FII Derivative Trade Statistics 03-Jan
(Rs Cr) Buy Sell Open Int.
Index Futures 2101.39 2336.56 10230.55
Index Options 342271.48 337918.88 45560.78
Stock Futures 9782.95 9080.23 97447.56
Stock Options 2999.65 2892.79 2765.77
Total 357155.47 352228.46 156004.66
03-Jan Prev_Day Change
Put Call Ratio (OI) 1.37 1.47 -0.10
Put Call Ratio(Vol) 1.14 0.97 0.17
03-Jan Wk. Ago Mth. Ago Year Ago
Call Rate 4.94% 5.11% 5.05% 6.31%
T-Repo 3.35% 4.50% 4.72% 6.24%
Repo 5.15% 5.15% 5.15% 6.50%
Reverse Repo 4.90% 4.90% 4.90% 6.25%
91 Day T-Bill 4.90% 4.90% 4.85% 6.61%
364 Day T-Bill 5.25% 5.26% 5.10% 6.87%
10 Year Gilt 6.51% 6.51% 6.47% 7.43%
G-Sec Vol. (Rs.Cr) 52762 42216 30179 37998
FBIL MIBOR
[1]
5.25% 5.25% 5.24% 6.50%
3 Month CP Rate 5.85% 5.40% 5.25% 7.85%
5 Year Corp Bond 7.54% 7.77% 7.44% 8.33%
1 Month CD Rate 4.86% 4.95% 4.86% 6.80%
3 Month CD Rate 5.11% 5.10% 5.13% 7.37%
1 Year CD Rate 6.08% 6.05% 5.80% 8.23%
Currency 03-Jan Prev_Day Change
USD/INR 71.69 71.34 0.35
GBP/INR 93.99 94.25 -0.26
EURO/INR 80.05 79.94 0.11
JPY/INR 0.66 0.66 0.01
Commodity 03-Jan Wk Ago Mth. Ago Year Ago
NYMEX Crude($/bl
62.97 61.73 56.10 46.87
Brent Crude($/bl) 70.27 70.65 64.79 53.12
Gold( $/oz) 1551 1510 1477 1294
Gold(Rs./10 gm) 39948 38791 38062 31883
Source: Thomson Reuters Eikon
[1]
Data as on 02 Jan 2020;
[2]
Data as on 30 Dec 2019
Mutual Fund Investments are subject to market risks, read all scheme related documents carefully.
06 January 2020
Derivative Statistics- Nifty Options
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Indian Debt Market
Currency Market Update
Commodity Market Update
International News
• Nifty Jan 2020 Futures stood at 12,256.45, a premium of 29.80 points above
the spot closing of 12,226.65. The turnover on NSE’s Futures and Options
segment fell to Rs. 9,55,836.15 crore on January 03, 2020, compared with
Rs. 28,98,850.22 crore on January 02, 2020.
• The Put-Call ratio stood at 1.1 compared with the previous session’s close of
0.76.
• The Nifty Put-Call ratio stood at 1.37 compared with the previous session’s
close of 1.47.
• Open interest on Nifty Futures stood at 12.98 million, compared with the
previous session’s close of 13.51 million.
• Bond yields remained unchanged as gains from the central government’s
announcement of another special open market operation were erased by
worries over additional borrowings and fiscal slippage.
• Yield on the new 10-year benchmark paper (6.45% GS 2029) remained
unchanged at 6.51% compared with the previous close after trading in the
range of 6.48% to 6.52%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 2,694 crore (gross) on Jan 3, 2020 compared with
borrowings of Rs. 3,054 crore (gross) on Jan 2, 2020. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 26,978 crore
on Jan 2, 2020.
• Banks borrowed Rs. 4,225 crore under the central bank’s Marginal Standing
Facility on Jan 2, 2020 compared with borrowings of Rs. 3,430 crore on Dec
1, 2020.
• The Indian rupee in spot trade weakened against the greenback following
losses in the domestic equity market as escalating geopolitical tensions
between U.S. and Iran led to an increase in global crude oil prices which
weighed on the market sentiment.
• The euro weakened against the greenback as investor risk sentiment
dampened after U.S. air strikes in Iraq killed a senior Iranian military official.
• Gold prices rose as its safe haven appeal improved following escalating
geopolitical tension between U.S. and Iran.
• Brent crude prices surged after U.S. air strikes in Iraq killed a senior Iranian
military official.
• An Institute for Supply Management report showed U.S. manufacturing
activity unexpectedly contracted in Dec 2019. The ISM purchasing managers
index slid to 47.2 in Dec from 48.1 in Nov 2019.
• A Commerce Department report showed, construction spending in the U.S.
increased in Nov 2019 by 0.6% to an annual rate of $1.324 trillion after
inching up by 0.1% to $1.317 trillion in Oct 2019.
• Data from the Federal Employment Agency showed the number of people
out of work in Germany rose by a seasonally adjusted 8,000 persons in Dec
2019.
• Data from the Federal Employment Agency showed German unemployment
increased far more than expected in Dec 2019. The number of people out of
work rose by a seasonally adjusted 8,000 persons.
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