FII Derivative Trade Statistics 02-Jul
(Rs Cr) Buy
Index Futures 5735.41 4620.57 6694.43
Index Options 283148.54 284737.50 44773.02
Stock Futures 12643.98 12511.56 84938.42
Stock Options 3334.10 3246.62 4860.70
Total 304862.03 305116.25 141266.57
02-Jul Prev_Day
Put Call Ratio (OI) 1.62 1.43 0.19
Put Call Ratio(Vol) 1.01 0.91 0.10
02-Jul Wk. Ago Mth. Ago
Call Rate 3.51% 3.57% 3.53% 5.71%
T-Repo 2.94% 1.93% 3.15% 5.49%
Repo 4.00% 4.00% 4.00% 5.75%
Reverse Repo 3.35% 3.35% 3.35% 5.50%
91 Day T-Bill 3.10% 3.13% 3.25% 5.94%
364 Day T-Bill 3.42% 3.53% 3.44% 6.11%
10 Year Gilt 5.95% 6.00% 6.00% 6.85%
G-Sec Vol. (Rs.Cr) 27632 27342 37127 42158
FBIL MIBOR
[1]
3.92% 3.84% 4.04% 5.93%
3 Month CP Rate 3.90% 3.90% 4.35% 6.90%
5 Year Corp Bond 6.50% 6.64% 6.78% 8.02%
1 Month CD Rate 3.08% 3.10% 3.35% 5.91%
3 Month CD Rate 3.22% 3.23% 3.47% 6.38%
1 Year CD Rate 3.94% 4.07% 4.02% 7.50%
Currency 02-Jul Prev_Day
USD/INR 75.49 75.58 -0.09
GBP/INR 94.36 93.58 0.78
EURO/INR 85.07 84.89 0.18
JPY/INR 0.70 0.70 0.00
Commodity 02-Jul Wk Ago Mth. Ago
NYMEX Crude($/bl) 40.52 38.56 36.83 55.97
Brent Crude($/bl) 43.66 41.77 36.87 62.86
Gold( $/oz) 1775 1761 1727 1418
Gold(Rs./10 gm) 48173 48021 40989 33577
Source: Refinitiv
[1]
Data as on 01 Jul, 2020
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Derivative Statistics- Nifty Options
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• Nifty Jul 2020 Futures stood at 10,539.70, a discount of 12.00 points below
the spot closing of 10,551.70. The turnover on NSE’s Futures and Options
segment rose to Rs. 34,58,396.29 crore on July 02, 2020, compared with Rs.
16,59,234.90 crore on July 01, 2020.
• The Put-Call ratio stood at 0.79 compared with the previous session’s close
of 0.88.
• The Nifty Put-Call ratio stood at 1.62 compared with the previous session’s
close of 1.43.
• Open interest on Nifty Futures stood at 11.8 million, compared with the
previous session’s close of 11.74 million.
• Bond yield stood unchanged as investor’s focus shifted towards debt supply
on Jul 03, 2020, following successful completion of the Reserve Bank of
India's special open market operation.
• Yield on the 10-year benchmark paper (5.79% GS 2030) stood at 5.84% same
as previous close after moving in a range of 5.82% to 5.85%.
• Banks did not borrow under the central bank’s Marginal Standing Facility on
Jul 01, 2020 and Jun 30, 2020.
• RBI announced to conduct underwriting auction of 5.09% GS 2022, 5.79%
GS 2030, GOI FRB 2033 and 7.19% GS 2060 for notified amount of Rs.
30,000 crore through multiple price-based method on Jul 03, 2020.
• The Indian rupee gained and touched two-month high against the U.S. dollar
on dollar sales by foreign banks’, possibly related to investment flows. The
rupee rose 0.77% to close at 75.01 per dollar from the previous close of
75.59.
• Initially, euro rose against the U.S. dollar after U.S. nonfarm payroll came
better than expected for Jun 2020 but soon gains reversed on profit
booking.
• Gold prices rose due to persisting concerns over rising coronavirus infection
cases particularly in U.S.
• Brent crude prices rose after U.S. nonfarm payrolls rose by 4.8 million jobs in
June, the most since the government began keeping records in 1939.
• According to the minutes of the U.S. Federal Reserve's Jun meeting, the
policy makers maintained the interest rates at near-zero levels. Members
stressed the need for strengthened guidance about policy ahead, which
they expect to be “highly accommodative.” They also expressed a
preference for policy tied to outcomes, preferably inflation rather than
unemployment.
• According to figures from the Eurostat, eurozone unemployment increased
7.4% in May 2020 from 7.3% in Apr 2020. The number of people out of work
increased by 159,000 from Apr to 12.146 million in May.
• According to the Institute for Supply Management, U.S. manufacturing
Purchasing Managers Index (PMI)after reporting contractions for three
straights months jumped unexpectedly to 52.6 in Jun 2020 from 43.1 in May
2020.