Professional Documents
Culture Documents
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
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
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
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
4,394,292 161,902
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
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
2,456,501
768,159
No. of
Contracts
Traded
Call
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
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
782,700,769
22,049,843
4,938,375
BANKNIFTY
BANK Nifty
18,030,585
504,636
113,020
MINIFTY
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
1,434,919
40,193
9,002
817,097,129
22,762,314
5,097,943
TOTAL
Enabled
members *
Registered
clients *
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
(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
75
Table 6-5: List of Securities on which Futures & Options are available at NSE*
Security
Symbol
1 3I INFOTECH LTD.
3IINFOTECH
ABAN
3 ABB LTD.
ABB
ABGSHIP
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
ADANIENT
500
19-Feb-10
ADANIPOWER
2,000
30-Jul-10
9 ALLAHABAD BANK
ALBK
1,000
20-Apr-05
ALOKTEXT
AMBUJACEM
10,000
2,000
29-Oct-10 Re-introduced
12 ANDHRA BANK
ANDHRABANK
2,000
29-Aug-03
APIL
500
14-May-07
APOLLOTYRE
4,000
19-Feb-10
AREVAT&D
1,000
19-Feb-10
ASHOKLEY
4,000
20-Apr-05
ASIANPAINT
125
21-Aug-08
AUROPHARMA
1,250
12-May-05
AXISBANK
250
20-Apr-05
BAJAJ-AUTO
250
26-May-08
BAJAJHIND
2,000
29-Dec-06
2-Jul-01
BAJAJHLDNG
250
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
BATAINDIA
1,000
BEL
125
31-Jan-03
28 BEML LIMITED
BEML
250
29-Dec-06
BGRENERGY
250
19-Feb-10
BHARATFORG
1,000
20-Apr-05
BHARTIARTL
1,000
20-Apr-05
32 BHEL
BHEL
125
2-Jul-01
BHUSANSTL
500
6-Sep-07
34 BIOCON LIMITED.
BIOCON
1,000
6-Sep-07
BOMDYEING
500
29-Oct-10 Re-introduced
36 BOSCH LIMITED
BOSCHLTD
125
30-Nov-07
29-Oct-10 Re-introduced
Contd...
76
Contd...
Security
Symbol
Market Lot
Launch Date
BPCL
500
2-Jul-01
BRFL
1,000
14-May-07
CAIRN
1,000
9-Jan-07
40 CANARA BANK
CANBK
500
29-Aug-03
CENTRALBK
1,176
Remarks
29-Oct-10 Re-introduced
CENTURYTEX
500
20-Apr-05
43 CESC LTD.
CESC
500
12-May-05
CHAMBLFERT
4,000
12-May-05
CHENNPETRO
1,000
29-Jan-07 Re-introduced
46 CIPLA LTD.
CIPLA
1,000
COLPAL
CONCOR
COREPROTEC
1,000
25-Jun-10 Re-introduced
CROMPGREAV
1,000
29-Dec-06
CUMMINSIND
500
20-Apr-05
2-Jul-01
250
17-Dec-07 Re-introduced
250
21-Aug-08
DABUR
2,000
20-Apr-05
DCB
4,000
29-Oct-10 Re-introduced
DCHL
2,000
21-Aug-08
55 DENA BANK
DENABANK
2,000
14-May-07
DISHTV
4,000
21-Aug-08
DIVISLAB
500
12-May-05
58 DLF LIMITED
DLF
1,000
5-Jul-07
DRREDDY
250
2-Jul-01
EDUCOMP
500
14-May-07
2000
14-May-07
EKC
ESCORTS
1,000
29-Oct-10 Re-introduced
ESSAROIL
2,000
12-May-05
EXIDEIND
2,000
28-May-10
FEDERALBNK
1,000
12-May-05
FINANTECH
250
14-May-07
FORTIS
2,000
19-Feb-10
FSL
8,000
21-Aug-08
GAIL
70 THE GE SHPG.LTD.
GESHIP
500
1,000
26-Sep-03
27-Nov-06 Re-introduced
GLAXO
125
20-Apr-05
GMDCLTD
2,000
28-May-10
GMRINFRA
4,000,
21-Aug-06
GODREJIND
1000
19-Feb-10
Contd...
77
Contd...
