FII Derivative Trade Statistics
17-Aug
(Rs Cr) Buy
Sell Open Int.
Index Futures 4576.38 4163.26 8645.58
Index Options 184204.06 183984.19 47853.96
Stock Futures 16706.81 17087.30 89699.35
Stock Options 7350.21 7337.83 6424.55
Total 212837.46 212572.58 152623.44
17-Aug Prev_Day
Change
Put Call Ratio (OI) 1.50 1.31 0.19
Put Call Ratio(Vol) 1.00 1.08 -0.08
17-Aug Wk. Ago Mth. Ago
Year Ago
Call Rate 3.48% 3.43% 3.49% 5.31%
T-Repo 3.20% 3.20% 3.17% 5.25%
Repo 4.00% 4.00% 4.00% 5.40%
Reverse Repo 3.35% 3.35% 3.35% 5.15%
91 Day T-Bill 3.22% 3.29% 3.21% 5.47%
364 Day T-Bill 3.50% 3.48% 3.36% 5.72%
10 Year Gilt 5.98% 5.89% 5.80% 6.54%
G-Sec Vol. (Rs.Cr) 28816 26971 45761 56660
FBIL MIBOR
[1]
3.80% 3.78% 3.92% 5.37%
3 Month CP Rate 3.50% 3.70% 3.65% 6.00%
5 Year Corp Bond 6.69% 6.54% 6.31% 7.83%
1 Month CD Rate 3.04% 3.06% 3.21% 5.42%
3 Month CD Rate 3.28% 3.33% 3.28% 5.67%
1 Year CD Rate 3.79% 3.80% 3.76% 6.70%
Currency 17-Aug Prev_Day
Change
USD/INR 74.85 74.77 0.07
GBP/INR 98.08 97.73 0.34
EURO/INR 88.79 88.39 0.40
JPY/INR 0.70 0.70 0.00
Commodity 17-Aug
Wk Ago Mth. Ago
Year Ago
NYMEX Crude($/bl) 42.84 41.89 40.50 54.78
Brent Crude($/bl) 45.32 43.78 44.27 58.99
Gold( $/oz) 1986 2027 1809 1514
Gold(Rs./10 gm) 52690 55331 48942 37466
[1]
Data as on 14 Aug, 2020
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18 August 2020
Derivative Statistics- Nifty Options
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contained in this material.
• Nifty Aug 2020 Futures stood at 11,268.20, a premium of 21.10 points
above the spot closing of 11,247.10. The turnover on NSE’s Futures and
Options segment fell to Rs. 12,46,228.51 crore on August 17, 2020,
compared with Rs. 13,91,793.75 crore on August 14, 2020.
• The Put-Call ratio stood at 0.99 compared with the previous session’s close
of 0.98.
• The Nifty Put-Call ratio stood at 1.5 compared with the previous session’s
close of 1.31.
• Open interest on Nifty Futures stood at 11.37 million, compared with the
previous session’s close of 11.33 million.
• Bond yields rose after a switch/conversion auction of government securities
added to the supply of duration papers. Market participants also awaited
steps from the Reserve Bank of India to absorb the excessive supply of
sovereign debt from the market.
• Yield on the present 10-year benchmark paper (5.79% GS 2030) rose 1 bps
to close at 5.98% compared to the previous day’s closing of 5.97% after
trading in a range of 5.96% to 5.99%.
• Yield on the upcoming new 10-year benchmark paper (5.77% GS 2030)
closed steady at 5.95% after moving in a range of 5.94% to 5.96%.
• Banks borrowed Rs. 12 crore under the central bank’s Marginal Standing
Facility on Aug 14, 2020 compared to that of Aug 13, 2020 when banks
borrowed none.
• The Indian rupee was almost steady against the U.S. dollar, as suspected
intervention by the Reserve bank of India via dollar purchases by state-run
banks, neutralized the positive impact of a weak U.S. dollar index.
• Euro rose for the fourth consecutive sessions against the U.S. dollar after
weaker than expected data from a New York Fed’s Empire State business
conditions survey in the U.S.
• Gold prices rose after data from the New York Federal Reserve showed that
the general business conditions index fell in Aug 2020.
• Brent crude prices fell after U.S. and China delayed a review of their Phase 1
trade deal.
• Data from the New York Federal Reserve showed that the general business
conditions index fell to 3.7 in Aug 2020 from 17.2 in Jul 2020. A positive
reading indicates growth in regional manufacturing activity.
• Survey data from IHS Markit showed that UK households' perception about
the financial well-being deteriorated in Aug 2020. The household finance
index fell to 40.8 in Aug 2020 from 41.5 in Jul 2020.
• Preliminary data from the Cabinet Office showed that Japan's economy
contracted at the fastest pace on record in the second quarter of 2020. The
gross domestic product (GDP) contracted 7.8% in the second quarter of
2020 compared to a decline of 0.6% in the first quarter of 2020. On a yearly
basis, GDP contracted 27.8%. GDP thus contracted the most since the
records began in 1955.