Stock Market Derivatives - Excel
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Stock Market Derivatives document sample
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TABLE 201 : TURNOVER IN THE EQUITY DERIVATIVES MARKET
(Rupees crore)
Year / Bombay Stock Exchange Limited (BSE) National Stock Exchange of India Limited (NSE)
Month
Index Index Stock Stock Index Index Stock Stock
Futures Options $ Futures Options $ Futures Options $ Futures Options $
1 2 3 4 5 6 7 8 9
2000-01
June 56.11 - - - 35 - - -
July 155.80 - - - 108 - - -
August 125.67 - - - 90 - - -
Septembe 95.92 - - - 119 - - -
October 141.26 - - - 153 - - -
November 193.71 - - - 247 - - -
December 163.14 - - - 237 - - -
January 264.27 - - - 471 - - -
February 360.95 - - - 524 - - -
March 115.79 - - - 381 - - -
Total 1672.62 - - - 2365 - - -
2001-02
April 28.05 - - - 292 - - -
May 11.78 - - - 230 - - -
June 38.89 15.74 - - 590 196 - -
July 40.64 6.03 - 8.19 1309 326 - 396
August 491.72 52.22 - 52.14 1305 284 - 1107
Septembe 359.10 3.73 - 36.04 2857 412 - 2012
October 52.20 0.20 - 3.34 2485 559 - 2433
November 52.31 0.27 78.99 4.88 2484 455 2811 3010
December 13.51 0 69.66 2.48 2339 405 7515 2660
January 28.40 0.07 110.37 6.17 2660 338 13261 5089
February 155.56 0.04 149.54 1.75 2747 430 13939 4499
March 4.14 0 43.04 0.52 2185 360 13989 3957
Total 1276.30 78.30 451.60 115.51 21482 3766 51516 25163
2002-03
April 1.11 0.61 21.49 0.55 1656 382 15065 4570
May 9.90 0.03 104.70 0.32 2022 463 15981 5133
June 12.31 0 90.36 0.43 2123 389 16178 4642
July 0.89 0 77.38 0.40 2513 511 21205 6178
August 0.02 0 43.93 0.46 2978 518 17881 5562
Septembe 0.09 0 18.10 1.99 2836 583 17501 6221
October 0.00 0 13.85 0.15 3145 727 21213 8357
November 0 0 13.15 0.10 3500 845 25463 10028
December 0 0 15.51 0.45 5958 1088 35532 13043
January 546.57 0 100.26 0.27 5557 940 38299 14353
February 589.42 0.03 89.70 5.68 5040 946 32445 10964
March 650.68 1.31 55.87 10.37 6624 1856 29770 11082
Total 1810.99 1.98 644.30 21.17 43952 9247 286532 100133
2003-04
April 64.77 0 20.77 1.80 6993 1707 29749 11569
May 8.13 0.03 10.46 4.33 6283 1617 32752 12772
June 0.59 0 6.08 2.54 9348 1941 46505 15041
July 50.80 0 48.90 3.40 14743 3204 70515 21370
August 302.50 0 206.30 0.10 24989 3839 91288 20247
Septembe 407.90 0 441.50 1.50 45861 5012 113874 20402
October 419.60 0 435.10 2.70 56433 4570 146378 22977
November 449.60 0 477.60 1.50 49486 3847 122463 16375
December 1785.00 0 1844.00 54.90 65376 5454 150930 17139
January 2213.19 0 1498.44 75.32 99872 6913 195784 21485
February 555.06 0 78.65 96.19 86356 6543 161461 18472
March 314.38 0 103.25 87.33 88706 8169 144240 19358
Total 6571.52 0.03 5171.05 331.61 554446 52816 1305939 217207
ET
(Rupees crore)
India Limited (NSE)
Interest Rate
Futures
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TABLE 201 : TURNOVER IN THE EQUITY DERIVATIVES MARKET (Concld.)
