FII Derivative Trade Statistics 10-Jan
(Rs Cr) Buy
Index Futures 5857.79 4413.26 12949.54
Index Options 414424.52 408487.85 54909.73
Stock Futures 11959.22 11770.24 98967.78
Stock Options 4609.03 4401.29 4309.77
Total 436850.56 429072.64 171136.82
10-Jan Prev_Day
Put Call Ratio (OI) 1.55 1.75 -0.20
Put Call Ratio(Vol) 0.95 1.09 -0.14
10-Jan Wk. Ago Mth. Ago
Call Rate 4.99% 4.94% 5.00% 6.36%
T-Repo 4.92% 3.35% 4.75% 6.45%
Repo 5.15% 5.15% 4.85% 6.50%
Reverse Repo 4.90% 4.90% 4.90% 6.25%
91 Day T-Bill 5.02% 4.90% 5.00% 6.62%
364 Day T-Bill 5.23% 5.25% 5.18% 6.85%
10 Year Gilt 6.59% 6.51% 6.71% 7.48%
G-Sec Vol. (Rs.Cr) 34381 52762 38431 35611
FBIL MIBOR 5.22% 5.22% 5.19% 6.55%
3 Month CP Rate 5.80% 5.85% 5.40% 7.70%
5 Year Corp Bond 7.48% 7.54% 7.67% 8.38%
1 Month CD Rate 5.03% 4.86% 4.97% 6.61%
3 Month CD Rate 5.09% 5.11% 5.12% 6.64%
1 Year CD Rate 6.09% 6.08% 5.86% 7.77%
Currency 10-Jan Prev_Day
USD/INR 71.11 71.42 -0.31
GBP/INR 93.06 93.65 -0.59
EURO/INR 79.00 79.37 -0.37
JPY/INR 0.65 0.65 0.00
Commodity 10-Jan Wk Ago Mth. Ago
58.99 62.97 59.17 52.37
Brent Crude($/bl) 68.16 70.27 68.41 60.31
Gold( $/oz) 1562 1551 1464 1286
Gold(Rs./10 gm) 39607 39948 37590 32116
Source: Thomson Reuters Eikon
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 12,290.00, a premium of 33.20 points above
the spot closing of 12,256.80. The turnover on NSE’s Futures and Options
segment fell to Rs. 10,43,297.72 crore on January 10, 2020, compared with
Rs. 32,89,897.19 crore on January 09, 2020.
• The Put-Call ratio stood at 0.97 compared with the previous session’s close
of 0.98.
• The Nifty Put-Call ratio stood at 1.55 compared with the previous session’s
close of 1.75.
• Open interest on Nifty Futures stood at 14.68 million, compared with the
previous session’s close of 14.5 million.
• Bond yields rose on uncertainty over the timing and quantum of the RBI’s
special open market operations. In addition, inflationary concern amid
surging oil prices also weighed on the market sentiment.
• Yield on the new 10-year benchmark paper (6.45% GS 2029) rose 5 bps to
close at 6.59% compared with the previous close of 6.54% after trading in
the range of 6.58% to 6.60%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 2,849 crore (gross) on Jan 10, 2020 compared with
borrowings of Rs. 2,835 crore (gross) on Jan 9, 2020. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 10,157 crore
on Jan 9, 2020.
• Banks borrowed Rs. 2,548 crore under the central bank’s Marginal Standing
Facility on Jan 9, 2020 compared with borrowings of Rs. 3,833 crore on Jan
8, 2020.
• The Indian rupee in spot trade rose against the greenback as geopolitical
tensions between U.S. and Iran eased to some extent. Gains in the domestic
equity market also boosted market sentiment.
• The euro rose against the greenback after the U.S. non-farm payroll
employment data for Dec 19 came lower than market expectations. The
euro closed at 1.1120, up 0.14% compared to the previous day’s close of
1.1105.
• Gold prices grew following disappointing U.S. jobs report for Dec 2019.
However, easing tensions in the Middle East restricted the gains. Gold prices
closed at 1562.03 per ounce compared with previous close of $1,552.27 per
ounce.
• The Labor Department released a report showing the pace of job growth
slowed by more than expected in Dec 2019 after reporting a substantial
increase in the previous month. The report said non-farm payroll
employment climbed by 145,000 jobs in Dec 2019 after spiking 256,000 in
Nov 2019.
• Data from the Cabinet Office showed Japan's leading index fell to the
lowest level in 10 years in Nov 2019. The leading index fell to 90.9 in Nov
2019 from 91.6 in Oct 2019. This was in line with economists' expectations.
The latest index was the lowest since Nov 2009, when it was 90.5.
• Data from the Ministry of Internal Affairs and Communications showed
Japan household spending decreased 2% YoY in Nov, following a 5.1%
decline in Oct 2019.