Security
75 GRASIM INDUSTRIES LTD.
Symbol
GRASIM
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
GTOFFSHORE
1,000
30-Nov-07
GVKPIL
8,000
21-Aug-08
HAVELLS
82 HINDUSTAN CONSTRUCTION CO
HCC
4,000
29-Dec-06
HCLTECH
500
31-Jan-03
84 HDFC LTD.
HDFC
500
2-Jul-01
HDFCBANK
125
29-Aug-03
HDIL
HEROHONDA
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
HINDOILEXP
1,000
HINDPETRO
500
29-Oct-10 Re-introduced
2-Jul-01
HINDUNILVR
1,000
2-Jul-01
HINDZINC
2,500
30-Nov-07
HOTELEELA
4,000
14-May-07
IBREALEST
2,000
21-Apr-11 Re-introduced
ICICIBANK
250
31-Jan-03
IDBI
2,000
20-Apr-05
IDEA
4,000
9-Mar-07
IDFC
2,000
12-Aug-05
IFCI
4,000
27-May-05
IGL
1,000
29-Oct-10
INDHOTEL
2,000
20-Apr-05
INDIACEM
2,000
27-May-05
INDIAINFO
2,000
14-May-07
INDIANB
1,000
INDUSINDBK
1,000
INFOSYSTCH
IOB
ISPATIND
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
IVRCLINFRA
JETAIRWAYS
500
JINDALSAW
1,000
JINDALSTEL
500
20-Apr-05
JINDALSWHL
125
28-May-10
JISLJALEQS
1,250
19-Feb-10
JPASSOCIAT
2,000
29-Dec-06
JPPOWER
4,000
18-Apr-05
JSWSTEEL
250
29-Dec-06
KFA
4,000
14-May-07
KOTAKBANK
500
29-Dec-06
KSOILS
8,000
21-Aug-08
KTKBANK
2,165
29-Oct-10 Re-introduced
LICHSGFIN
1,250
20-Apr-05
LITL
4,000
27-Nov-06
LT
LUPIN
125
1,000
29-Oct-10 Re-introduced
30-Nov-07
15-Sep-06 Re-introduced
29-Dec-06
M&M
500
2-Jul-01
MARUTI
250
9-Jul-03
MAX
2,000
29-Oct-10
MCDOWELL-N
250
29-Dec-06
MCLEODRUSS
1,000
19-Feb-10
MLL
4,000
21-Aug-08
MOSERBAER
4,000
14-May-07
MPHASIS
500
12-May-05
MRF
125
29-Oct-10 Re-introduced
139 MRPL
MRPL
4,000
20-Apr-05
MTNL
4,000
2-Jul-01
MUNDRAPORT
2,000
19-Feb-10
NAGARFERT
8,000
27-May-05
NATIONALUM
2,000
31-Jan-03
NCC
2,000
29-Dec-06
NEYVELILIG
2,000
20-Apr-05
NHPC
8,000
30-Jul-10
NMDC
1,000
1-Oct-10
NTPC
1,000
5-Nov-04
OFSS
125
30-May-03
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
ONMOBILE
1,000
19-Feb-10
OPTOCIRCUI
1,000
21-Aug-08
ORBITCORP
2,000
25-Jun-10 Re-introduced
ORCHIDCHEM
2,000
12-May-05
ORIENTBANK
500
29-Aug-03
PANTALOONR
500
17-Sep-10 Re-introduced
PATELENG
PATNI
1,000
14-May-07
500
20-Apr-05
PETRONET
2,000
14-May-07
PFC
1,000
23-Feb-07
PIRHEALTH
500
15-Feb-08 Re-introduced
PNB
250
29-Aug-03
POLARIS
2,000
31-Jan-03
POWERGRID
2,000
5-Oct-07
PRAJIND
4,000
29-Dec-06
PTC
2,000
21-Aug-08
PUNJLLOYD
2,000
6-Jan-06
RANBAXY
500
2-Jul-01
RCOM
2,000
15-Sep-06
RECLTD
1,000
12-Mar-08
RELCAPITAL
500
20-Apr-05
RELIANCE
250
RELINFRA
250
2-Jul-01
12-Mar-04 Re-introduced
RELMEDIA
1,000
RENUKA
4,000
29-Dec-06
31-Jul-09 Re-introduced
ROLTA
2,000
14-May-07
RPOWER
2,000
11-Feb-08
RUCHISOYA
2,000
28-May-10
SAIL
1,000
15-Sep-06
SBIN
125
2-Jul-01
SCI
2,000
31-Jan-03
SESAGOA
1,000
29-Dec-06
SIEMENS
500
20-Apr-05
SINTEX
2,000
21-Aug-08
SKUMARSYNF
4,000
23-Apr-08 Re-introduced
SOBHA
1,000
28-May-10 Re-introduced
SREINFRA
3,600
29-Oct-10 Re-introduced
Contd...
80
Contd...
