FII Derivative Trade Statistics
28-Oct
(Rs Cr) Buy
Index Futures 7816.07 6850.89 31708.73
Index Options 1828658.51 1806151.85 531793.77
Stock Futures 49031.38 44965.79 336235.07
Stock Options 96972.12 99239.62 97714.52
Total 1982478.08 1957208.15 997452.09
28-Oct Prev_Day
Put Call Ratio (OI) 0.96 0.87 0.09
Put Call Ratio(Vol) 0.89 0.96 -0.07
28-Oct Wk. Ago Mth. Ago
Call Rate 6.62% 6.50% 6.53% 6.76%
T-Repo 6.43% 6.46% 6.44% 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 6.10% 6.45% 6.45% 6.88%
364 Day T-Bill 6.60% 6.55% 6.56% 7.14%
10 Year Gilt 6.87% 6.83% 6.72% 7.36%
G-Sec Vol. (Rs.Cr) 45383 51594 102689 43800
FBIL MIBOR 6.75% 6.50% 6.60% 6.84%
3 Month CP Rate 7.24% 7.24% 7.30% 7.27%
5 Year Corp Bond 7.48% 7.44% 7.34% 7.74%
1 Month CD Rate 7.06% 7.02% 7.19% 7.09%
3 Month CD Rate 7.23% 7.21% 7.28% 7.27%
1 Year CD Rate 7.54% 7.47% 7.62% 7.62%
Currency 28-Oct Prev_Day
USD/INR 84.08 84.08 0.00
GBP/INR 108.92 108.98 -0.06
EURO/INR 90.75 90.96 -0.21
JPY/INR 0.55 0.55 -0.01
Commodity 28-Oct Wk Ago Mth. Ago
NYMEX Crude($/bl) 67.45 71.06 68.62 85.94
Brent Crude($/bl) 72.91 74.33 72.57 91.40
Gold( $/oz) 2742 2720 2658 2006
Gold(Rs./10 gm) 77917 77767 75340 60629
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 Oct 2024 Futures stood at 24,348.45, a premium of 9.30 points above
the spot closing of 24,339.15. The turnover on NSE’s Futures and Options
segment fell to Rs.8,361.71 crore on October 28, 2024, compared with
Rs.8,63,716.72 crore on October 25, 2024.
• The Put-Call ratio stood at 0.89 compared with the previous session’s close
of 0.99.
• The Nifty Put-Call ratio stood at 0.96 compared with the previous session’s
close of 0.87.
• Open interest on Nifty Futures stood at 14.58 million, compared with the
previous session’s close of 15.33 million.
• Bond yields rose as U.S. Treasury yields continued to move upwards.
• Yield on the 10-year benchmark paper (7.10% GS 2034) rose by 2 bps to close
at 6.87% as compared to the previous close of 6.85%.
• According to media reports, Indian Renewable Energy Development Agency
ltd. plans to raise Rs. 1,500 through a sale of bonds maturing in five years.
• The Indian rupee in the spot trade rose against the U.S. dollar following rise
in domestic equities.
• Euro rose against the U.S. dollar despite investors' bets that the European
Central Bank could cut rates more aggressively.
• Gold prices fell slightly as Israel avoided attacking Iran's oil facilities.
• Brent crude oil prices (spot) fell as concerns about supply disruptions faded
after Israel avoided hitting Iranian oil facilities over the weekend and
targeted only military and industrial targets.
• According to the Census and Statistics Department, Hong Kong’s trade
deficit fell to HK$53.2 billion in Sep 2024 from HK$64.6 billion in the same
month last year. However, the trade shortfall widened notably from HK$33.1
billion in Aug 2024.
• According to the Ministry of Internal Affairs and Communications, Japan’s
unemployment rate came in at a seasonally adjusted 2.4% in Sep 2024. That
was below expectations for 2.5%, which would have been unchanged from
the Aug 2024 reading.