FII Derivative Trade Statistics
31-Jul
(Rs Cr) Buy
Index Futures 4273.92 3888.42 32444.74
Index Options 3182028.53 3128057.51 407626.70
Stock Futures 28299.24 30442.69 316864.09
Stock Options 44807.94 44855.43 29910.89
Total 3259409.63 3207244.05 786846.42
31-Jul Prev_Day
Put Call Ratio (OI) 1.28 1.23 0.05
Put Call Ratio(Vol) 0.89 0.86 0.04
31-Jul Wk. Ago Mth. Ago
Call Rate 6.49% 6.68% 6.85% 6.52%
T-Repo 6.41% 6.62% 6.72% 6.37%
Repo 6.50% 6.50% 6.50% 6.50%
Reverse Repo 3.35% 3.35% 3.35% 3.35%
91 Day T-Bill 6.67% 6.71% 6.78% 6.72%
364 Day T-Bill 6.79% 6.84% 6.94% 6.88%
10 Year Gilt 6.92% 6.96% 6.99% 7.17%
G-Sec Vol. (Rs.Cr) 85540 67474 66228 34549
FBIL MIBOR 6.55% 6.79% 6.86% 6.60%
3 Month CP Rate 7.20% 7.17% 7.21% 7.02%
5 Year Corp Bond 7.47% 7.51% 7.56% 7.59%
1 Month CD Rate 6.91% 6.92% 7.17% 6.83%
3 Month CD Rate 7.16% 7.16% 7.12% 7.04%
1 Year CD Rate 7.57% 7.69% 7.62% 7.35%
Currency 31-Jul Prev_Day
USD/INR 83.74 83.73 0.01
GBP/INR 107.55 107.59 -0.04
EURO/INR 90.62 90.61 0.02
JPY/INR 0.55 0.54 0.01
Commodity 31-Jul Wk Ago Mth. Ago
NYMEX Crude($/bl) 79.21 78.53 82.73 81.75
Brent Crude($/bl) 82.78 84.56 88.75 85.42
Gold( $/oz) 2448 2398 2326 1964
Gold(Rs./10 gm) 69046 68918 71563 59283
Source: Refinitiv
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Derivative Statistics- Nifty Options
The information herein is meant only for general reading purposes and contains all factual and statistical information pertaining to Industry and markets which have been obtained from independent third party sources
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material.
• Nifty Aug 2024 Futures stood at 25,013.15, a premium of 62.00 points
above the spot closing of 24,951.15. The turnover on NSE’s Futures and
Options segment fell to Rs.9,339.40 crore on July 31, 2024, compared with
Rs.4,32,377.54 crore on July 30, 2024.
• The Put-Call ratio stood at 0.88 compared with the previous session’s close
of 0.94.
• The Nifty Put-Call ratio stood at 1.28 compared with the previous session’s
close of 1.23.
• Open interest on Nifty Futures stood at 16.58 million, compared with the
previous session’s close of 15.71 million.
• Bond yields mostly remained unchanged ahead of the U.S. Federal Reserve's
policy meeting.
• Yield on the 10-year benchmark paper (7.10% GS 2034) was unchanged to
close at 6.93% as compared to the previous day’s close.
• Data from Reserve Bank of India showed that reserve money grew 7.2% on a
yearly basis for the week ended Jul 26, 2024 compared to an increase of
5.4% in the same period of the previous year. The currency in circulation
grew 6.4% on a yearly basis for the week ended Jul 26, 2024 compared to an
increase of 4.4% in the same period of the previous year.
• Data on sectoral deployment of bank credit for Jun 2024 showed, non-food
bank credit grew 17.4% YoY in Jun 2024 as compared with 16.3% a year ago.
Credit to agriculture and allied activities rose by 17.4% as compared with
19.7%. Credit to industry rose 8.1% as compared with 7.4%.
• The Indian rupee in the spot trade rose slightly against the U.S. dollar
following rise in the domestic equity markets.
• Euro rose against the U.S. dollar following the U.S. Federal Reserve's decision
to maintain interest rates, there is now a possibility of lowering borrowing
costs in the near future.
• Gold prices rose following the escalation of conflicts in the Middle East.
• Brent crude oil prices (spot) rose amid worries regarding potential supply
interruptions caused by escalating tensions in the Middle East.
• The Bank of Japan raised its benchmark rate by 15 basis points and also
announced its plan to reduce bond purchases at the latest monetary policy
meeting on 31st Jul, 2024. The Bank of Japan (BOJ) lifted interest rates for
the second time since 2007. The central bank said in a statement it had set
an interest rate of 0.25%, up from around zero to 0.1%.
• The Federal Reserve announced its widely expected monetary policy
decision to leave interest rates unchanged on 31st Jul, 2024. In light of its
objectives of achieving maximum employment and maintaining an inflation
rate of 2% in the long term, the Federal Reserve announced its decision to
keep the target range for the federal funds rate at 5.25% to 5.50%.