FII Derivative Trade Statistics 17-Feb
(Rs Cr) Buy
Index Futures 3810.84 3704.11 12844.33
Index Options 250775.74 249935.37 57972.72
Stock Futures 15393.66 15906.96 101863.36
Stock Options 7148.39 7287.41 4978.71
Total 277128.63 276833.85 177659.12
17-Feb Prev_Day
Put Call Ratio (OI) 1.14 1.28 -0.14
Put Call Ratio(Vol) 0.87 0.95 -0.08
17-Feb Wk. Ago Mth. Ago
Call Rate 4.93% 5.02% 5.02% 6.24%
T-Repo 4.85% 4.91% 4.98% 6.27%
Repo 5.15% 5.15% 5.15% 6.25%
Reverse Repo 4.90% 4.90% 4.90% 6.00%
91 Day T-Bill 5.02% 5.04% 5.09% 6.38%
364 Day T-Bill 5.20% 5.24% 5.10% 6.45%
10 Year Gilt 6.39% 6.44% 6.63% 7.36%
G-Sec Vol. (Rs.Cr) 47709 49342 49149 30256
FBIL MIBOR
[1]
5.15% 5.21% 5.22% 6.28%
3 Month CP Rate 5.70% 5.80% 5.80% 7.55%
5 Year Corp Bond 6.98% 7.00% 7.45% 8.46%
1 Month CD Rate 5.13% 5.14% 5.11% 6.43%
3 Month CD Rate 5.29% 5.41% 5.62% 7.33%
1 Year CD Rate 5.82% 6.10% 6.12% 7.80%
Currency 17-Feb Prev_Day
USD/INR 71.43 71.39 0.04
GBP/INR 93.17 93.13 0.04
EURO/INR 77.42 77.35 0.06
JPY/INR 0.65 0.65 0.00
Commodity 17-Feb Wk Ago Mth. Ago
51.98 49.54 58.55 55.53
Brent Crude($/bl) 58.67 53.98 64.34 66.04
Gold( $/oz) 1581 1572 1556 1321
Gold(Rs./10 gm) 40728 40589 39804 33193
Source: Thomson Reuters Eikon
[1]
Data as on 14 Feb 2020
Mutual Fund Investments are subject to market risks, read all scheme related documents carefully.
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Derivative Statistics- Nifty Options
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• Nifty Feb 2020 Futures stood at 12,074.45, a premium of 28.65 points above
the spot closing of 12,045.80. The turnover on NSE’s Futures and Options
segment fell to Rs. 10,76,068.77 crore on February 17, 2020, compared with
Rs. 12,46,565.90 crore on February 14, 2020.
• The Put-Call ratio stood at 0.87 compared with the previous session’s close of
0.91.
• The Nifty Put-Call ratio stood at 1.14 compared with the previous session’s
close of 1.28.
• Open interest on Nifty Futures stood at 14.07 million, compared with the
previous session’s close of 14.18 million.
• Bond yields went up as market participants resorted to profit booking to
capitalise on the recent rally.
• Yield on the new 10-year benchmark paper (6.45% GS 2029) rose 2 bps to
close at 6.39% compared with the previous close of 6.37% after trading in
the range of 6.34% to 6.40%.
• Banks borrowed Rs. 4,426 crore under the central bank’s Marginal Standing
Facility on Feb 14, 2020 compared with borrowings of Rs. 3,310 crore on Feb
13, 2020.
• The Indian rupee in spot trade rose against the greenback after China's
policymakers signaled more support for the economy. However, losses in the
domestic equity market capped the gains. The rupee closed at 71.30 a dollar,
up 0.14% compared to the previous day’s close of 71.40.
• The euro inched up against the greenback after China's policymakers signaled
more support for the economy.
• Gold prices eased as the investor risk sentiment improved to some extent
after China's policymakers signaled more support for its economy.
• Brent crude prices rose on growing possibility of potential output cuts from
major producers.
• Survey data from IHS Markit showed U.K. household finance index rose to
47.6 in Feb 2020 from 44.6 in Jan 2020.
• Bundesbank said in its latest monthly report, Germany's economy is set to
remain sluggish in the first quarter of 2020, hurt by weak demand for exports
and the supply disruptions caused by the virus outbreak in China.
• Data from Destatis showed Germany's wholesale prices increased for the first
time in seven months in Jan 2020 by 0.3% YoY, after a 1.3% decline in Dec
2019.
• The People's Bank of China cut the interest rate on medium term loans by 10
basis points to 3.15 percent.
• Final data from the Ministry of Economy, Trade and Industry showed Japan
industrial production rose a seasonally adjusted 1.2% MoM in Dec 2019.