News

NSE F&O segment turnover stands at 369.63 bn
Source: IRIS (07-NOV-08)

On Friday, November 07, Index futures saw a trading volume of Rs 126,403.5 million arising out of 920,834 contracts and Index options saw 960,095 contracts getting traded at a notional value of Rs 146,470.2 million at the National Stock Exchange (NSE). The total turnover of the Futures & Options (F&O) segment of the Exchange was around Rs 369,633.2 million.

Index Futures

Symbol	No of Contracts Traded	Traded Quantity	Total Traded Value (Rs. In mn.)	Open interest (Qty.) as at end of trading hrs.
NIFTY	788,206	39,410,300	116,307.5	32,726,450
MINIFTY	97,587	1,951,740	5,758.1	490,340
NFTYMCAP50	2	150	00.2	150
BANKNIFTY	34,707	867,675	4,295.8	400,750
CNXIT	332	16,600	41.9	6,500

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	959,984	47,999,200	146,458.7	61,788,466
MINIFTY	42	840	02.5	2,520
BANKNIFTY	69	1725	9	20,950

Out of 265 securities, options on 96 underlying securities got traded. The total number of contracts traded was 42,397 with a notional value of Rs 4,722.6 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	27-Nov-2008	10,370,636,629	114,551
2	ICICIBANK	27-Nov-2008	3,947,607,729	53,286
3	SUZLON	27-Nov-2008	3,109,784,000	46,018
4	SBIN	27-Nov-2008	6,254,332,801	38,573
5	TATASTEEL	27-Nov-2008	1,977,284,219	27,713
6	RELCAPITAL	27-Nov-2008	2,354,702,991	26,161
7	DLF	27-Nov-2008	2,736,216,120	24,967
8	RCOM	27-Nov-2008	1,796,551,173	23,020
9	HDIL	27-Nov-2008	1,328,158,484	22,077
10	BHEL	27-Nov-2008	2,216,146,995	21,533

The top ten contracts contributed to around 39% of the total traded volume in Futures on individual securities. Reliance was the most active futures contract on individual securities traded today and ICICI Bank was the next most active futures contract.