Security
Symbol
Market Lot
Launch Date
500
30-Jul-10
Remarks
SRTRANSFIN
STER
2,000
20-Apr-05
STERLINBIO
2,000
14-May-07
STRTECH
4,000
29-Oct-10 Re-introduced
SUNPHARMA
625
20-Apr-05
SUNTV
500
24-Apr-06
SUZLON
4,000
19-Oct-05
SYNDIBANK
2,000
26-Sep-03
TATACHEM
500
20-Apr-05
TATACOMM
1,000
TATAGLOBAL
2,000
TATAMOTORS
250
2-Jul-01
TATAMTRDVR
250
29-Oct-10
TATAPOWER
250
2-Jul-01
TATASTEEL
500
2-Jul-01
TCS
250
25-Aug-04
TECHM
500
6-Sep-07
TITAN
125
12-May-05
TRIVENI
2,000
29-Dec-06
TTML
9,000
29-Dec-06
TULIP
2,000
6-Sep-07
TV-18
4,000
21-Aug-08
TVSMOTOR
4,000
29-Oct-10 Re-introduced
UCOBANK
2,000
21-Aug-08
250
29-Dec-06
1,000
29-Aug-03
ULTRACEMCO
UNIONBANK
20-Apr-05 Re-introduced
2-Jul-01
UNIPHOS
2,000
14-May-07
UNITECH
4,000
14-May-07
VIDEOIND
1,000
19-Feb-10
VIJAYABANK
4,000
20-Apr-05
VOLTAS
1,000
29-Dec-06
WELCORP
1,000
6-Sep-07
WIPRO
500
31-Jan-03
YESBANK
1,000
6-Sep-07
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
(` cr.)
% to
Gross
Turn(US $ mn.) over
(` cr.)
% to
Gross
Turn(US $ mn.) over
2007-08 3,256,034
2008-09 2,944,454
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
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
` 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
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
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...
Number of
Contracts
Turnover
(` cr.)
Percentage of
contracts to Top
20 contracts
13,544,560
372,835.20
9.36
12,629,178
319,470.76
8.72
12,181,725
349,818.24
8.42
12,001,906
327,396.41
8.29
11,643,731
297,116.49
8.04
11,209,665
332,936.64
7.74
11,173,398
340,846.53
7.72
10,916,512
291,405.82
7.54
10,614,915
322,431.59
7.33
10
10,198,730
298,010.15
7.05
11
7,864,233
214,264.29
5.43
12
7,594,351
200,947.97
5.25
13
1,782,982
51,689.81
1.23
14
1,738,715
47,475.68
1.20
15
1,734,728
50,790.94
1.20
16
1,716,955
18,859.49
1.19
17
1,597,943
42,538.89
1.10
18
1,582,346
45,036.59
1.09
19
1,540,602
42,553.74
1.06
20
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.
Number of
Contracts
Turnover
(` cr.)
Percentage of
contracts to Top
20 contracts
9,697,440
269,116.75
6.60
9,277,860
253,111.64
6.32
8,973,799
272,328.25
6.11
8,248,261
226,169.90
5.61
8,172,781
231,611.67
5.56
Contd...
86
Contd...
S.No.
Number of
Contracts
Turnover
(` cr.)
Percentage of
contracts to Top
20 contracts
8,170,489
228,792.46
5.56
7,785,179
224,123.35
5.30
7,283,356
198,540.12
4.96
7,032,073
212,428.97
4.79
10
6,984,953
194,942.47
4.75
11
6,792,988
185,697.19
4.62
12
6,764,845
180,704.72
4.61
13
6,737,131
210,716.31
4.59
14
6,721,152
207,195.42
4.58
15
6,611,848
202,763.65
4.50
16
6,480,200
186,136.45
4.41
17
6,334,368
195,321.70
4.31
18
6,316,882
177,917.96
4.30
19
6,257,925
185,823.35
4.26
20
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.
Number of
Contracts
Turnover
(` cr.)
Percentage of
contracts to Top
20 contracts
9,697,440
269,116.75
6.60
9,277,860
253,111.64
6.32
8,973,799
272,328.25
6.11
8,248,261
226,169.90
5.61
8,172,781
231,611.67
5.56
8,170,489
228,792.46
5.56
7,785,179
224,123.35
5.30
7,283,356
198,540.12
4.96
7,032,073
212,428.97
4.79
10
6,984,953
194,942.47
4.75
11
6,792,988
185,697.19
4.62
Contd...
87
Contd...
S.No.
Number of
Contracts
Turnover
(` cr.)
Percentage of
contracts to Top
20 contracts
12
6,764,845
180,704.72
4.61
13
6,737,131
210,716.31
4.59
14
6,721,152
207,195.42
4.58
15
6,611,848
202,763.65
4.50
16
6,480,200
186,136.45
4.41
17
6,334,368
195,321.70
4.31
18
6,316,882
177,917.96
4.30
19
6,257,925
185,823.35
4.26
20
6,255,805
188,869.38
4.26
146,899,335
4,232,311.71
100.00
TOTAL
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
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
Taxable Value
Payable by
Seller
Purchaser
Seller
90
Rate (%)