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Outstandings In Derivatives Surge To Rs 1189 Crore

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BUSINESS STANDARD
Last Updated : Jan 28 2013 | 12:29 AM IST

The open interest positions in derivatives markets, that is, the market value of outstanding position based on spot prices, on the National Stock Exchange (NSE) aggregated Rs 1,175 crore on Friday. While the outstanding on the Bombay Stock Exchange (BSE) was at a modest Rs 98.88 crore.

The total open interest in terms of volume in stock futures and stocks options on the NSE aggregated 7.58 crore shares, accounting for 52.7 per cent of the total volume traded on the NSE's spot markets. In terms of value, the open interest accounted for 50.4 per cent of the total traded value on the NSE on Friday.

The stock futures and stock options accounted for 81.9 per cent of total open interest position at Rs 973,69 crore. Index futures and index options played the second fiddle with aggregate open interest position of Rs 215.23 crore, accounting for 18.1 per cent of the total open interest position of the derivatives market.

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Operators are expanding their activities in stock futures which is termed as a replacement of the old badla system. The open interest in stock futures shot up by more than ten times from the date of introduction, November 9 and it is up by over 60 per cent at Rs 493.82 crore, since November 30, 2001. The outstanding in index futures was aggregated at Rs 119.11 crore.

The open interest in stock options, wherein the risk is limited to the premium termed and is seen as a safer bet in the derivatives market, aggregated Rs 497.87 crore with call options accounting for a lion's share of Rs 359.64 crore, while put options take the remaining Rs 120.23 crore.

Satyam Computer aggregated the highest volume in stock options and stock futures, aggregating Rs 153.9 crore. Satyam's open interest in stock futures aggregated 26.34 lakh shares valued at Rs 63 crore, while open interest in stock option aggregated 36.90 lakh shares valued at Rs 90.86 crore.

Reliance Petroleum in the second favoured contract in derivatives markets with open interest accounting for Rs 131.25 crore.

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First Published: Dec 17 2001 | 12:00 AM IST

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