,195.42

4.58

15

NIFTY December 2010 CE 6100

6,611,848

202,763.65

4.50

16

NIFTY March 2011 CE 5700

6,480,200

186,136.45

4.41

17

NIFTY October 2010 PE 6100

6,334,368

195,321.70

4.31

18

NIFTY February 2011 CE 5600

6,316,882

177,917.96

4.30

19

NIFTY November 2010 PE 5900

6,257,925

185,823.35

4.26

20

NIFTY September 2010 CE 6000

6,255,805

188,869.38

4.26

146,899,335

4,232,311.71

100.00

TOTAL

Table 6-13: Number of trades in the Futures & Options Segment


Month/Year

Index Futures

Stock Futures

Index Options

Stock Options

Total

2007-08

30,897,058

153,187,768

10,370,483

7,767,865

202,223,174

2008-09

58,898,232

153,256,283

43,740,142

9,331,300

265,225,957

Apr-09

5,649,871

8,597,278

5,190,117

675,735

20,113,001

May-09

5,060,456

8,426,655

4,522,973

556,564

18,566,648

Jun-09

4,973,415

9,869,779

5,620,651

758,811

21,222,656

Jul-09

5,718,277

12,707,974

7,059,595

1,012,373

26,498,219

Aug-09

5,564,804

10,828,499

6,884,745

879,903

24,157,951

Sep-09

4,352,169

10,694,165

6,728,710

1,008,393

22,783,437

Oct-09

4,509,316

11,348,231

6,354,351

1,121,540

23,333,438

Nov-09

5,093,232

10,775,226

7,914,266

1,092,392

24,875,116

Dec-09

4,832,800

9,233,972

6,759,250

1,069,940

21,895,962

Jan-10

3,838,625

10,207,739

5,917,021

1,164,875

21,128,260

Feb-10

4,621,592

8,587,808

7,174,462

1,002,358

21,386,220

Mar-10
2009-10

3,349,892

8,885,707

6,823,851

1,151,828

20,211,278

57,564,449

120,163,033

76,949,992

11,494,712

266,172,186

Apr-10

3,550,368

9,078,946

7,835,860

1,587,080

22,052,254

May-10

5,446,889

11,017,825

11,379,904

1,929,153

29,773,771

Jun-10

5,158,970

11,311,895

10,688,299

1,844,111

29,003,275

Jul-10

3,882,242

11,328,421

7,831,418

1,930,386

24,972,467

Aug-10

3,670,865

12,589,080

8,999,685

2,413,112

27,672,742

Sep-10

4,214,293

13,577,930

12,000,679

2,618,849

32,411,751

Contd...

88

Contd...
Month/Year

Index Futures

Stock Futures

Index Options

Stock Options

Total

Oct-10

4,228,444

14,122,383

12,155,129

2,438,497

32,944,453

Nov-10

4,513,830

14,051,588

13,678,879

2,394,422

34,638,719

Dec-10

3,872,582

11,900,303

11,978,070

2,239,156

29,990,111

Jan-11

4,744,957

11,374,019

14,811,312

2,186,574

33,116,862

Feb-11

5,283,447

12,327,123

17,435,980

2,372,075

37,418,625

Mar-11

5,532,819

10,876,578

18,355,309

1,970,210

36,734,916

54,099,706

143,556,091

147,150,524

25,923,625

370,729,946

2010-11

Table 6-14: Settlement Statistics in F&O Segment


Month/Year

Index/Stock Futures
MTM
Final
Settlement
Settlement
(` cr.)

2000-01

84.08

(` cr.)
1.93

Index/Stock Options
Premium
Exercise
Settlement
Settlement
(` cr.)

