VOLUMES
There has been a consistent month on month increase in the number of contracts traded in Currency Futures segment at NSE. The number of contracts traded in the last five days is as follows:
|
Trade Date |
Total Contracts |
Total Value (Rs. Cr) |
RBI Reference Rate |
|
07-Jan-10 |
3551774 |
16,264.38 |
45.87 |
|
06-Jan-10 |
3122643 |
14,404.19 |
46.12 |
|
05-Jan-10 |
2789552 |
12,904.65 |
46.20 |
|
04-Jan-10 |
3004576 |
13,968.32 |
46.51 |
|
01-Jan-10 |
998024 |
4,662.09 |
46.65 |
Avg Daily Volumes
|
Dec’09 |
USD |
1952.59 Mio |
|
Nov’09 |
USD |
1689.75 Mio |
|
Oct’09 |
USD |
1613.40 Mio |
|
Sep’09 |
USD |
1171.15 Mio |
|
Aug’09 |
USD |
933.63 Mio |
|
Jul’ 09 |
USD |
864.70 Mio |
|
Jun’09 |
USD |
714.75 Mio |
|
May 09 |
USD |
684.12 Mio |
|
Apr’09 |
USD |
490.72 Mio |
|
Mar’09 |
USD |
521.43 Mio |
Price watch on 7-01-2010
|
Contract |
Best Bid |
Best Ask |
Spread |
LTP |
Volume |
Value(crores) |
OI |
No. of Trades |
||
|
USDINR 270110 |
1000 |
45.725 |
45.733 |
257 |
0.0075 |
45.733 |
3466001 |
15870.69 |
397054 |
49204 |
|
USDINR 240210 |
4 |
45.8 |
45.843 |
80 |
0.0425 |
45.81 |
78018 |
358 |
83162 |
1352 |
|
USDINR 290310 |
200 |
45.855 |
45.94 |
100 |
0.085 |
45.935 |
6813 |
31.32 |
51007 |
172 |
|
USDINR 280410 |
50 |
46 |
46.08 |
3 |
0.08 |
46.06 |
799 |
3.68 |
42349 |
65 |
|
USDINR 270510 |
2 |
45.95 |
46.25 |
50 |
0.3 |
46.2 |
91 |
0.42 |
2752 |
6 |
|
USDINR 280610 |
1 |
45.88 |
46.42 |
1 |
0.54 |
46.28 |
10 |
0.04 |
2422 |
9 |
|
USDINR 280710 |
1 |
46.153 |
46.79 |
1 |
0.6375 |
46.2 |
25 |
0.11 |
987 |
3 |
|
USDINR 270810 |
1 |
46.053 |
46.92 |
36 |
0.8675 |
46.5 |
10 |
0.04 |
449 |
2 |
|
USDINR 280910 |
3 |
46.313 |
46.89 |
1 |
0.5775 |
|
|
|
600 |
|
|
USDINR 271010 |
1 |
46.21 |
46.698 |
1 |
0.4875 |
46.5 |
5 |
0.02 |
167 |
2 |
|
USDINR 261110 |
1 |
46.41 |
46.99 |
2 |
0.58 |
46.42 |
1 |
|
237 |
1 |
|
USDINR 291210 |
1 |
46.13 |
47.12 |
1 |
0.99 |
46.5 |
1 |
|
37 |
1 |
|
Total |
3551774 |
16264.32 |
581223 |
50817 |
||||||
CLIENT/ MEMBER LEVEL POSITION LIMITS
At Client level 6% of OI or USD 10 million whichever is higher At Member level 15% of OI or USD 50 million whichever is higher At Bank level 15% of OI or USD 100 million whichever is higher
The client level position limit for 08.01.10 is USD 35.00 Mio The member level position limit for 08.01.10 is USD 87.49 Mio The Bank level position limit for 08.01.10 is USD 100.00 Mio
Client/Member level position limit for last five days are given below:
———-
|
Open Interest |
30 Day Moving Average of Currency Futures (million USD) |
Client position limit for the next trading day ( million USD) |
Member position limit for the next trading day ( million USD) |
|
|
07-Jan-10 |
583267 |
9621.73 |
35.00 |
87.49 |
|
06-Jan-10 |
530557 |
1999.37 |
31.83 |
79.58 |
|
05-Jan-10 |
514323 |
1939.84 |
30.86 |
77.15 |
|
04-Jan-10 |
493837 |
1909.09 |
29.63 |
74.08 |
|
01-Jan-10 |
425183 |
1860.64 |
25.51 |
63.78 |
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Popularity: 55% [?]
