FII Derivative Trade Statistics
01-Jan
(Rs Cr) Buy
Index Futures 1966.23 3542.96 20429.09
Index Options 1700123.30 1649650.02 438373.00
Stock Futures 16066.35 19106.83 331813.95
Stock Options 46156.92 46122.41 41554.65
Total 1764312.80 1718422.22 832170.69
01-Jan Prev_Day
Put Call Ratio (OI) 1.06 0.99 0.06
Put Call Ratio(Vol) 0.89 0.93 -0.04
01-Jan Wk. Ago Mth. Ago
Call Rate 6.52% 6.71% 6.75% 6.78%
T-Repo 6.31% 6.54% 6.65% 6.76%
Repo 6.50% 6.50% 6.50% 6.50%
Reverse Repo 3.35% 3.35% 3.35% 3.35%
91 Day T-Bill 6.56% 6.46% 6.51% 6.95%
364 Day T-Bill 6.69% 7.00% 6.60% 7.10%
10 Year Gilt 6.78% 6.78% 6.74% 7.20%
G-Sec Vol. (Rs.Cr) 21569 26975 74077 21741
FBIL MIBOR 6.60% 6.86% 6.76% 6.90%
3 Month CP Rate 7.48% 7.45% 7.21% 7.52%
5 Year Corp Bond 7.45% 7.53% 7.36% 7.50%
1 Month CD Rate 7.15% 7.55% 6.90% 7.24%
3 Month CD Rate 7.17% 7.43% 7.20% 7.29%
1 Year CD Rate 7.58% 7.63% 7.55% 7.73%
Currency 01-Jan Prev_Day
USD/INR 85.71 85.62 0.09
GBP/INR 107.26 107.46 -0.20
EURO/INR 88.76 89.09 -0.33
JPY/INR 0.55 0.55 0.00
Commodity 31-Dec Wk Ago Mth. Ago
Brent Crude($/bl)
[1]
76.52 75.43 75.45 80.29
Gold( $/oz)
[1]
2624 2613 2654 2063
Gold(Rs./10 gm) 76308 75640 76400 63103
Source: Refinitiv
[1]
Data as on 31 Dec, 2024;
[2]
Data as on 30 Dec, 2024
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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 Jan 2025 Futures stood at 23,897.85, a premium of 154.95 points
above the spot closing of 23,742.90. The turnover on NSE’s Futures and
Options segment fell to Rs.4,538.51 crore on January 01, 2025, compared
with Rs. 2,75,943.69 crore on December 31, 2024.
• The Put-Call ratio stood at 0.87 compared with the previous session’s close
of 0.89.
• The Nifty Put-Call ratio stood at 1.06 compared with the previous session’s
close of 0.99.
• Open interest on Nifty Futures stood at 14.44 million, compared with the
previous session’s close of 14.43 million.
• Bonds yields rose in the first trading session of 2025 on concerns over heavy
borrowings by the central government in the Jan-Mar quarter of FY25.
• Yield on the 10-year benchmark paper (6.79% GS 2034) rose by 2 bps to close
at 6.78% as compared to the previous close of 6.76%.
• Reserve Bank of India conducted the auction of 91 days, 182 days and 364
days Treasury Bills for an aggregate amount of Rs. 28,000 crore for which
the full amount was accepted, and the cut-off rate stood at Rs. 98.3821
(YTM: 6.5961%), Rs. 96.7579 (YTM: 6.7199%) and Rs. 93.7370 (YTM:
6.6998%), respectively.
• The Indian rupee in the spot trade fell against the U.S. dollar due to strong
greenback demand from importers.
• Euro rose against the U.S. dollar ahead of the U.S. Federal Reserve's
trajectory regarding interest rates in 2025.
• The commodity market closed due to a public holiday.
• The commodity market closed due to a public holiday.
• The global markets were closed on account of the new year.