(` cr.)
--

Total

(` cr.)
--

86.01

(US $ mn.)
18.44

2001-02

505.25

21.93

164.76

93.95

785.88

161.04

2002-03

1,737.90

45.76

331.21

195.88

2,310.76

486.47

2003-04

10,821.98

138.95

858.94

476.12

12,295.98

2833.83

2004-05

13,024.18

227.50

941.06

455.87

14,648.62

3348.25

2005-06

25,585.51

597.89

1,520.58

817.84

28,521.80

6393.59

2006-07

61,313.70

797.54

3,194.38

1,188.84

66,494.47

15254.52

2007-08

144,654.70

1,312.12

6,760.17

3,792.26

156,519.23

39,227.88

2008-09

75,193.60

1,498.29

10,960.50

4,187.58

91,839.97

18,025.51

Apr-09

4,855.50

273.61

944.53

494.81

6,568.45

1,455.13

May-09

7,817.80

141.21

1,289.20

1,068.90

10,317.11

2,285.58

Jun-09

6,960.70

157.54

915.78

572.96

8,606.97

1,906.73

Jul-09

6,108.80

108.56

1,065.90

217.81

7,501.07

1,661.73

Aug-09

5,022.40

36.94

894.05

124.88

6,078.27

1,346.54

Sep-09

3,243.30

65.76

848.17

214.06

4,371.29

968.39

Oct-09

4,705.90

180.26

696.71

140.63

5,723.51

1,267.95

Nov-09

5,312.90

148.63

870.25

173.88

6,505.65

1,441.22

Dec-09

3,955.10

58.57

954.82

332.57

5,301.06

1,174.36

Jan-10

4,759.00

107.57

762.19

188.94

5,817.70

1,288.81

Feb-10

5,140.00

45.83

798.36

133.03

6,117.23

1,355.17

Mar-10

2,774.30

70.79

971.08

218.30

4,034.47

893.77

2009-10

60,655.70

1,395.27

11,011.04

3,880.77

76,942.78

17,045.37

Apr-10

3,295.10

83.05

794.96

105.02

4,278.13

958

May-10

7,062.30

203.46

1,037.30

152.05

8,455.10

1,894

Contd...

89

Contd...
Month/Year

Index/Stock Futures
MTM
Final
Settlement
Settlement
(` cr.)

Index/Stock Options
Premium
Exercise
Settlement
Settlement

(` cr.)

(` cr.)

(` cr.)

Total

(US $ mn.)

(` cr.)

Jun-10

5,116.60

47.70

944.81

200.51

6,309.61

1,413

Jul-10

3,381.50

56.91

795.88

132.91

4,367.19

978

Aug-10

3,466.40

49.21

932.30

127.23

4,575.14

1,025

Sep-10

4,175.40

105.00

1,623.10

314.46

6,217.96

1,393

Oct-10

6,684.60

181.99

1,123.70

162.82

8,153.11

1,826

Nov-10

10,170.00

191.04

1,052.90

183.16

11,597.10

2,597

Dec-10

7,242.40

77.04

1,011.80

223.71

8,554.95

1,916

Jan-11

6,458.00

160.13

1,074.20

165.35

7,857.69

1,760

Feb-11

6,202.90

359.05

1,247.00

151.72

7,960.66

1,783

Mar-11

4,032.70

76.04

1,065.50

199.97

5,374.22

1,204

67,287.90

1,590.62

12,703.44

2,118.90

83,700.86

18,746

2010-11

Table 6-15: NSE Transaction Charges in F&O Segment of Exchange*


Total Traded Value in a month

Revised Transaction Charges


(` per lakh of Traded Value)

Up to First ` 2500 crores

` 1.90 each side

More than ` 2500 crores up to ` 7500 crores


(on incremental volume)

` 1.85 each side

More than ` 7500 crores up to ` 15000 crores


(on incremental volume)

` 1.80 each side

Exceeding ` 15000 crores (on incremental volume)

` 1.75 each side

*w.e.f October 2009


Note: The transaction charges payable to the Exchange by the trading member for the trades executed by him on
the Futures Segment as per the above rates subject to a minimum of ` 1,00,000 per year.
For transaction in the options sub-segment, the transaction charges are levied on the premium value at the rate
of 0.05% (each side).

Table 6-16 Securities Transaction Charges for F&O Segment*


Taxable securities transaction

Taxable Value

Payable by

0.017 Option Premium

Seller

Sale of an option in securities, where


option is exercised

0.125 Settlement Price

Purchaser

Sale of a futures in securities

0.017 Price at which such Seller


Futures is traded

Seller

*w.e.f June 1, 2008

90

Rate (%)

Sale of an option in securities

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