FII Derivative Trade Statistics
Index Futures 3569.29 3065.27 6934.15
Index Options 125100.80 124461.56 42922.43
Stock Futures 11295.50 11256.19 87867.59
Stock Options 3250.13 3302.70 5497.52
Total 143215.72 142085.72 143221.69
06-Jul Prev_Day
Put Call Ratio (OI) 1.60 1.50 0.10
Put Call Ratio(Vol) 0.96 0.89 0.07
06-Jul Wk. Ago Mth. Ago
Call Rate 3.50% 3.55% 3.64% 5.56%
T-Repo 3.14% 2.95% 3.14% 5.58%
Repo 4.00% 4.00% 4.00% 5.75%
Reverse Repo 3.35% 3.35% 3.35% 5.50%
91 Day T-Bill 3.07% 3.13% 3.32% 5.85%
364 Day T-Bill 3.39% 3.48% 3.45% 6.05%
10 Year Gilt 5.96% 6.01% 6.02% 6.69%
G-Sec Vol. (Rs.Cr) 31893 45778 38523 126281
FBIL MIBOR
[1]
3.90% 3.85% 4.01% 5.69%
3 Month CP Rate 3.85% 3.80% 4.30% 6.90%
5 Year Corp Bond 6.50% 6.63% 6.87% 7.89%
1 Month CD Rate 3.29% 3.32% 3.24% 5.90%
3 Month CD Rate 3.24% 4.13% 3.52% 6.28%
1 Year CD Rate 3.92% 4.06% 4.03% 7.42%
Currency 06-Jul Prev_Day
USD/INR 74.68 74.78 -0.10
GBP/INR 93.35 93.27 0.08
EURO/INR 84.32 84.05 0.27
JPY/INR 0.69 0.70 0.00
Commodity 06-Jul Wk Ago Mth. Ago
40.46 39.62 39.44 57.03
Brent Crude($/bl) 43.90 42.11 40.93 64.82
Gold( $/oz) 1784 1771 1685 1400
Gold(Rs./10 gm) 48168 48376 46525 34655
Source: Refinitiv
[1]
Data as on 03 Jul, 2020
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Derivative Statistics- Nifty Options
The information herein is meant only for general reading purposes and contains all factual and statistical information pertaining to Industry and markets which have been obtained from independent third party
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• Nifty Jul 2020 Futures stood at 10,754.85, a discount of 8.80 points below
the spot closing of 10,763.65. The turnover on NSE’s Futures and Options
segment rose to Rs. 10,30,180.30 crore on July 06, 2020, compared with Rs.
7,92,884.44 crore on July 03, 2020.
• The Put-Call ratio stood at 0.88 compared with the previous session’s close
of 0.87.
• The Nifty Put-Call ratio stood at 1.6 compared with the previous session’s
close of 1.5.
• Open interest on Nifty Futures stood at 12.53 million, compared with the
previous session’s close of 12.07 million.
• Bond yields inched down on expectations that the Reserve Bank of India
would adopt additional measures to absorb the heavy supply of sovereign
debt in the coming days. Hopes of further monetary easing also added to
the gains
• Yield on the 10-year benchmark paper (5.79% GS 2030) inched down 1 bps
to close at 5.84% compared to previous close of 5.85% after moving in a
range of 5.82% to 5.84%.
• Banks borrowed Rs. 10 crore under the central bank’s Marginal Standing
Facility on Jul 03, 2020 as compared to a borrowing of Rs. 50 crore on Jul
02, 2020.
• RBI announced the (re-issue) of three dated securities namely 5.22% GS
2025, 6.19% GS 2034 and 7.16% GS 2050 for a notified amount of Rs.
30,000 crore. The auction would be carried out on Jul 10, 2020.
• The Indian rupee in the spot trade weakened marginally against the
greenback following dollar demand from state run banks.
• The euro rose against the greenback after retail sales in euro zone
rebounded at a faster than expected pace in May 2020 on a monthly basis.
Factory orders in Germany also increased on a monthly basis in May 2020
which added to the gains.
• Gold prices rose as its safe haven appeal improved on persisting concerns
over increase in coronavirus infection cases in U.S.
• Brent crude prices fell following increase in coronavirus infection cases in
U.S.
• According to the Institute for Supply Management, U.S. non-manufacturing
index surged to 57.1 in Jun 2020 from 45.4 in May 2020. The index rose at
its fastest pace on monthly basis since its debut in 1997 due to surge in
business activity and new orders index.
• According to IHS Markit, the UK headline seasonally adjusted Construction
Total Activity Index surged to 55.3 in Jun 2020 from 28.9 in May 2020. The
index rose at its fastest pace in nearly two years.
• According to the survey results from the behavioral research firm Sentix
showed, eurozone The investor confidence index improved for the third
consecutive month and stood at -18.2 in Jul 2020 compared with -24.8 in
Jun 2020. However, outlook remained weak as the economy is expected to
recover only slowly.