FII Derivative Trade Statistics
11-Aug
(Rs Cr) Buy
Sell Open Int.
Index Futures 2729.95 2705.47 8481.38
Index Options 119913.03 119494.42 47790.95
Stock Futures 13983.05 14624.45 91228.62
Stock Options 4467.59 4504.73 5137.59
Total 141093.62 141329.07 152638.54
11-Aug Prev_Day
Change
Put Call Ratio (OI) 1.43 1.59 -0.16
Put Call Ratio(Vol) 0.93 0.97 -0.04
11-Aug Wk. Ago Mth. Ago
Year Ago
Call Rate 3.47% 3.39% 3.50% 5.32%
T-Repo 3.20% 3.18% 3.13% 5.37%
Repo 4.00% 4.00% 4.00% 5.40%
Reverse Repo 3.35% 3.35% 3.35% 5.15%
91 Day T-Bill 3.28% 3.27% 3.16% 5.35%
364 Day T-Bill 3.48% 3.47% 3.36% 5.65%
10 Year Gilt 5.90% 5.83% 5.76% 6.49%
G-Sec Vol. (Rs.Cr) 25800 28088 69637 52233
FBIL MIBOR
[1]
3.78% 3.86% 3.87% 5.40%
3 Month CP Rate 3.70% 3.65% 3.80% 5.90%
5 Year Corp Bond 6.56% 6.45% 6.26% 7.76%
1 Month CD Rate 3.07% 3.16% 3.20% 5.45%
3 Month CD Rate 3.37% 3.33% 3.24% 6.01%
1 Year CD Rate 3.76% 3.76% 3.90% 6.64%
Currency 11-Aug Prev_Day
Change
USD/INR 74.84 74.88 -0.03
GBP/INR 97.78 97.84 -0.06
EURO/INR 87.81 88.33 -0.52
JPY/INR 0.70 0.71 0.00
Commodity 11-Aug
Wk Ago Mth. Ago
Year Ago
NYMEX Crude($/bl) 41.48 41.62 40.51 54.36
Brent Crude($/bl) 43.99 44.54 43.71 56.51
Gold( $/oz) 1911 2018 1798 1497
Gold(Rs./10 gm) 53758 53772 49143 37270
[1]
Data as on 10 Aug, 2020
Mutual Fund Investments are subject to market risks, read all scheme related documents carefully.
Readers are requested to click here for ICRA Analytics Ltd disclaimer
12 August 2020
Derivative Statistics- Nifty Options
Disclaimer:
Derivatives Market
Debt Watch
Currency Market
Commodity Prices
Indian Debt Market
Currency Market Update
Commodity Market Update
International News
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 and which are deemed to be reliable. The information provided cannot be considered as guidelines, recommendations or as a professional guide for the readers. It may be noted that since
Life India Asset Management Limited (NAM India) (formerly Reliance Nippon Life Asset Management Limited) has not independently verified the accuracy or authenticity of such information or
or for that matter the reasonableness of the assumptions upon which such data and information has been processed or arrive data; NAM India does not in any manner assures the accuracy or
of such data and information. Some of the statements & assertions contained in these materials may reflect NAM India’s views or opinions, which in turn may have been formed on the basis of
data or information. The Sponsor(s), the Investment Manager, the Trustee or any of their respective directors, employees, affiliates or representatives do not assume any responsibility for, or warrant
accuracy, completeness, adequacy and reliability of such data or information. Whilst no action has been solicited based upon the information provided herein, due care has been taken to ensure that
facts are accurate and opinions given are fair and reasonable, to the extent possible. This information is not intended to be an offer or solicitation for the purchase or sale of any financial product or
Recipients of this information should rely on information/data arising out of their own investigations. Before making any investments, the readers are advised to seek independent
advice, verify the contents in order to arrive at an informed investment decision. None of the Sponsor(s), the Investment Manager, the Trustee, their respective directors, employees, affiliates
representatives shall be liable in any way for any direct, indirect, special, incidental, consequential, punitive or exemplary damages, including on account of lost profits arising from the information
contained in this material.
• Nifty Aug 2020 Futures stood at 11,344.35, a premium of 21.85 points
above the spot closing of 11,322.50. The turnover on NSE’s Futures and
Options segment rose to Rs. 13,68,029.32 crore on August 11, 2020,
compared with Rs. 10,49,122.07 crore on August 10, 2020.
• The Put-Call ratio stood at 0.88 compared with the previous session’s close
of 0.85.
• The Nifty Put-Call ratio stood at 1.43 compared with the previous session’s
close of 1.59.
• Open interest on Nifty Futures stood at 11.37 million, compared with the
previous session’s close of 11.38 million.
• Bond yields stood mostly unchanged as investors remained on the sidelines
and were awaiting consumer price inflation data due on Aug 12, 2020.
• Yield on the present 10-year benchmark paper (5.79% GS 2030) rose 1 bps
to 5.90% compared to the previous closing of 5.89% after moving in a range
of 5.89% to 5.91%.
• Yield on the upcoming new 10-year benchmark paper (5.77% GS 2030)
stood steady at 5.86% same as previous close after moving in a range of
5.85% to 5.87%.
• Banks did not borrow under the central bank’s Marginal Standing Facility on
Aug 10, 2020 compared to borrowing of Rs. 65 crore on Aug 7, 2020.
• The Indian rupee rose against the U.S. dollar following positive Asian cues on
hopes of a bi-partisan stimulus deal in the U.S.
• Euro rose against the dollar as market participants purchased those
currencies, which can benefit from an improving global market outlook.
Euro was at $1.1739, marginally up 0.03% compared with the previous close
of $1.1736.
• Gold prices fell on hopes that U.S. Congress will agree a massive stimulus
deal and expectations of an ease in tensions between U.S. and China. Gold
prices closed at $1,911.25 per ounce, down 5.72% compared with previous
close of $2,027.26 per ounce.
• According to Office for National Statistics, U.K. employment declined
220,000 in three months to Jun 2020 from the previous quarter to 32.92
million. The employment rate fell 0.2% to 76.4% in the quarter ended Jun
2020.
• According to data from the Ministry of Finance, Japan had a current account
surplus of 167.5 billion yen in Jun 2020 following 1,176.8 billion yen surplus
in May 2020. Exports fell 25.7% YoY to 4.793 trillion yen, while imports fell
14.4% to 4.870 trillion yen.
• According to survey data from the ZEW - Leibniz Centre for European
Economic Research, Germany’s economic sentiment increased unexpectedly
to 71.5 in Aug 2020 from 59.3 in Jul 2020. Meanwhile, the current
conditions index fell 0.4 points to -81.3 in Aug 2020.