FII Derivative Trade Statistics
Index Futures 4169.16 3464.83 7455.59
Index Options 154547.95 153741.95 50675.62
Stock Futures 12409.28 12001.01 89603.86
Stock Options 4810.01 4826.38 5836.82
Total 175936.40 174034.17 153571.89
07-Jul Prev_Day
Put Call Ratio (OI) 1.63 1.60 0.03
Put Call Ratio(Vol) 0.92 0.96 -0.05
07-Jul Wk. Ago Mth. Ago
Call Rate 3.47% 3.65% 3.64% 5.56%
T-Repo 3.11% 3.07% 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 3.20% 3.12% 3.32% 5.85%
364 Day T-Bill 3.39% 3.46% 3.45% 6.05%
10 Year Gilt 5.91% 5.99% 6.02% 6.69%
G-Sec Vol. (Rs.Cr) 66639 39172 38523 126281
FBIL MIBOR
[1]
3.88% 3.89% 4.01% 5.69%
3 Month CP Rate 3.85% 3.75% 4.30% 6.90%
5 Year Corp Bond 6.39% 6.62% 6.87% 7.89%
1 Month CD Rate 3.20% 3.29% 3.24% 5.90%
3 Month CD Rate 3.24% 3.23% 3.52% 6.28%
1 Year CD Rate 3.92% 4.05% 4.03% 7.42%
Currency 07-Jul Prev_Day
USD/INR 74.86 74.68 0.18
GBP/INR 93.49 93.35 0.13
EURO/INR 84.61 84.32 0.29
JPY/INR 0.70 0.69 0.00
Commodity 07-Jul Wk Ago Mth. Ago
40.54 39.22 39.44 57.03
Brent Crude($/bl) 44.36 42.50 40.93 64.82
Gold( $/oz) 1794 1781 1685 1400
Gold(Rs./10 gm) 48235 48304 46525 34655
Source: Refinitiv
[1]
Data as on 06 Jul, 2020
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Derivative Statistics- Nifty Options
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• Nifty Jul 2020 Futures stood at 10,754.85, a discount of 44.80 points below
the spot closing of 10,799.65. The turnover on NSE’s Futures and Options
segment rose to Rs. 14,59,493.48 crore on July 07, 2020, compared with Rs.
10,30,180.30 crore on July 06, 2020.
• The Put-Call ratio stood at 0.77 compared with the previous session’s close
of 0.88.
• 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 fell on hopes that the Reserve Bank of India may announce
another round of special open market operation to absorb the excess supply
of sovereign debt. Possibility that the Reserve Bank of India may opt for
deficit monetization in the second half of the fiscal also boosted market
sentiments.
• Yield on the 10-year benchmark paper (5.79% GS 2030) fell 5 bps to close at
5.79% compared to previous close of 5.84% after moving in a range of
5.79% to 5.85%.
• Banks borrowed Rs. 1,504 crore under the central bank’s Marginal Standing
Facility on Jul 06, 2020 as compared to a borrowing of Rs. 10 crore on Jul
03, 2020.
• The Indian rupee in the spot trade weakened against the greenback due to
continuous dollar purchases by private banks. Speculation that the Reserve
Bank of India might have intervened in the forwards market also weighed on
the domestic currency.
• The euro fell against the greenback as the investor risk sentiment
dampened on concerns over a resurgence in coronavirus infection cases
across the globe.
• Gold prices surged to a near nine year high on persisting concerns over
increase in coronavirus infection cases in U.S.
• Brent crude prices fell amid concerns over increase in coronavirus infection
cases in U.S.
• According to the European Commission Forecast, Eurozone is estimated to
contract 8.7% in 2020 compared with 7.7% projected in earlier forecast.
• The Ministry of Internal Affairs and Communications, Japan’s average
household spending fell 16.2% YoY in May 2020 to 252,017 yen compared
with 11.1% fall in Apr 2020.
• Germany’s industrial output increased 7.8% MoM in May 2020 compared
with a revised 17.5% decline in Apr 2020. Output rose for the first time in
three months after lockdown restrictions were eased.
• The Japan leading index (measures future economic activity) increased to
79.3 in May 2020 from 77.7 in Apr 2020.