List of Derivative Products

In this topic I would like to list commonly used derivatives by class/category. This is just a partial list. You may come across many
more products. If you have big picture some insight into common products it might be easy to understand the other.
o
o
o
o
o
o
o
o
o
o
o
o
o

Equity Derivatives
Equity Options
Equity Index Options
Equity Index Futures
Equity Forward
Equity Swap
Equity Variance Swap
Equity Volatility Swap
Equity Variance Option
Equity Volatility Option
Equity Warrants
Equity Convertibles
Equity Convertible Swaps
Equity Convertible Preferreds

o
o
o
o
o
o
o
o
o
o

Interest Rate Derivatives

Bond Futures
Interest Rate Futures
Futures on Swaps
Options on Bond Futures
Options on Interest Rate Futures
Interest Rate Swap
Cross-Currency Swap
Bond Forwards
FRA Floating Rate Agreements
Structured Products (Notes/Bonds/Bills)

o
o
o
o
o
o

FX Derivatives
FX Futures
FX Forwards
FX Listed Options
FX OTC Options
Currency-linked Notes
Currency Swaptions

o
o
o

Credit Derivatives
Credit Default Swap- Single Names
Credit Default Swap Basket
Credit Default Swap Index

Business Growth in Currency Derivatives Segment

Ye
ar

Currency
Futures

Currency
Options

Total

Avera
ge
Daily
Turno
ver
( cr.)

Notion
al
No. of Turnov No. of Turnov No. of Turnov
contrac
er
contrac
er
contrac
er
ts
( cr.)
ts
( cr.)
ts
( cr.)
20
1420
15

34,13,5
8,357

21,57,0
33.48

11,86,3
9,893

7,35,31
1.23

45,99,9
8,250

28,92,3 12,57
44.71
5.41

20
1320
14

47,83,0
1,579

29,40,8
85.92

18,18,9
0,951

10,71,6
27.54

66,01,9
2,530

40,12,5 16,44
13.45
4.73

20
1220
13

68,41,5
9,263

37,65,1
05.33

27,50,8
4,185

15,09,3
59.32

95,92,4
3,448

52,74,4 21,70
64.65
5.62

20
1120
12

70,13,7
1,974

33,78,4
88.92

27,19,7
2,158

12,96,5
00.98

97,33,4
4,132

46,74,9 19,47
89.91
9.12

20
1020
11

71,21,8
1,928

32,79,0 3,74,20,
02.13
147

1,70,78
5.59

74,96,0
2,075

34,49,7 13,85
87.72
4.57

20
0920
10

37,86,0
6,983

17,82,6
08.04

37,86,0
6,983

17,82,6 7,427.
08.04
53

20 3,26,72,
08768
20

1,62,27
2.43

- 3,26,72,
768

1,62,27 1,167.
2.43
43

09

Equity derivative
Equity derivative is a class of derivatives whose value is at least partly derived from one or more underlying equity securities. Options and futures
are by far the most common equity derivatives. This section provides you with an insight into the daily activities of the equity derivatives market
segment on NSE. 2 major products under Equity derivatives are Futures and Options, which are available on Indices and Stocks.

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Instrument wise Volume and Turnover

As on Mar 20, 2015 15:29:36 IST
Product
Index Futures

Traded Value
(Rs crores)

No. of contracts
6,77,896

18,862.96

0.00

Stock Futures

10,01,995

31,659.34

Index Options

1,10,58,699

2,60,625.11

Stock Options

4,83,590

15,416.62

1,32,22,180

3,26,564.03

Vol Futures

F&O Total