Currency derivatives
NSE Currency Derivatives Segment (CDS) — USD/EUR/GBP/JPY vs INR.
Trading hours
Mon–Fri 09:00–17:00 IST
Expiry convention
Two working days prior to last working day of expiry month
Underlyings
4 contracts groups
USD / INR (CDS)
₹ per USD · lot 1,000
₹/lot = price × 1000
Spot
95.18
as of 27/10/2026
Front future
95.20
exp 28/10/2026
Basis
+0.02
Carry (annualised)
-
1d to front
| Expiry | DTE | Price | ₹ / lot | Volume | OI | Vol/OI |
|---|---|---|---|---|---|---|
| 28/10/2026 USDINR26OCTFUT | 1d | 95.20 | ₹95,198 | 5,64,776 | - | - |
| 30/10/2026 USDINR26O30FUT | 3d | - | - | - | - | - |
| 06/11/2026 USDINR26N06FUT | 10d | - | - | - | - | - |
| 13/11/2026 USDINR26N13FUT | 17d | - | - | - | - | - |
| 20/11/2026 USDINR26N20FUT | 24d | - | - | - | - | - |
| 26/11/2026 USDINR26NOVFUT | 30d | 95.65 | ₹95,650 | 2,08,619 | - | - |
| 27/11/2026 USDINR26N27FUT | 31d | - | - | - | - | - |
| 04/12/2026 USDINR26D04FUT | 38d | - | - | - | - | - |
| 11/12/2026 USDINR26D11FUT | 45d | - | - | - | - | - |
| 18/12/2026 USDINR26D18FUT | 52d | - | - | - | - | - |
| 24/12/2026 USDINR26D24FUT | 58d | - | - | - | - | - |
| 29/12/2026 USDINR26DECFUT | 63d | 96.07 | ₹96,070 | 2,760 | - | - |
| 01/01/2027 USDINR27101FUT | 66d | - | - | - | - | - |
| 08/01/2027 USDINR27108FUT | 73d | - | - | - | - | - |
| 27/01/2027 USDINR27JANFUT | 92d | 96.22 | ₹96,220 | 450 | - | - |
| 24/02/2027 USDINR27FEBFUT | 120d | 97.10 | ₹97,100 | 50 | - | - |
| 29/03/2027 USDINR27MARFUT | 153d | - | - | - | - | - |
| 28/04/2027 USDINR27APRFUT | 183d | - | - | - | - | - |
| 27/05/2027 USDINR27MAYFUT | 212d | - | - | - | - | - |
| 28/06/2027 USDINR27JUNFUT | 244d | - | - | - | - | - |
| 28/07/2027 USDINR27JULFUT | 274d | - | - | - | - | - |
| 27/08/2027 USDINR27AUGFUT | 304d | - | - | - | - | - |
| 28/09/2027 USDINR27SEPFUT | 336d | - | - | - | - | - |
EUR / INR (CDS)
₹ per EUR · lot 1,000
₹/lot = price × 1000
Spot
106.34
as of 27/10/2026
Front future
107.20
exp 28/10/2026
Basis
+0.86
Carry (annualised)
-
1d to front
| Expiry | DTE | Price | ₹ / lot | Volume | OI | Vol/OI |
|---|---|---|---|---|---|---|
| 28/10/2026 EURINR26OCTFUT | 1d | 107.20 | ₹1.07 L | 1,039 | - | - |
| 30/10/2026 EURINR26O30FUT | 3d | - | - | - | - | - |
| 06/11/2026 EURINR26N06FUT | 10d | - | - | - | - | - |
| 13/11/2026 EURINR26N13FUT | 17d | - | - | - | - | - |
| 20/11/2026 EURINR26N20FUT | 24d | - | - | - | - | - |
| 26/11/2026 EURINR26NOVFUT | 30d | 107.46 | ₹1.07 L | 426 | - | - |
| 27/11/2026 EURINR26N27FUT | 31d | - | - | - | - | - |
| 04/12/2026 EURINR26D04FUT | 38d | - | - | - | - | - |
| 11/12/2026 EURINR26D11FUT | 45d | - | - | - | - | - |
| 18/12/2026 EURINR26D18FUT | 52d | - | - | - | - | - |
| 24/12/2026 EURINR26D24FUT | 58d | - | - | - | - | - |
| 29/12/2026 EURINR26DECFUT | 63d | - | - | - | - | - |
| 01/01/2027 EURINR27101FUT | 66d | - | - | - | - | - |
| 08/01/2027 EURINR27108FUT | 73d | - | - | - | - | - |
| 27/01/2027 EURINR27JANFUT | 92d | - | - | - | - | - |
| 24/02/2027 EURINR27FEBFUT | 120d | - | - | - | - | - |
| 29/03/2027 EURINR27MARFUT | 153d | - | - | - | - | - |
| 28/04/2027 EURINR27APRFUT | 183d | - | - | - | - | - |
| 27/05/2027 EURINR27MAYFUT | 212d | - | - | - | - | - |
| 28/06/2027 EURINR27JUNFUT | 244d | - | - | - | - | - |
| 28/07/2027 EURINR27JULFUT | 274d | - | - | - | - | - |
| 27/08/2027 EURINR27AUGFUT | 304d | - | - | - | - | - |
| 28/09/2027 EURINR27SEPFUT | 336d | - | - | - | - | - |
GBP / INR (CDS)
₹ per GBP · lot 1,000
