FII Derivative Trade Statistics
Index Futures 5903.51 6445.13 19450.77
Index Options 295135.45 295684.56 67572.02
Stock Futures 43020.82 44032.23 106127.32
Stock Options 6756.62 6702.65 5504.59
Total 350816.40 352864.57 198654.70
29-Jan Prev_Day
Put Call Ratio (OI) 1.13 1.00 0.13
Put Call Ratio(Vol) 0.82 0.80 0.02
29-Jan Wk. Ago Mth. Ago
Call Rate 4.96% 4.98% 5.11% 6.38%
T-Repo 4.94% 5.00% 4.50% 6.33%
Repo 5.15% 5.15% 5.15% 6.50%
Reverse Repo 4.90% 4.90% 4.90% 6.25%
91 Day T-Bill 5.10% 5.10% 4.90% 6.50%
364 Day T-Bill 5.28% 5.28% 5.26% 6.75%
10 Year Gilt 6.57% 6.64% 6.51% 7.32%
G-Sec Vol. (Rs.Cr) 25354 23033 42216 23080
FBIL MIBOR
[1]
5.15% 5.16% 5.25% 6.50%
3 Month CP Rate 5.75% 5.80% 5.40% 7.60%
5 Year Corp Bond 7.32% 7.39% 7.77% 8.46%
1 Month CD Rate 5.18% 5.26% 4.95% 6.74%
3 Month CD Rate 5.39% 5.65% 5.10% 7.27%
1 Year CD Rate 5.95% 6.03% 6.05% 8.07%
Currency 29-Jan Prev_Day
USD/INR 71.19 71.33 -0.14
GBP/INR 92.72 93.09 -0.37
EURO/INR 78.42 78.62 -0.20
JPY/INR 0.65 0.65 0.00
Commodity 29-Jan Wk Ago Mth. Ago
53.26 56.76 61.73 53.02
Brent Crude($/bl) 60.05 62.40 70.65 61.42
Gold( $/oz) 1577 1559 1510 1312
Gold(Rs./10 gm) 40312 39912 38791 32862
Source: Thomson Reuters Eikon
[1]
Data as on 28 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 12,121.55, a discount of 7.95 points below
the spot closing of 12,129.50. The turnover on NSE’s Futures and Options
segment rose to Rs. 17,36,105.08 crore on January 29, 2020, compared with
Rs. 15,65,782.36 crore on January 28, 2020.
• The Put-Call ratio stood at 0.87 compared with the previous session’s close
of 0.88.
• The Nifty Put-Call ratio stood at 1.13 compared with the previous session’s
close of 1.
• Open interest on Nifty Futures stood at 15.06 million, compared with the
previous session’s close of 15.41 million.
• Bond yields marginally fell as investors expect the government to announce
growth-supporting measures and fiscal expansion in the Union budget
scheduled to release on Feb 1, 2020.
• Yield on the new 10-year benchmark paper (6.45% GS 2029) fell 1 bps to
close at 6.57% compared with the previous close of 6.58% after trading in
the range of 6.57% to 6.60%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 2,544 crore (gross) on Jan 29, 2020 compared with
borrowings of Rs. 2,449 crore (gross) on Jan 28, 2020. Sale of securities
under Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 73,801
crore on Jan 28, 2020.
• Banks borrowed Rs. 2,052 crore under the central bank’s Marginal Standing
Facility on Jan 28, 2020 compared with borrowings of Rs. 3,325 crore on Jan
27, 2020.
• The Indian rupee in spot trade rose against the greenback following gains in
the domestic equity market. Comments from the Chinese Ministry that China
will bring the spread of coronavirus under control added to the gains.
• The euro fell against the greenback as investor risk sentiment remained
subdued following an outbreak of coronavirus in China which is spreading
quickly.
• Gold prices rose as its safe haven appeal improved due to persisting concerns
over the economic impact of a coronavirus outbreak in China.
• Brent crude prices rose on reports that OPEC wants to extend crude output
cuts by three months to Jun 2020.
• A report by the National Association of Realtors showed pending home sales
in the U.S. unexpectedly showed a sharp pullback in Dec 2019. NAR said its
pending home sales index plunged 4.9% in Dec after jumping 1.2% in Nov
2019.
• Results of a survey by the market research group GfK showed Germany's
consumer confidence is set to improve in Feb 2020 amid further
improvement in economic and income expectations, and private
consumption in forecast to grow 1% in 2020. The forward-looking GfK
consumer confidence index for Feb rose to 9.9 points from 9.7 in Jan 2020.
• Data from Nationwide Building Society showed U.K. house prices grew at a
faster-than-expected 1.9% in Jan 2020, following a 1.4% annual rise in Dec
2019.