FII Derivative Trade Statistics
Index Futures 7810.96 7056.27 8986.25
Index Options 274716.34 273953.42 29842.73
Stock Futures 13739.20 13241.81 70119.70
Stock Options 813.36 821.60 1020.88
Total 297079.86 295073.10 109969.56
13-Apr Prev_Day
Put Call Ratio (OI) 1.39 1.54 -0.14
Put Call Ratio(Vol) 0.82 0.92 -0.10
13-Apr Wk. Ago Mth. Ago
Call Rate 4.26% 4.20% 4.96% 6.05%
T-Repo 3.20% 2.69% 4.69% 6.00%
Repo 4.40% 4.40% 5.15% 6.00%
Reverse Repo 4.00% 4.00% 4.90% 5.75%
91 Day T-Bill 4.13% 4.10% 4.85% 6.28%
364 Day T-Bill 4.46% 4.49% 4.95% 6.36%
10 Year Gilt 6.50% 6.42% 6.32% 7.41%
G-Sec Vol. (Rs.Cr) 10085 9911 68098 31676
FBIL MIBOR 4.60% 4.50% 5.15% 6.10%
3 Month CP Rate 6.50% 6.00% 5.95% 7.00%
5 Year Corp Bond 7.40% 7.34% 7.23% 8.48%
1 Month CD Rate 4.22% 4.16% 5.38% 6.89%
3 Month CD Rate 4.52% 4.39% 5.28% 6.77%
1 Year CD Rate 5.74% 5.13% 6.05% 7.17%
Currency 13-Apr Prev_Day
USD/INR 76.36 76.46 -0.10
GBP/INR 95.37 94.54 0.83
EURO/INR 83.57 82.92 0.65
JPY/INR 0.71 0.70 0.01
Commodity 14-Apr Wk Ago Mth. Ago
20.10 23.49 31.67 63.81
Brent Crude($/bl) 18.82 19.80 32.69 72.21
Gold( $/oz) 1728 1648 1529 1290
Gold(Rs./10 gm)
[1]
40989 40989 41859 31673
[1]
Data as on 13 Apr 2020
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Derivative Statistics- Nifty Options
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• Nifty Apr 2020 Futures stood at 9,086.70, a premium of 92.85 points above
the spot closing of 8,993.85. The turnover on NSE’s Futures and Options
segment fell to Rs. 6,27,016.11 crore on April 13, 2020, compared with Rs.
17,88,472.01 crore on April 09, 2020.
• The Put-Call ratio stood at 0.77 compared with the previous session’s close
of 0.89.
• The Nifty Put-Call ratio stood at 1.53 compared with the previous session’s
close of 1.31.
• Open interest on Nifty Futures stood at 11.8 million, compared with the
previous session’s close of 10.85 million.
• Bond yield was little changed as investors were awaiting country’s retail
inflation data for Mar 2020, due after market hours.
• Yield on the new 10-year benchmark paper (6.45% GS 2029) rose 1 bps to
close at 6.50% from the previous closing of 6.49% after moving in a range of
6.46% to 6.50%.
• RBI conducted auction of state development loans for 9 state governments
for notified amount of Rs. 13,128 crore. As Andhra Pradesh did not accept
any amount in 6-year and 7-year securities, while Odisha accepted an
additional amount of Rs. 500 crore each in two securities, the accepted
amount stood at Rs. 12,128 crore. The cut-off yield was in the range of
5.54%-7.65%, while tenure was in between 1.5-10 years.
• The Indian rupee was almost steady against the U.S. dollar. Suspected
intervention by the Reserve Bank of India (RBI) in the futures market
neutralised losses witnessed from tepid regional cues.
• Euro rose against the U.S. dollar on upbeat economic data from China,
which improved the risk sentiment in the market. The data point painted a
less gloomy picture than feared following the coronavirus epidemic there.
• Gold prices surged on concerns that the coronavirus outbreak across the
globe may lead to recession.
• Brent crude prices rose after OPEC and allies agreed to cut output by 9.7
million barrels per day (bpd) in May and Jun.
• Figures from the Hellenic Statistical Authority showed, consumer prices in
Greece were steady in Mar 2020 after rising 0.2% YoY in Feb 2020.
Sequentially, consumer prices rose 1.6% in Mar 2020, compared with 0.5%
fall in the prior month. Monthly rise was due to 44.4% jump in prices in the
Clothing and footwear group.
• China’s trade balance witnessed a surplus of $19.9 billion in Mar 2020, which
was better than market forecast. Exports fell 6.6% YoY in Mar 2020. Imports
fell 0.9% YoY.
• Industrial production in France rose 0.9% MoM, slower than 1.1% increase in
Jan 2020.
• The Bank of Japan said, M2 money stock rose 3.3% YoY in Mar 2020 to
1,046.0 trillion yen compared with 3.0% gain in Feb 2020.