FII Derivative Trade Statistics
09-Jan
(Rs Cr) Buy
Index Futures 2890.44 4256.11 26019.66
Index Options 1729367.35 1759327.04 551819.77
Stock Futures 22755.65 25174.91 339263.72
Stock Options 68211.56 74276.26 71868.11
Total 1823225.00 1863034.32 988971.26
09-Jan Prev_Day
Put Call Ratio (OI) 0.77 0.83 -0.07
Put Call Ratio(Vol) 0.99 0.89 0.11
09-Jan Wk. Ago Mth. Ago
Call Rate 6.83% 6.47% 6.56% 6.74%
T-Repo 6.75% 6.22% 6.52% 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 6.59% 6.46% 6.40% 6.94%
364 Day T-Bill 6.69% 6.67% 6.54% 7.11%
10 Year Gilt 6.76% 6.79% 6.72% 7.19%
G-Sec Vol. (Rs.Cr) 50885 39724 58909 45939
FBIL MIBOR 6.99% 6.56% 6.67% 6.85%
3 Month CP Rate 7.60% 7.48% 7.16% 7.63%
5 Year Corp Bond 7.42% 7.47% 7.48% 7.50%
1 Month CD Rate 7.37% 7.00% 7.20% 7.05%
3 Month CD Rate 7.53% 7.15% 7.15% 7.53%
1 Year CD Rate 7.69% 7.56% 7.48% 7.91%
Currency 09-Jan Prev_Day
USD/INR 85.88 85.84 0.04
GBP/INR 105.76 107.21 -1.45
EURO/INR 88.47 88.89 -0.42
JPY/INR 0.54 0.54 0.00
Commodity 09-Jan Wk Ago Mth. Ago
NYMEX Crude($/bl) 74.53 73.69 68.55 71.98
Brent Crude($/bl) 78.63 78.08 75.01 80.56
Gold( $/oz) 2670 2657 2659 2030
Gold(Rs./10 gm) 77355 76720 76375 62221
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 Jan 2025 Futures stood at 23,648.10, a premium of 121.60 points
above the spot closing of 23,526.50. The turnover on NSE’s Futures and
Options segment fell to Rs.7,151.05 crore on January 09, 2025, compared
with Rs. 4,32,402.72 crore on January 08, 2025.
• The Put-Call ratio stood at 0.98 compared with the previous session’s close
of 0.89.
• The Nifty Put-Call ratio stood at 0.77 compared with the previous session’s
close of 0.83.
• Open interest on Nifty Futures stood at 15.42 million, compared with the
previous session’s close of 14.45 million.
• Bond yields mostly remained steady ahead of the weekly debt supply on Jan
10, 2025.
• Yield on the 10-year benchmark paper (6.79% GS 2034) were unchanged to
close at 6.77% as compared to the previous day’s close.
• Data from Reserve Bank of India showed that money supply grew 9.3% on a
yearly basis for the fortnight ended Dec 27, 2024 compared to an increase of
11.0% in the same period of the previous year. Bank Credit to Commercial
Sector grew 12.1% on a yearly basis for the fortnight ended Dec 27, 2024
compared to an increase of 14.9% in the same period of the previous year.
• RBI conducted the auction of Overnight Variable Rate Repo for the notified
amount of Rs. 50,000 crore for which amount of Rs. 50,004 crore was
accepted and the cut-off yield stood at 6.62%.
• The Indian rupee in the spot trade fell against the U.S. dollar due to strong
greenback demand on the back of expectations of slower-than-anticipated
rate cuts by the U.S. Federal Reserve.
• Euro fell against the U.S. dollar as investors focused on the euro area retail
sales report.
• Gold prices rose as investors continued to pick up the safe-haven asset amid
concerns about potential tariff hikes by the U.S. President-elect.
• Brent crude oil prices (spot) rose amid optimism about the outlook for global
oil demand.
• According to Eurostat, eurozone’s retail sales grew 0.1% on month in Nov
2024 after easing 0.3% in Oct 2024. Sales were expected to climb 0.3%.
• According to Destatis, Germany’s industrial output increased 1.5% on a
monthly basis in Nov 2024, in contrast to the revised 0.4% decrease in Oct
2024.
• According to Destatis, Germany’s exports logged a monthly growth of 2.1%
in Nov 2024 after Oct 2024 2.9% decrease. Shipments were forecast to climb
2.0%. On the other hand, the decline in imports worsened to 3.3% from 0.3%
in Oct 2024. Economists had forecast imports to grow 0.7%.
• According to the National Bureau of Statistics, China’s consumer prices grew
only 0.1% on a yearly basis in Dec 2024, slower than the 0.2% increase seen
in Nov 2024.