FII Derivative Trade Statistics
Index Futures 5285.78 6252.86 7724.87
Index Options 67211.86 66730.54 28386.82
Stock Futures 11591.72 9579.82 59801.09
Stock Options 550.74 522.96 588.48
Total 84640.10 83086.18 96501.26
31-Mar Prev_Day
Put Call Ratio (OI) 1.19 1.10 0.09
Put Call Ratio(Vol) 0.84 0.76 0.07
31-Mar Wk. Ago Mth. Ago
Call Rate 4.29% 5.10% 5.01% 8.49%
T-Repo 0.55% 1.10% 4.83% 6.65%
Repo 4.40% 5.15% 5.15% 6.25%
Reverse Repo 4.00% 4.90% 4.90% 6.00%
91 Day T-Bill 4.00% 5.15% 5.04% 6.05%
364 Day T-Bill 4.45% 5.50% 5.19% 6.28%
10 Year Gilt 6.14% 6.30% 6.37% 7.35%
G-Sec Vol. (Rs.Cr) 27608 7201 46426 26833
FBIL MIBOR
[1]
4.80% 5.39% 5.09% 8.80%
3 Month CP Rate 5.80% 8.80% 6.00% 7.55%
5 Year Corp Bond 7.13% 7.29% 6.82% 8.36%
1 Month CD Rate 4.69% 7.75% 5.35% 7.81%
3 Month CD Rate 4.95% 5.99% 5.64% 7.21%
1 Year CD Rate 5.12% 8.04% 6.17% 7.34%
Currency 31-Mar Prev_Day
USD/INR 75.39 75.35 0.04
GBP/INR 93.08 93.37 -0.29
EURO/INR 83.05 83.46 -0.41
JPY/INR 0.70 0.70 0.00
Commodity 31-Mar Wk Ago Mth. Ago
20.46 20.78 44.78 60.14
Brent Crude($/bl) 15.50 25.24 52.30 68.52
Gold( $/oz) 1571 1610 1585 1292
Gold(Rs./10 gm) 40989 40989 42352 31601
Source: Refinitiv
[1]
Data as on 30 Mar 2020
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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
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• Nifty Apr 2020 Futures stood at 8,620.95, a premium of 23.20 points above
the spot closing of 8,597.75. The turnover on NSE’s Futures and Options
segment rose to Rs. 6,73,374.18 crore on March 31, 2020, compared with
Rs. 4,61,006.19 crore on March 30, 2020.
• The Put-Call ratio stood at 0.73 compared with the previous session’s close
of 0.72.
• The Nifty Put-Call ratio stood at 1.19 compared with the previous session’s
close of 1.1.
• Open interest on Nifty Futures stood at 11.72 million, compared with the
previous session’s close of 11.97 million.
• Bond yields lowered on account of the latest policy rate cut by the
Monetary Policy Committee to alleviate the impact of coronavirus and
bolster the slowing economy.
• Yield on the new 10-year benchmark paper (6.45% GS 2029) decreased 7
bps to close at 6.14% from the previous closing of 6.21% after moving in a
range of 6.08% to 6.15%.
• RBI in consultation with the state governments, announced that the
quantum of total market borrowings by the state governments for the
quarter Apr to Jun of 2020 is expected to be Rs. 1,27,205 crore
• RBI decided in consultation with the Government of India, that the limits for
Ways and Means Advances for the first half of the financial year 2020-21
(Apr 2020 to Sep 2020) will be Rs. 1,20,000 crore.
• The Indian rupee in spot trade strengthened against the greenback
following gains in the domestic equity market.
• The euro weakened against the greenback due to increased buying of the
U.S. dollar by asset managers for rebalancing their portfolios towards the
end of the month. The euro closed at 1.1029, down 0.15% compared to the
previous day’s close of 1.1046.
• Gold prices fell after China’s official manufacturing Purchasing Managers’
Index for Mar 2020 came better than market expectations.
• Brent crude prices fell on concerns of fall in oil demand due to the
coronavirus outbreak.
• The National Association of Realtors (NAR) report showed an unexpected
jump in pending home sales in Feb 2020. NAR pending home sales index
surged 2.4% to 111.5 after spiking 5.3% to 108.9 in Jan 2020.
• Federal Statistical Office data showed German import prices decreased at
the fastest pace in three months in Feb 2020. The import price index
dropped 2% YoY after a 0.9% fall in the previous month.
• Eurostat flash data showed euro zone inflation slowed more than expected
in Mar 2020 to 0.7% from 1.2% in Feb 2020. A similar lower rate was last
seen in Oct 2019.
• Federal Employment Agency showed German unemployment increased less
than expected in Mar 2020 as the number of people out of work rose by
1,000. Unemployment had decreased 8,000 in Feb 2020.