₹/lot = price × 1000
Spot
126.92
as of 27/10/2026
Front future
127.20
exp 28/10/2026
Basis
+0.28
Carry (annualised)
-
1d to front
| Expiry | DTE | Price | ₹ / lot | Volume | OI | Vol/OI |
|---|---|---|---|---|---|---|
| 28/10/2026 GBPINR26OCTFUT | 1d | 127.20 | ₹1.27 L | 958 | - | - |
| 30/10/2026 GBPINR26O30FUT | 3d | - | - | - | - | - |
| 06/11/2026 GBPINR26N06FUT | 10d | - | - | - | - | - |
| 13/11/2026 GBPINR26N13FUT | 17d | - | - | - | - | - |
| 20/11/2026 GBPINR26N20FUT | 24d | - | - | - | - | - |
| 26/11/2026 GBPINR26NOVFUT | 30d | 127.62 | ₹1.28 L | 691 | - | - |
| 27/11/2026 GBPINR26N27FUT | 31d | - | - | - | - | - |
| 04/12/2026 GBPINR26D04FUT | 38d | - | - | - | - | - |
| 11/12/2026 GBPINR26D11FUT | 45d | - | - | - | - | - |
| 18/12/2026 GBPINR26D18FUT | 52d | - | - | - | - | - |
| 24/12/2026 GBPINR26D24FUT | 58d | - | - | - | - | - |
| 29/12/2026 GBPINR26DECFUT | 63d | - | - | - | - | - |
| 01/01/2027 GBPINR27101FUT | 66d | - | - | - | - | - |
| 08/01/2027 GBPINR27108FUT | 73d | - | - | - | - | - |
| 27/01/2027 GBPINR27JANFUT | 92d | - | - | - | - | - |
| 24/02/2027 GBPINR27FEBFUT | 120d | - | - | - | - | - |
| 29/03/2027 GBPINR27MARFUT | 153d | - | - | - | - | - |
| 28/04/2027 GBPINR27APRFUT | 183d | - | - | - | - | - |
| 27/05/2027 GBPINR27MAYFUT | 212d | - | - | - | - | - |
| 28/06/2027 GBPINR27JUNFUT | 244d | - | - | - | - | - |
| 28/07/2027 GBPINR27JULFUT | 274d | - | - | - | - | - |
| 27/08/2027 GBPINR27AUGFUT | 304d | - | - | - | - | - |
| 28/09/2027 GBPINR27SEPFUT | 336d | - | - | - | - | - |
JPY / INR (per 100 JPY) (CDS)
₹ per 100 JPY · lot 1,00,000
₹/lot = price × 1000 (lot = 100k JPY, price quoted per 100 JPY)
Spot
60.33
as of 27/10/2026
Front future
61.10
exp 28/10/2026
Basis
+0.77
Carry (annualised)
-
1d to front
| Expiry | DTE | Price | ₹ / lot | Volume | OI | Vol/OI |
|---|---|---|---|---|---|---|
| 28/10/2026 JPYINR26OCTFUT | 1d | 61.10 | ₹61.10 L | 7 | - | - |
| 30/10/2026 JPYINR26O30FUT | 3d | - | - | - | - | - |
| 06/11/2026 JPYINR26N06FUT | 10d | - | - | - | - | - |
| 13/11/2026 JPYINR26N13FUT | 17d | - | - | - | - | - |
| 20/11/2026 JPYINR26N20FUT | 24d | - | - | - | - | - |
| 26/11/2026 JPYINR26NOVFUT | 30d | 60.65 | ₹60.65 L | 5 | - | - |
| 27/11/2026 JPYINR26N27FUT | 31d | - | - | - | - | - |
| 04/12/2026 JPYINR26D04FUT | 38d | - | - | - | - | - |
| 11/12/2026 JPYINR26D11FUT | 45d | - | - | - | - | - |
| 18/12/2026 JPYINR26D18FUT | 52d | - | - | - | - | - |
| 24/12/2026 JPYINR26D24FUT | 58d | - | - | - | - | - |
| 29/12/2026 JPYINR26DECFUT | 63d | - | - | - | - | - |
| 01/01/2027 JPYINR27101FUT | 66d | - | - | - | - | - |
| 08/01/2027 JPYINR27108FUT | 73d | - | - | - | - | - |
| 27/01/2027 JPYINR27JANFUT | 92d | - | - | - | - | - |
| 24/02/2027 JPYINR27FEBFUT | 120d | - | - | - | - | - |
| 29/03/2027 JPYINR27MARFUT | 153d | - | - | - | - | - |
| 28/04/2027 JPYINR27APRFUT | 183d | - | - | - | - | - |
| 27/05/2027 JPYINR27MAYFUT | 212d | - | - | - | - | - |
| 28/06/2027 JPYINR27JUNFUT | 244d | - | - | - | - | - |
| 28/07/2027 JPYINR27JULFUT | 274d | - | - | - | - | - |
| 27/08/2027 JPYINR27AUGFUT | 304d | - | - | - | - | - |
| 28/09/2027 JPYINR27SEPFUT | 336d | - | - | - | - | - |
Carry suppressed for contracts under 7 days to expiry. Annualisation amplifies any spot/future timing mismatch (Yahoo INR=X is EOD; the future is live intraday) into misleading headline numbers. For commodities, basis is shown as calendar spread because MCX has no live spot listing.