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
28-Jan Prev_Day
Put Call Ratio (OI) 1.00 1.11 -0.11
Put Call Ratio(Vol) 0.80 0.91 -0.11
28-Jan Wk. Ago Mth. Ago
Call Rate 4.94% 4.94% 5.11% 6.43%
T-Repo 4.97% 4.99% 4.50% 6.40%
Repo 5.15% 5.15% 5.15% 6.50%
Reverse Repo 4.90% 4.90% 4.90% 6.25%
91 Day T-Bill 5.08% 5.05% 4.90% 6.54%
364 Day T-Bill 5.21% 5.22% 5.26% 6.75%
10 Year Gilt 6.58% 6.64% 6.51% 7.33%
G-Sec Vol. (Rs.Cr) 27224 31007 42216 18601
FBIL MIBOR
[1]
5.15% 5.15% 5.25% 6.55%
3 Month CP Rate 5.75% 5.80% 5.40% 7.60%
5 Year Corp Bond 7.36% 7.46% 7.77% 8.47%
1 Month CD Rate 5.15% 5.15% 4.95% 6.60%
3 Month CD Rate 5.75% 5.59% 5.10% 7.36%
1 Year CD Rate 5.90% 5.99% 6.05% 8.18%
Currency 28-Jan Prev_Day
USD/INR 71.33 71.39 -0.07
GBP/INR 93.09 93.25 -0.16
EURO/INR 78.62 78.73 -0.11
JPY/INR 0.65 0.65 0.00
Commodity 28-Jan Wk Ago Mth. Ago
53.30 58.25 61.73 51.74
Brent Crude($/bl) 59.81 63.95 70.65 60.15
Gold( $/oz) 1566 1558 1510 1303
Gold(Rs./10 gm) 40456 39851 38791 32691
Source: Thomson Reuters Eikon
[1]
Data as on 27 Jan 2020;
[2]
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 12,068.00, a premium of 12.20 points
above the spot closing of 12,055.80. The turnover on NSE’s Futures and
Options segment rose to Rs. 15,65,782.36 crore on January 28, 2020,
compared with Rs. 11,68,351.53 crore on January 27, 2020.
• The Put-Call ratio stood at 0.88 compared with the previous session’s close
of 0.91.
• The Nifty Put-Call ratio stood at 1 compared with the previous session’s
close of 1.11.
• Open interest on Nifty Futures stood at 15.41 million, compared with the
previous session’s close of 15.33 million.
• Bond yields rose as market participants booked profits ahead of the
upcoming federal budget on Feb 1, 2020. The market is uncertain about
the government’s borrowing plan and is looking for clarification in the
budget.
• Yield on the new 10-year benchmark paper (6.45% GS 2029) rose 2 bps to
close at 6.58% compared with the previous close of 6.56% 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. 2,449 crore (gross) on Jan 28, 2020 compared
with borrowings of Rs. 2,894 crore (gross) on Jan 27, 2020. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window stood
at Rs. 65,453 crore on Jan 27, 2020.
• Banks borrowed Rs. 3,325 crore under the central bank’s Marginal
Standing Facility on Jan 27, 2020 compared with borrowings of Rs. 2,915
crore on Jan 24, 2020.
• The Indian rupee in spot trade rose against the greenback due to lower
global crude oil prices on fears about the spread of the coronavirus
infection in China. The rupee closed at 71.33 a dollar, up 0.15% compared
to the previous day’s close of 71.44.
• The euro was almost steady against the greenback as the investor risk
sentiment remained subdued on growing fears about the spread of a
coronavirus from China.
• Gold prices fell as market participants preferred to book profits from the
recent bullion rally.
• Brent crude prices rose on growing possibility that OPEC and its allies
might tighten the oil supply in the market.
• A Commerce Department report showed durable goods orders surged up
by 2.4% in Dec 2019 after tumbling by 3.1% in Nov 2019.
• A Conference Board report showed consumer confidence in the U.S.
showed a notable improvement in Jan 2020. Consumer confidence index
climbed to 131.6 in Jan from 128.2 in Dec 2019.
• According to Distributive Trends Survey, U.K. retailers reported that sales
volumes were flat for the third consecutive month in Jan 2020 and they
expect no growth for next month.
• The retail sales balance held steady at zero percent in Jan.