(Rupees crore)
Year / Month Bombay Stock Exchange Limited (BSE) National Stock Exchange of India Limited (NSE)
Index Index Stock Stock Index Index Stock Stock Interest
Futures Options $ Futures Options $ Futures Options $ Futures Options $ Rate
Futures
1 2 3 4 5 6 7 8 9 10
2004-05
April 76.01 0 8.78 0 79555 7315 121044 12376 0
May 0 0 38.77 0 82149 10292 92629 9690 0
June 0 0 0 0 64018 8473 78392 7423 0
July 0 0 0.32 0 61124 9912 94009 10293 0
August 0 0 0 0 57924 7384 99590 11104 0
September 833.71 227.94 32.46 0.18 49497 7444 107123 14308 0
October 2775.33 513.85 0.89 0.29 47188 8530 111695 14806 0
November 4192.85 481.78 20.16 0.03 38277 8792 113524 15205 0
December 4454.43 442.6 50.37 0 58331 9711 179385 20794 0
January 1090.62 298.32 23.56 2.08 76146 12976 159561 16600 0
February 134.81 148.97 20.64 0 71544 13122 151741 17135 0
March 42 183.77 17 0 86394 17992 175363 19102 0
Total 13599.66 2297.23 212.85 2.58 772147 121943 1484056 168836 0
2005-06
April 0 3.2 0 0 65595 13274 106128 10966 0
May 0 0 0 0 70465 14782 112878 10250 0
June 0 0 0 0 77215 16133 163097 14797 0
July 0 0 0 0 77395 16770 199637 14358 0
August 0 0 0 0 100805 21992 234817 14685 0
September 0 0 0 0 118904 27921 236941 15984 0
October 0 0 0 0 170096 35584 214396 13575 0
November 0 0 0 0 135474 31074 216524 12773 0
December 0 0 0 0 183290 42988 280280 17245 0
January 0 0 0 0 166126 38522 265037 17895 0
February 0.05 0 0.04 0 156358 32332 288712 15262 0
March 4.95 0 0.45 0.09 192032 47097 473250 22463 0
Total 5.00 3.20 0.49 0.09 1513755 338469 2791697 180253 0
2006-07
April 1.39 0 0 0 204236 52421 460552 20623 0
May 0 0 0 0 257326 58789 409401 16874 0
June 17.64 0 0 0 243572 57969 243950 11306 0
July 25.81 0.06 0.23 0 186760 54711 222539 13245 0
August 68.40 0 0.11 0 173333 53103 229184 14042 0
September 265.37 0 0 0 177518 53647 275430 16351 0
October 196.06 0 0.10 0 166974 49744 272516 16425 0
November 7985.71 0 0.07 0 180781 60018 388800 20229 0
December 9270.25 0 233.61 0 225288 79719 347747 16408 0
January 9932.27 0 1020.24 0 190592 66646 350817 19401 0
February 12116.14 0 1073.14 0 242237 91817 352653 16785 0
March 15611.82 0 1188.00 0 290957 113322 277378 12106 0
Total 55422.46 0.06 3515.50 0.2 2539574 791906 3830967 193795 0
2007-08
April 14385.04 0 1200.24 0 205458 97150 296629 17050 0
May 15764.01 0 1251.87 0.07 214523 85465 400096 23358 0
June 16565.99 28.32 1161.11 0 240797 92503 451314 21928 0
July 18211.10 0.04 2234.15 0.02 238577 94561 647356 34582 0
August 18784 0.04 1226.84 0.03 363988 140961 519385 32398 0
September 21430.73 0 72.21 0 256470 107965 670968 37485 0
October 23962.09 0.04 22.74 0 485079 173992 1120263 54328 0
November 21960.32 0 307.35 0 365564 116952 989112 45676 0
December 20293.47 0 20.33 0.23 287357 103165 849996 33711 0
January 22235.42 0 47.21 0 450657 118827 851213 33183 0
February 22514.96 0 49.50 0 352226 110251 421838 14901 0
March 18552.61 10.22 15.69 0 359970 120318 330390 10536 0
Total 234659.74 38.66 7639.24 0.35 3820667 1362110 7548563 359137
2008-09
April 4051.16 9.12 2.33 0 280100 133565 336901 15865 0
May 5049.29 0 1.46 0 267641 129067 380161 21040 0
June 1358.69 0 1.75 0 377939 308709 375987 21430 0
July 764.75 0 1.32 0 395380 357209 382601 24985 0
$: Notional turnover including call and put options.
Note: Index futures were introduced in June 2000, index options in June 2001, stock options in July 2001 and
stock futures in November 2001, both in the BSE and NSE, while interest rate futures were introduced on NSE in
Source :Bombay Stock Exchange Limited (BSE) and the National Stock Exchange of India Ltd. (NSE).
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