FII Derivative Trade Statistics
Index Futures 3472.30 4048.01 18516.08
Index Options 173109.31 173852.64 64119.32
Stock Futures 16634.86 16609.33 107480.60
Stock Options 6853.82 6884.12 6399.76
Total 200070.29 201394.10 196515.76
27-Jan Prev_Day
Put Call Ratio (OI) 1.11 1.42 -0.32
Put Call Ratio(Vol) 0.91 0.94 -0.03
27-Jan Wk. Ago Mth. Ago
Call Rate 4.93% 4.97% 5.11% 6.41%
T-Repo 4.98% 4.96% 4.50% 6.39%
Repo 5.15% 5.15% 5.15% 6.50%
Reverse Repo 4.90% 4.90% 4.90% 6.25%
91 Day T-Bill 5.03% 5.08% 4.90% 6.54%
364 Day T-Bill 5.25% 5.22% 5.26% 6.76%
10 Year Gilt 6.56% 6.64% 6.51% 7.33%
G-Sec Vol. (Rs.Cr) 29174 20746 42216 32425
FBIL MIBOR
[1]
5.15% 5.18% 5.25% 6.54%
3 Month CP Rate 5.75% 5.80% 5.40% 7.65%
5 Year Corp Bond 7.31% 7.47% 7.77% 8.49%
1 Month CD Rate 5.15% 5.12% 4.95% 6.64%
3 Month CD Rate 5.61% 5.60% 5.10% 7.27%
1 Year CD Rate 6.12% 5.99% 6.05% 7.88%
Currency 27-Jan Prev_Day
USD/INR 71.39 71.24 0.15
GBP/INR 93.25 93.51 -0.26
EURO/INR 78.73 78.69 0.04
JPY/INR 0.65 0.65 0.00
Commodity 27-Jan Wk Ago Mth. Ago
53.06 58.55 61.73 53.48
Brent Crude($/bl) 58.83 64.92 70.65 61.93
Gold( $/oz) 1582 1561 1510 1303
Gold(Rs./10 gm) 40638 39947 38791 32303
Source: Thomson Reuters Eikon
[1]
Data as on 24 Jan 2020
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 12,125.70, a premium of 6.70 points above
the spot closing of 12,119.00. The turnover on NSE’s Futures and Options
segment rose to Rs. 11,68,351.53 crore on January 27, 2020, compared with
Rs. 9,66,739.73 crore on January 24, 2020.
• The Put-Call ratio remained unchanged compared with the previous
session’s close of 0.91.
• The Nifty Put-Call ratio stood at 1.11 compared with the previous session’s
close of 1.42.
• Open interest on Nifty Futures stood at 15.33 million, compared with the
previous session’s close of 14.88 million.
• Bond yields continued to decline as global crude oil prices fell amid the virus
outbreak in China. Fall in U.S. Treasury yields also lifted the market
sentiment. However, the broader market is awaiting the upcoming federal
budget for further cues.
• Yield on the new 10-year benchmark paper (6.45% GS 2029) reduced 2 bps
to close at 6.56% compared with the previous close of 6.58% after trading in
the range of 6.55% to 6.59%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 2,894 crore (gross) on Jan 27, 2020 compared with
borrowings of Rs. 2,844 crore (gross) on Jan 24, 2020. Sale of securities
under Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 56,888
crore on Jan 24, 2020.
• Banks borrowed Rs. 2,915 crore under the central bank’s Marginal Standing
Facility on Jan 24, 2020 compared with borrowings of Rs. 3,800 crore on Jan
23, 2020.
• The Indian rupee in spot trade weakened against the greenback for the third
consecutive session following losses in the domestic equity market.
Persisting concerns over the coronavirus infection in China also added to the
losses.
• The euro weakened against the greenback as the investor risk sentiment
dampened on growing fears about the spread of a coronavirus from China.
• Gold prices rose after a fifth case of coronavirus infection was confirmed in
U.S.
• Brent crude prices plunged amid concerns that the coronavirus outbreak in
China may lead to a slowdown in global growth and bring about a decline in
oil demand.
• According to a report released by the U.S. Commerce Department, new
home sales in U.S. fell by 0.4% to an annual rate of 694,000 in Dec 2019 from
a downwardly revised 697,000 in Nov 2019 (719,000 originally reported for
the previous month).
• Survey data from the Ifo institute showed that German business sentiment
deteriorated unexpectedly at the start of the year and dropped to 95.9 in
Jan 2020 from 96.3 in the previous month.
• According to the Minister for Trade and Industry of Singapore, the
coronavirus outbreak in the Chinese city of Wuhan may adversely impact the
economy of Singapore in 2020. It needs to be noted that in China, the death
toll from the coronavirus infection has reached 80 and over 2,500 cases have
been confirmed.