FII Derivative Trade Statistics
09-Jul
(Rs Cr) Buy
Index Futures 2413.70 2887.16 36390.93
Index Options 1772586.18 1768929.83 400073.47
Stock Futures 24173.27 27933.01 313615.33
Stock Options 44324.73 43885.23 39588.53
Total 1843497.88 1843635.23 789668.26
09-Jul Prev_Day
Put Call Ratio (OI) 1.15 1.20 -0.04
Put Call Ratio(Vol) 0.76 0.84 -0.08
09-Jul Wk. Ago Mth. Ago
Call Rate 6.47% 6.49% 6.52% 6.59%
T-Repo 6.40% 6.35% 6.40% 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 6.74% 6.78% 6.84% 6.70%
364 Day T-Bill 6.91% 6.93% 7.00% 6.87%
10 Year Gilt 6.99% 7.01% 7.02% 7.16%
G-Sec Vol. (Rs.Cr) 33705 30363 86792 51387
FBIL MIBOR 6.55% 6.55% 6.59% 6.65%
3 Month CP Rate 7.16% 7.22% 7.13% 6.99%
5 Year Corp Bond 7.54% 7.57% 7.59% 7.77%
1 Month CD Rate 6.96% 7.04% 7.03% 6.83%
3 Month CD Rate 7.07% 7.07% 7.15% 6.89%
1 Year CD Rate 7.66% 7.58% 7.65% 7.39%
Currency 09-Jul Prev_Day
USD/INR 83.48 83.48 0.01
GBP/INR 106.92 106.90 0.02
EURO/INR 90.39 90.30 0.09
JPY/INR 0.52 0.52 0.00
Commodity 09-Jul Wk Ago Mth. Ago
NYMEX Crude($/bl) 82.68 83.99 76.43 73.86
Brent Crude($/bl) 87.95 89.77 79.26 77.99
Gold( $/oz) 2364 2329 2293 1924
Gold(Rs./10 gm) 72271 71447 71748 58356
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 Jul 2024 Futures stood at 24,485.65, a premium of 52.45 points above
the spot closing of 24,433.20. The turnover on NSE’s Futures and Options
segment fell to Rs.8,571.17 crore on July 09, 2024, compared with Rs.
4,47,947.54 crore on July 08, 2024.
• The Put-Call ratio stood at 0.93 compared with the previous session’s close
of 0.88.
• The Nifty Put-Call ratio stood at 1.28 compared with the previous session’s
close of 1.18.
• Open interest on Nifty Futures stood at 16.03 million, compared with the
previous session’s close of 15.79 million.
• Bonds yields mostly remained unchanged as market participants awaited for
comments from the U.S. Federal Reserve’s Chairman to get hints on the
timing of a potential rate cut.
• Yield on the 10-year benchmark paper (7.10% GS 2034) was unchanged to
close at 6.99% as compared to the previous day’s close.
• RBI conducted the auction of 3-day Variable Rate Reverse Repo for the
notified amount of Rs. 25,000 crore for which amount of Rs. 21,310 crore
was accepted and the cut-off yield stood at 6.49%.
• Reserve Bank of India conducted the auction of government securities for
five states for a notified amount of Rs. 6,100 crore for which full amount was
accepted. The cut off yield ranged from 7.31% to 7.38%. The lowest yield
was witnessed in case of Tamil Nadu and the highest yield was witnessed in
case of Jammu & Kashmir.
• The Indian rupee in the spot trade edged up against the U.S. dollar following
rise in the domestic equity market.
• Euro fell against the U.S. dollar after the U.S. Federal Reserve Chair
recognized improvements in inflation and a slowing job market but did not
indicate that the U.S. central bank is nearing a decision to reduce interest
rates.
• Gold prices remained almost steady as investors were anticipating the
release of the U.S. Jun 2024 inflation data later in the week.
• Brent crude oil prices (spot) fell due to worries about future demand and
reports indicating that Hurricane Beryl did not result in significant harm to
refineries and ports along the Gulf coast.
• According to the British Retail Consortium, U.K. total retail sales fell 0.2% in
Jun 2024 from the previous year. As the cold weather in the first half of the
year weighed on consumer spending.
• The U.S. Federal Reserve Chair’s two-day testimony started on 9th Jul, 2024,
where the U.S. Fed Chair said more good data would strengthen the central
bank's confidence that inflation is moving sustainably toward its 2% target
and lead to a potential interest rate cut. Further, the U.S. Fed Chair added
that the Committee has mentioned that they do not anticipate lowering the
target range for the federal funds rate until they are more confident that
inflation is steadily progressing towards 2%. Additionally, the U.S. Fed Chair
said that "Reducing policy restraint too late or too little could unduly weaken
economic activity and employment."