FII Derivative Trade Statistics
02-May
(Rs Cr) Buy
Index Futures 7834.62 3713.81 24834.65
Index Options 5081526.34 5019298.53 299118.67
Stock Futures 39705.07 32838.72 276485.20
Stock Options 29661.53 29733.00 17824.55
Total 5158727.56 5085584.06 618263.07
02-May Prev_Day
Put Call Ratio (OI) 1.14 1.06 0.08
Put Call Ratio(Vol) 1.11 0.95 0.17
02-May Wk. Ago Mth. Ago
Call Rate 6.53% 6.70% 6.44% 6.58%
T-Repo 6.41% 6.70% 6.41% 6.62%
Repo 6.50% 6.50% 6.50% 6.50%
Reverse Repo 3.35% 3.35% 3.35% 3.35%
91 Day T-Bill 7.01% 6.95% 6.82% 6.81%
364 Day T-Bill 7.03% 7.01% 6.98% 6.98%
10 Year Gilt 7.16% 7.21% 7.12% 7.09%
G-Sec Vol. (Rs.Cr) 52988 37078 30487 50172
FBIL MIBOR 6.63% 6.80% 6.54% 6.65%
3 Month CP Rate 7.31% 7.25% 7.50% 7.20%
5 Year Corp Bond 7.73% 7.77% 7.69% 7.43%
1 Month CD Rate 7.09% 7.00% 7.20% 6.95%
3 Month CD Rate 7.24% 7.20% 7.66% 7.11%
1 Year CD Rate 7.49% 7.46% 7.47% 7.48%
Currency 02-May Prev_Day
USD/INR 83.45 83.52 -0.07
GBP/INR 104.59 104.64 -0.06
EURO/INR 89.48 89.34 0.14
JPY/INR 0.54 0.53 0.00
Commodity 02-May Wk Ago Mth. Ago
NYMEX Crude($/bl) 80.39 84.67 85.75 71.66
Brent Crude($/bl) 85.91 89.24 86.98 78.58
Gold( $/oz) 2303 2332 2280 2016
Gold(Rs./10 gm) 70997 71794 68807 60108
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 May 2024 Futures stood at 22,773.95, a premium of 125.75 points
above the spot closing of 22,648.20. The turnover on NSE’s Futures and
Options segment fell to Rs.10,761.46 crore on May 02, 2024, compared
with Rs. 4,06,493.17 crore on April 30, 2024.
• The Put-Call ratio stood at 1.09 compared with the previous session’s close
of 0.96.
• The Nifty Put-Call ratio stood at 1.14 compared with the previous session’s
close of 1.11.
• Open interest on Nifty Futures stood at 12.23 million, compared with the
previous session’s close of 11.93 million.
• Bond yields fell in tandem with the U.S. Treasury yields after the U.S. Federal
Reserve maintained interest rates as expected but sounded less hawkish
than anticipated.
• Yield on the 10-year benchmark paper (7.18% GS 2033) fell by 3 bps to close
at 7.16% as compared to the previous close of 7.19%.
• Reserve Bank of India conducted the auction of 91 days, 182 days and 364
days Treasury Bills for an aggregate amount of Rs. 27,000 crore for which
the full amount was accepted, and the cut-off rate stood at Rs. 98.2854
(YTM: 6.9972%), Rs. 96.6090 (YTM: 7.0393%) and Rs. 93.4053 (YTM:
7.0797%), respectively.
• The Indian rupee in the spot trade fell against the U.S. dollar due to strong
greenback demand.
• Euro rose against the U.S. dollar despite the focus returning to chances of
U.S. interest rates staying higher for longer.
• Gold prices fell as attention shifted back to the possibility that U.S. interest
rates may remain higher for longer.
• Brent crude oil prices (spot) rose after falling the previous two sessions amid
the ongoing efforts to reach a cease-fire agreement between Israel and
Hamas.
• According to the Commerce Department, U.S. construction spending dipped
by 0.2% to an annual rate of $2.084 trillion in Mar 2024, while economists
had expected construction spending to rise by 0.3%.
• The U.S. Federal Reserve decided to maintain the target range for the
federal funds rate at 5.25 to 5.50% in support of its dual goals of maximum
employment and inflation at the rate of 2% over the longer run. Members of
the Fed also reiterated they need "greater confidence" inflation is moving
sustainably toward 2% before they consider cutting interest rates.
• According to the Cabinet Office, Japan’s consumer confidence index
dropped to 38.3 in Apr 2024 from 39.5 in Mar 2024. Meanwhile, economists
had forecast the index to rise to 39.7.