FII Derivative Trade Statistics 02-Dec
(Rs Cr) Buy
Index Futures 2816.52 3342.61 19037.54
Index Options 2367750.73 2359661.90 134344.36
Stock Futures 10649.38 9708.27 138823.96
Stock Options 8293.97 8547.30 8091.38
Total 2389510.60 2381260.08 300297.24
02-Dec Prev_Day
Put Call Ratio (OI) 0.94 1.16 -0.22
Put Call Ratio(Vol) 0.92 1.08 -0.16
02-Dec Wk. Ago Mth. Ago
Call Rate 5.80% 6.12% 5.93% 3.26%
T-Repo 5.62% 6.11% 5.66% 3.25%
Repo 5.90% 5.90% 5.90% 4.00%
Reverse Repo 3.35% 3.35% 3.35% 3.35%
91 Day T-Bill 6.32% 6.23% 6.48% 3.52%
364 Day T-Bill 6.80% 6.60% 6.94% 4.12%
10 Year Gilt 7.22% 7.30% 7.40% 6.34%
G-Sec Vol. (Rs.Cr) 45883 39219 22802 14573
FBIL MIBOR 5.83% 6.19% 5.99% 3.45%
3 Month CP Rate 6.87% 6.95% 7.03% 3.95%
5 Year Corp Bond 7.78% 7.84% 7.87% 6.57%
1 Month CD Rate 6.48% 6.43% 6.47% 3.62%
3 Month CD Rate 6.79% 6.88% 7.03% 3.58%
1 Year CD Rate 7.46% 7.47% 7.62% 4.47%
Currency 02-Dec Prev_Day
USD/INR 81.18 81.15 0.03
GBP/INR 99.31 98.17 1.14
EURO/INR 85.46 84.75 0.72
JPY/INR 0.60 0.59 0.01
Commodity 02-Dec Wk Ago Mth. Ago
NYMEX Crude($/bl) 79.76 76.35 90.01 66.50
Brent Crude($/bl) 89.39 86.69 97.49 71.66
Gold( $/oz) 1798 1756 1635 1769
Gold(Rs./10 gm) 53447 52444 50616 47394
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 Dec 2022 Futures stood at 18,812.55, a premium of 116.45 points
above the spot closing of 18,696.10. The turnover on NSE’s Futures and
Options segment fell to Rs. 82,97,319.26 crore on Dec 02, 2022, compared
with Rs.3,23,02,311.67 crore on Dec 01, 2022.
• The Put-Call ratio stood at 0.92 compared with the previous session’s close
of 1.
• The Nifty Put-Call ratio stood at 0.94 compared with the previous session’s
close of 1.15.
• Open interest on Nifty Futures stood at 13.15 million, compared with the
previous session’s close of 14.09 million.
• Bond yields rose marginally on profit booking as demand at the weekly
government bond auction fell short of expectations.
• Yield on the 10-year benchmark paper (7.26% GS 2032) rose 1 bps to close at
7.22% as compared to the previous close of 7.21%.
• Reserve Bank of India conducted the auction of four government securities
namely 6.69% GS 2024, 7.10% GS 2029, 7.54% GS 2036 and 7.40% GS 2062
for a notified amount of Rs. 30,000 crore, which was completely accepted.
The cut off price/implicit yield at cut-off for 6.69% GS 2024, 7.10% GS 2029,
7.54% GS 2036 and 7.40% GS 2062 stood at Rs. 99.83/6.8025%, Rs.
99.60/7.1770%, Rs. 101.55/7.3562% and Rs. 100.64/7.3489%, respectively.
• Reserve Bank of India announced the auction of government securities for
five states for a notified amount of Rs. 9,250 crore. The auction will be
conducted on Dec 06, 2022.
• The Indian rupee in the spot trade weakened against the greenback
following dollar demand from importers.
• The euro rose against the greenback after upbeat U.S. jobs data for Nov
2022 added to lingering uncertainty about the outlook for interest rates.
• Gold prices fell after robust U.S. jobs data for Nov 2022 fanned concerns that
the U.S. Federal Reserve might stick with its aggressive monetary policy
tightening.
• Brent crude oil prices fell ahead of a meeting of OPEC+ and a ban on Russian
crude by the European Union.
• According to the Labor Department, U.S. non-farm payroll employment rose
to 263,000 jobs in Nov 2022 as compared to upwardly revised 284,000 jobs
in Oct 2022. Meanwhile, the unemployment rate held at 3.7% Nov 2022,
unchanged from Oct 2022.
• According to Destatis, Germany’s exports fell 0.6% MoM in Oct 2022 as
against 0.7% fall in Sep 2022. Germany’s import fell 3.7% in Oct as against
2.2% fall in Sep.
• According to the Bank of Japan, the country’s monetary base fell 6.4% YoY in
Nov 2022 coming in at 616.820 trillion yen as against 6.9% contraction in Oct
2022.
• According to Eurostat, eurozone producer prices rose 30.8% in Oct 2022
following 41.9% rise in Sep 2022. The decline came amid notable reduction
in energy price growth.