Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

BSE: Another Record Day - Highest Volume with Biggest Participation

Date 20/10/2011

Trading activity at BSE in derivatives maintains the momentum with more participants trading every day.

Today, LEIPS witnessed a highest participation of 138 broker members and highest volume of Rs. 402 Cr.

With the increasing participation the order book is deeper (very narrow spreads) and makes a convincing case for even more members to participate.

HIGHLIGHTS:
1) Top trading day in LEIPS-I - a volume of roaring Rs. 401.91 Crore was clocked today with trading in 27 underlying.

2) Highest ever - 138 broker members participated in derivatives trading on the 16th day of LEIPS-I.
This was also the 7th consecutive day when the participation has been upwards of 100 members on a daily basis. Average participation of more than 100 members per day in derivatives at BSE since the inception of the programme.



3) Trading Summary:
 

Type of Instrument Contracts Traded Turnover(Rs.Cr.)
Index Future
9307
235.30
Index Option (Call)
1631
43.28
Index Option (Put)
290
7.35
Equity Future
3829
104.68
Equity Option (Call)
370
11.14
Equity Option (Put) - -
TOTAL (ALL)
15427
401.91




4) Number of registered members keeps rising in the LEIPS – 397 members have registered with 91 applications for market making.

5) Derivatives Trading activity – A well spread trading sessions had continued to be the case from the first day in LEIPS.