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Table 11.6 : Bank Group-wise and Instrument-wise Derivatives of Scheduled Commercial Banks in India as at end March 2012 and 2013

(Amount in ` Billion)

Bank Group

SBI and its Associates

Nationalised Banks

Old Private Sector Banks

2012

2013

2012

2013

2012

2013

 

(1)

(2)

(3)

(4)

(5)

(6)

1. Foreign exchange contracts (outstanding)

4,565.35

5,098.53

9,405.56

12,072.27

1,559.46

1,618.02

1.1 Forward forex contracts

4,482.39

5,050.81

9,370.93

12,061.44

1,524.22

1,560.7

1.2 Currency options purchased

82.96

47.72

34.62

10.83

35.23

57.32

2. Futures & Swaps

202.74

215.73

211.16

164.8

67.44

48.93

2.1 Currency futures

0.12

1.4

96.34

0.62

-

0.16

2.2 Cross currency interest rate swaps

202.62

214.33

114.82

164.18

67.44

48.77

3. Interest rate related contracts

614.56

669.39

515.85

605.36

219.17

210.71

3.1 Forward rate agreements

2.49

4.61

-

-

-

-

3.2 Interest rate options

-

-

-

-

-

-

3.3 Interest rate futures

-

-

-

-

-

-

3.4 Single currency interest rate swaps

612.06

664.79

515.85

605.36

217.64

210.71

3.5 Basis swaps

-

-

-

-

1.53

-

Total -Contracts/Derivatives

5,382.65

5,983.65

10,132.56

12,842.43

1,846.07

1,877.66


Bank Group

New Private Sector Banks

Foreign Banks

All Scheduled Commercial
Banks

2012

2013

2012

2013

2012

2013

 

(1)

(2)

(3)

(4)

(5)

(6)

1. Foreign exchange contracts (outstanding)

13,441.08

12,180.88

40,994.04

33,204.04

69,965.49

64,173.74

1.1 Forward forex contracts

12,978.22

11,854.37

38,307.11

31,793.07

66,662.88

62,320.38

1.2 Currency options purchased

462.86

326.51

2,686.94

1,410.97

3,302.61

1,853.35

2. Futures & Swaps

560.44

670.16

3,244.36

3,238.08

4,286.14

4,337.69

2.1 Currency futures

0.17

6.84

62.46

26.59

159.09

35.62

2.2 Cross currency interest rate swaps

560.26

663.32

3,181.9

3,211.48

4,127.05

4,302.07

3. Interest rate related contracts

6,378.3

6,426.79

45,225.67

36,225.78

52,953.54

44,138.04

3.1 Forward rate agreements

8.73

1.13

21.92

49.48

33.14

55.22

3.2 Interest rate options

42.99

20.76

311.42

218.55

354.41

239.31

3.3 Interest rate futures

-

-

-

-

-

-

3.4 Single currency interest rate swaps

6,317.76

6,393.18

44,839.22

35,891.54

52,502.53

43,765.58

3.5 Basis swaps

8.82

11.72

53.11

66.21

63.46

77.92

Total -Contracts/Derivatives

20,379.81

19,277.83

89,464.08

72,667.89

127,205.16

112,649.46

Source: Department of Banking Supervision, RBI.

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