FII Derivative Trade Statistics 01-Jan
(Rs Cr) Buy
Index Futures 1522.49 2215.32 10307.02
Index Options 198386.78 197654.54 44928.99
Stock Futures 7463.87 8734.88 95695.07
Stock Options 2051.85 1993.74 2257.04
Total 209424.99 210598.48 153188.12
01-Jan Prev_Day
Put Call Ratio (OI) 1.15 1.12 0.03
Put Call Ratio(Vol) 0.79 0.90 -0.11
01-Jan Wk. Ago Mth. Ago
Call Rate 5.12% 5.12% 5.06% 6.34%
T-Repo 4.60% 4.79% 4.90% 6.19%
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% 6.61%
364 Day T-Bill 5.29% 5.29% 5.11% 6.93%
10 Year Gilt 6.50% 6.58% 6.47% 7.42%
G-Sec Vol. (Rs.Cr) 41735 26181 36131 24846
FBIL MIBOR
[1]
5.26% 5.25% 5.25% 6.50%
3 Month CP Rate 5.85% 5.40% 5.30% 7.70%
5 Year Corp Bond 7.63% 7.68% 7.47% 8.33%
1 Month CD Rate 4.94% 5.08% 5.00% 6.72%
3 Month CD Rate 5.10% 5.07% 5.08% 7.44%
1 Year CD Rate 6.12% 6.01% 5.79% 8.24%
Currency 01-Jan Prev_Day
USD/INR 71.37 71.27 0.10
GBP/INR 94.64 93.48 1.16
EURO/INR 80.03 79.88 0.15
JPY/INR 0.66 0.66 0.00
Commodity 31-Dec Wk Ago Mth. Ago
68.96 71.10 66.34 50.51
Gold( $/oz) 1517 1499 1464 1282
Gold(Rs./10 gm) 38995 38297 37876 31531
Source: Thomson Reuters Eikon
[1]
Data as on 31 Dec 2019;
[2]
Data as on 30 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 12,243.80, a premium of 61.30 points above
the spot closing of 12,182.50. The turnover on NSE’s Futures and Options
segment rose to Rs. 11,24,094.71 crore on January 01, 2020, compared with
Rs. 11,08,653.39 crore on December 31, 2019.
• The Put-Call ratio stood at 0.88 compared with the previous session’s close
of 0.94.
• The Nifty Put-Call ratio stood at 1.15 compared with the previous session’s
close of 1.12.
• Open interest on Nifty Futures stood at 13.06 million, compared with the
previous session’s close of 13.3 million.
• Bond yields declined after concerns over fiscal deficit lowered. In addition,
reinvestments through bond redemption, which is slated for Jan 2, 2020,
also supported the market sentiment.
• Yield on the new 10-year benchmark paper (6.45% GS 2029) fell 6 bps to
close at 6.50% compared with the previous close of 6.56% 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. 3,169 crore (gross) on Jan 1, 2020 compared with
borrowings of Rs. 4,654 crore (gross) on Dec 31, 2019. Sale of securities
under Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 51,209
crore on Dec 31, 2019.
• Banks borrowed Rs. 4,279 crore under the central bank’s Marginal Standing
Facility on Dec 31, 2019 compared with borrowings of Rs. 7,217 crore on Dec
30, 2019.
• The Indian rupee in spot trade rose against the greenback after the U.S.
President said that the first phase of an American trade deal with China
would be signed on Jan 15, 2020 and that he would be travelling to China to
start talks on phase two trade deal. Modest gains in the domestic equity
market also aided market sentiment.
• The euro closed steady against the greenback as trading volumes remained
subdued due to near year holiday.
• Gold prices fell as market participants resorted to profit booking. Trading
volume also remained subdued due to new year holiday.
• The oil market remained closed on account of new year holiday.
• A Conference Board report showed U.S. consumer confidence dipped in Dec
2019. The Conference Board said its consumer confidence index edged
down to 126.5 in Dec from 126.8 in Nov 2019.
• Data from the Ministry of Trade, Industry and Energy showed South Korea's
exports declined at the slowest pace in eight months in Dec 2019. Exports
decreased 5.2% YoY in Dec. This was the smallest drop since Apr 2019. It had
fallen 14.4% in Nov 2019.