Monday, February 16, 2009

On Monday, Feb 16, 2009, Index futures saw a trading volume of Rs.122,729.9 million arising out of 923,550 contracts and Index options saw 1,473,163 contracts getting traded at a notional value of Rs.214,615.8 million. The total turnover of the Futures and Options segment of the exchange was around Rs 449,143.9 million.

Instrument wise summary:

Index Futures



Symbol
No of Contracts Traded
Traded Quantity
Total Traded Value (Rs. In nm.)
Open interest (Qty.) as at end of trading hrs.
NIFTY
788,496
39,424,800
112,781.1
32,494,900
MINIFTY
94,174
1,883,480
5,392.9
852,940
BANKNIFTY
40,756
1,033,175
4,542.5
589,475
CNXIT
124
6,200
13.4
7,100

Index Options



Symbol
No of Contracts Traded
Traded Quantity
Total Traded Value (Rs. In mn.)
Open interest (Qty.) as at end of trading hrs.
NIFTY
1,472,723
73,636,150
214,583.9
73,960,700
MINIFTY
338
6,760
20
19,720
BANKNIFTY
102
2,550
11.8
18,600


Futures on individual securities

Out of 255 stock futures on 250 underlying securities got traded. The total number of contracts traded was 1,058,098 with a traded value of Rs.101,040.5 million.

The top 10 futures contracts on individual securities traded are as under:




S No
Symbol
Exp Date
Traded Value (Rs.)
No of Contracts
1
RELIANCE
26-Feb-2009
10,821,172,530
107,549
2
DLF
26-Feb-2009
5,100,397,520
86,361
3
UNITECH
26-Feb-2009
1,913,698,395
70,212
4
ICICIBANK
26-Feb-2009
4,596,492,110
63,217
5
RELCAPITAL
26-Feb-2009
2,598,098,338
46,106
6
LT
26-Feb-2009
2,928,091,445
43,183
7
RCOM
26-Feb-2009
2,340,356,848
38,335
8
SBIN
26-Feb-2009
5,532,043,242
36,712
9
RELINFRA
26-Feb-2009
2,699,293,738
36,013
10
EDUCOMP
26-Feb-2009
4,842,039,735
32,489

The top ten contracts contributed to around 43% of the total traded volume in futures on individual securities. Reliance Industries was the most active future contracts on individual securities traded today with 108,709 contracts and DLF was the next most active futures contracts with 88,444 contracts being traded.


Options on individual securities

Out of 255 securities, options on 115 underlying securities got traded. The total number of contracts traded was 92,943 with a notional value of Rs 10,757.8 million.

The top 20 option contracts on individual securities traded are as under:




S No
Symbol
Exp Date
Str Price
Opt Type
No of Cont
Notional Value (Rs.)
1
RELIANCE
26-Feb-2009
1,320
PA
3,674
374,134,628
2
RELIANCE
26-Feb-2009
1,410
CA
3,439
368,993,029
3
RELIANCE
26-Feb-2009
1,380
CA
2,994
316,557,675
4
RELIANCE
26-Feb-2009
1,350
CA
2,867
298,773,896
5
ICICIBANK
26-Feb-2009
420
CA
2,358
178,480,820
6
DLF
26-Feb-2009
160
CA
2,066
138,108,580
7
RELIANCE
26-Feb-2009
1,350
PA
1,957
205,597,511
8
UNITECH
26-Feb-2009
30
CA
1,866
54,489,195
9
DLF
26-Feb-2009
150
CA
1,776
114,714,800
10
RELIANCE
26-Feb-2009
1,380
PA
1,728
187,241,516
11
RCOM
26-Feb-2009
180
CA
1,695
111,602,295
12
RELIANCE
26-Feb-2009
1,290
PA
1,523
150,485,250
13
RELIANCE
26-Feb-2009
1,200
PA
1,493
135,673,778
14
ONGC
26-Feb-2009
680
CA
1,490
234,065,239
15
RELIANCE
26-Feb-2009
1,320
CA
1,391
142,756,676
16
UNITECH
26-Feb-2009
35
CA
1,345
43,620,345
17
AXISBANK
26-Feb-2009
420
CA
1,292
125,384,186
18
ICICIBANK
26-Feb-2009
400
PA
1,184
84,741,589
19
NTPC
26-Mar-2009
180
CA
1,155
351,185,250
20
BHEL
26-Mar-2009
1,410
CA
1,110
491,220,150

The top twenty contracts contributed to around 38% of the total traded volume in options on individual securities. Reliance Industries was the most active option contracts on individual securities traded today with 25,294 contracts and DLF was the next most active options contracts with 10,226 contracts being traded.