FII Derivative Trade Statistics
Index Futures 7864.59 9110.04 16349.99
Index Options 229234.59 227437.15 61239.20
Stock Futures 32141.15 33131.41 103199.15
Stock Options 6164.74 6354.52 5328.86
Total 275405.07 276033.12 186117.20
25-Feb Prev_Day
Put Call Ratio (OI) 1.06 1.10 -0.04
Put Call Ratio(Vol) 0.84 0.85 -0.01
25-Feb Wk. Ago Mth. Ago
Call Rate 4.94% 4.95% 4.96% 6.28%
T-Repo 4.91% 4.89% 5.00% 6.28%
Repo 5.15% 5.15% 5.15% 6.25%
Reverse Repo 4.90% 4.90% 4.90% 6.00%
91 Day T-Bill 5.00% 5.02% 5.08% 6.30%
364 Day T-Bill 5.14% 5.20% 5.27% 7.53%
10 Year Gilt 6.37% 6.39% 6.58% 7.41%
G-Sec Vol. (Rs.Cr) 55824 52556 39080 21307
FBIL MIBOR
[1]
5.17% 5.10% 5.15% 6.39%
3 Month CP Rate 5.75% 5.70% 5.75% 7.75%
5 Year Corp Bond 6.90% 6.96% 7.23% 8.33%
1 Month CD Rate 5.15% 5.10% 5.21% 6.42%
3 Month CD Rate 5.42% 5.27% 5.61% 7.26%
1 Year CD Rate 5.79% 5.81% 6.13% 7.71%
Currency 25-Feb Prev_Day
USD/INR 71.86 71.85 0.01
GBP/INR 92.98 92.95 0.03
EURO/INR 78.01 77.73 0.27
JPY/INR 0.65 0.64 0.00
Commodity 25-Feb Wk Ago Mth. Ago
49.76 52.05 54.04 55.29
Brent Crude($/bl) 57.06 58.19 59.63 64.56
Gold( $/oz) 1635 1602 1570 1327
Gold(Rs./10 gm) 42717 40976 40002 33326
Source: Refinitiv
[1]
Data as on 24 Feb 2020
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Derivative Statistics- Nifty Options
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 Nippon Life India
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• Nifty Feb 2020 Futures stood at 11,816.55, a premium of 18.65 points above
the spot closing of 11,797.90. The turnover on NSE’s Futures and Options
segment rose to Rs. 14,15,568.01 crore on February 25, 2020, compared
with Rs. 12,76,171.66 crore on February 24, 2020.
• The Put-Call ratio stood at 0.88 compared with the previous session’s close
of 0.9.
• The Nifty Put-Call ratio stood at 1.06 compared with the previous session’s
close of 1.1.
• Open interest on Nifty Futures stood at 16.21 million, compared with the
previous session’s close of 16.59 million.
• Bond yields stayed nearly unchanged amid lack of fresh triggers in the
market. Meanwhile, the state debt supply dampened sentiments.
• Yield on the new 10-year benchmark paper (6.45% GS 2029) remained
unchanged at 6.37% compared with the previous close after trading in the
range of 6.35% to 6.39%.
• RBI announced that it would conduct Long Term Repo Operations (LTROs)
on Mar 2, 2020 and Mar 9, 2020 for 3-year tenor each for a notified amount
of Rs. 25,000 crore each.
• Banks borrowed Rs. 3,177 crore under the central bank’s Marginal Standing
Facility on Feb 24, 2020 compared with borrowings of Rs. 4,065 crore on Feb
20, 2020.
• The Indian rupee in spot trade strengthened against the greenback as
regional risk aversion eased to some extent. However, losses in the domestic
equity market and concerns over the coronavirus outbreak in China capped
the gains.
• The euro rose against the greenback as expectations of a rate cut by the U.S.
Federal Reserve kept the U.S. dollar under pressure.
• Gold prices fell as market participants preferred to book profits from the
recent bullion rally.
• Brent crude prices rose on growing possibility of OPEC output cuts and
supply losses from Libya.
• Conference Board data showed consumer confidence in the U.S. improved
slightly in Feb 2020. The Conference Board said its consumer confidence
index inched up to 130.7 from 130.4 in Jan 2020.
• The latest quarterly Distributive Trends Survey from the Confederation of
British Industry showed British retailers plan to raise their investment in the
year ahead for the first time in two years. The balance for investment
intentions rose to +26% from -38% in Nov 2019.
• Data from Destatis showed German economy stagnated in the fourth
quarter, in line with the initial estimate, as the positive contribution to
growth from investment was nullified by foreign trade. Gross domestic
product remained flat sequentially after expanding 0.2% in the previous
quarter.