Zinc Futures

(Content: Susan Thomas, Anjali Sharma, Rahul Somani. Implementer: Rahul Somani. Updates: Rahul Somani.)


.
ADTV (Rs. Bn)
Max OI (Rs. Bn)
Basis
Basis Risk (%)
NBP (%)
VR (lag = 2)
Volatility (%)
Jan-19 Feb-19 Mar-19 Apr-19 May-19 Jun-19 Jul-19 Aug-19 Sep-19 Oct-19 Nov-19 Dec-19 Jan-20 Feb-20
24.99 29.14 31.13 26.13 18.36 20.08 17.51 13.65 14.90 11.46 9.94 6.91 0.00 0.00
6.88 6.07 8.38 7.73 5.16 5.56 5.90 4.31 4.18 4.37 3.72 3.46 0.02 0.03
-0.21 0.07 0.34 -1.11 -1.25 -1.65 -0.76 -0.90 -1.62 -2.13 -2.28 -1.32 -2.13 -2.34
19.94 16.21 16.66 30.36 18.43 14.62 20.34 14.62 17.77 19.31 22.16 15.36 15.21 16.37
52.17 43.52 44.05 72.48 96.21 87.84 66.58 82.45 89.47 93.70 96.12 94.44 100.00 100.00
0.82 1.02 1.13 0.77 1.02 0.74 0.98 0.71 0.61 0.72 1.17 1.04 0.77 0.94
21.67 23.06 23.60 29.78 20.33 22.06 20.52 15.81 21.70 17.98 21.75 14.69 16.33 19.43
Legend

ADTV: Average Daily Traded Volume; Max OI: Maximum Open Interest; Basis: Spot-Futures Basis; NBP: Negative Basis Proportion; VR: Variance Ratio

Sources

MCX: Bhavcopy data, FBIL: MIBOR rate, USD-INR reference rate