FII Derivative Trade Statistics
07-Aug
(Rs Cr) Buy
Sell Open Int.
Index Futures 5636.69 5143.18 7957.72
Index Options 487080.95 484961.52 40911.40
Stock Futures 13431.46 14027.46 88865.96
Stock Options 5040.98 5053.34 4521.49
Total 511190.08 509185.50 142256.57
07-Aug Prev_Day
Change
Put Call Ratio (OI) 1.60 1.49 0.11
Put Call Ratio(Vol) 0.99 1.02 -0.04
07-Aug Wk. Ago Mth. Ago
Year Ago
Call Rate 3.44% 3.48% 3.47% 5.50%
T-Repo 3.18% 3.16% 3.11% 5.52%
Repo 4.00% 4.00% 4.00% 5.40%
Reverse Repo 3.35% 3.35% 3.35% 5.15%
91 Day T-Bill 3.25% 3.27% 3.20% 5.31%
364 Day T-Bill 3.47% 3.46% 3.39% 5.80%
10 Year Gilt 5.89% 5.84% 5.79% 6.37%
G-Sec Vol. (Rs.Cr) 36416 33111 66639 100742
FBIL MIBOR 3.82% 3.86% 3.93% 5.75%
3 Month CP Rate 3.70% 3.65% 3.85% 5.95%
5 Year Corp Bond 6.54% 6.33% 6.39% 7.63%
1 Month CD Rate 3.16% 3.22% 3.20% 5.49%
3 Month CD Rate 3.31% 3.33% 3.24% 6.02%
1 Year CD Rate 3.75% 3.75% 3.92% 6.76%
Currency 07-Aug Prev_Day
Change
USD/INR 74.96 74.86 0.10
GBP/INR 98.39 98.54 -0.15
EURO/INR 88.78 89.07 -0.29
JPY/INR 0.71 0.71 0.00
Commodity 07-Aug Wk Ago
Mth. Ago
Year Ago
NYMEX Crude($/bl) 41.11 40.05 40.54 51.09
Brent Crude($/bl) 44.54 43.74 44.36 54.17
Gold( $/oz) 2035 1975 1794 1501
Gold(Rs./10 gm) 55922 53615 48235 37039
Source: Refinitiv
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10 August 2020
Derivative Statistics- Nifty Options
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contained in this material.
• Nifty Aug 2020 Futures stood at 11,226.20, a premium of 12.15 points
above the spot closing of 11,214.05. The turnover on NSE’s Futures and
Options segment fell to Rs. 9,91,308.23 crore on August 07, 2020,
compared with Rs. 39,88,372.83 crore on August 06, 2020.
• The Put-Call ratio stood at 0.89 compared with the previous session’s close
of 0.87.
• The Nifty Put-Call ratio stood at 1.6 compared with the previous session’s
close of 1.49.
• Open interest on Nifty Futures stood at 11.37 million, compared with the
previous session’s close of 11.18 million.
• Bond yields continue to rise as the expectations of easing in rates
diminished after the Monetary Policy Committee (MPC) left key policy rates
unchanged.
• Yield on the present 10-year benchmark paper (5.79% GS 2030) rose 3 bps
to close at 5.89% compared with the previous close of 5.86%.
• Yield on the upcoming new 10-year benchmark paper (5.77% GS 2030)
increased 3 bps to close at 5.84% compared to the previous closing of
5.81%.
• Banks did not borrowed under the central bank’s Marginal Standing Facility
on Aug 6, 2020 compared Rs. 45 crore on Aug 5, 2020.
• The Indian rupee in the spot trade was steady against the greenback as
gains due to speculative dollar inflows were neutralized due to mounting
concerns over escalating tensions between U.S. and China.
• The euro fell against the U.S. dollar after the U.S. nonfarm payroll
employment data for Jul 2020 came better than market expectations.
• Gold prices fell as investor risk sentiment improved to some extent after the
U.S. nonfarm payroll employment data for Jul 2020 came better than
market expectations.
• Brent crude prices fell amid persisting concerns over the COVID-19
pandemic.
• According to the Labor Department report, U.S. nonfarm payroll surged by
1.8 million jobs in Jul 2020, slower than jumped by 4.8 million jobs in the
prior month. Rise was seen amid a sharp increase in employment in the
retail sector, which added 258,300 jobs. The unemployment rate fell to
10.2% in Jul 2020 from 11.1% in Jun 2020.
• Industrial production in Germany surged 8.9% MoM in Jun 2020, better than
7.4% rise in May 2020. Barring energy and construction, industrial
production rose 11.1% MoM in Jun 2020.
• China’s exports increased 7.2% YoY in Jul 2020. On the other hand, imports
fell 1.4% YoY. Thus, trade surplus stood at $62.33 billion in Jul 2020 from
$46.42 billion surplus in Jun 2020.