FII Derivative Trade Statistics 30-Dec
(Rs Cr) Buy
Index Futures 2426.81 2353.29 10932.27
Index Options 139089.04 137703.72 43863.61
Stock Futures 8106.29 7299.12 96697.24
Stock Options 2679.06 2614.06 1725.79
Total 152301.20 149970.19 153218.91
30-Dec Prev_Day
Put Call Ratio (OI) 1.40 1.46 -0.06
Put Call Ratio(Vol) 0.98 0.88 0.10
30-Dec Wk. Ago Mth. Ago
Call Rate 5.09% 5.11% 5.06% 6.57%
T-Repo 4.61% 4.87% 4.90% 6.52%
Repo 5.15% 5.15% 5.15% 6.50%
Reverse Repo 4.90% 4.90% 4.90% 6.25%
91 Day T-Bill 4.99% 5.02% 4.85% 6.52%
364 Day T-Bill 5.18% 5.18% 5.11% 6.93%
10 Year Gilt 6.55% 6.57% 6.47% 7.39%
G-Sec Vol. (Rs.Cr) 21758 30738 36131 29338
FBIL MIBOR
[1]
5.25% 5.25% 5.25% 6.68%
3 Month CP Rate 5.42% 5.40% 5.30% 7.25%
5 Year Corp Bond 7.73% 7.67% 7.47% 8.26%
1 Month CD Rate 4.96% 5.08% 5.00% 7.09%
3 Month CD Rate 5.05% 5.11% 5.08% 7.01%
1 Year CD Rate 6.05% 5.97% 5.79% 8.05%
Currency 30-Dec Prev_Day
USD/INR 71.34 71.22 0.12
GBP/INR 93.55 92.55 1.00
EURO/INR 79.88 79.19 0.70
JPY/INR 0.65 0.65 0.00
Commodity 30-Dec Wk Ago Mth. Ago
61.63 60.46 58.07 45.10
Brent Crude($/bl) 69.49 69.33 66.34 50.51
Gold( $/oz) 1515 1485 1464 1281
Gold(Rs./10 gm) 38806 38128 37876 31547
Source: Thomson Reuters Eikon
[1]
Data as on 27 Dec 2019
Mutual Fund Investments are subject to market risks, read all scheme related documents carefully.
Derivative Statistics- Nifty Options
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• Nifty Jan 2020 Futures stood at 12,329.30, a premium of 73.45 points above
the spot closing of 12,255.85. The turnover on NSE’s Futures and Options
segment rose to Rs. 10,76,944.88 crore on December 30, 2019, compared
with Rs. 8,00,344.79 crore on December 27, 2019.
• The Put-Call ratio stood at 0.98 compared with the previous session’s close
of 0.82.
• The Nifty Put-Call ratio stood at 1.4 compared with the previous session’s
close of 1.46.
• Open interest on Nifty Futures stood at 13.12 million, compared with the
previous session’s close of 13.18 million.
• Bond yields rose amid increased inflation, slowdown in disinvestment, and
weak fiscal situation. Under these macro-economic conditions, even the RBI’s
note purchase under the second open market operation failed to support
the bond.
• Yield on the new 10-year benchmark paper (6.45% GS 2029) rose 4 bps to
close at 6.55% compared with the previous close of 6.51% after trading in a
range of 6.50% to 6.55%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 4,279 crore (gross) on Dec 30, 2019 compared with
borrowings of Rs. 2,894 crore (gross) on Dec 27, 2019. Sale of securities
under Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 27,583
crore on Dec 27, 2019.
• Banks borrowed Rs. 2,822 crore under the central bank’s Marginal Standing
Facility on Dec 27, 2019 compared with borrowings of Rs. 2,328 crore on Dec
26, 2019.
• The Indian rupee in spot trade inched up against the greenback as the latter
remained under pressure due to subdued global trading activity. However,
increase in global crude oil prices capped the gains.
• The euro rose against the greenback as the latter remained under pressure
due to subdued global trading activity. Optimism over U.S.-China trade
relations also boosted the common bloc currency.
• Gold prices edged higher as investors continued to seek the yellow metal as
a hedge to falling equities and the dollar.
• Brent crude prices drifted from its bullish run amid concerns that the market
has gone up too much in Dec.
• A National Association of Realtors report showed pending home sales in the
U.S. rebounded in Nov 2019. NAR said its pending home sales index jumped
1.2% to 108.5 in Nov after falling 1.3% in Oct 2019.
• According to a report by MNI Indicators, the Chicago business barometer
climbed to 48.9 in Dec 2019 from 46.3 in Nov 2019. A reading below 50 still
indicates a contraction in regional business activity.
• The European Central Bank may not give any major surprise in 2020 by
raising interest rates into positive territory, a policymaker said.