FII Derivative Trade Statistics
Index Futures 5769.55 4179.93 7798.09
Index Options 386562.86 386775.00 58501.90
Stock Futures 16127.15 15987.80 87298.61
Stock Options 7185.19 7302.08 8059.82
Total 415644.75 414244.81 161658.42
16-Jul Prev_Day
Put Call Ratio (OI) 1.35 1.15 0.20
Put Call Ratio(Vol) 0.85 0.90 -0.05
16-Jul Wk. Ago Mth. Ago
Call Rate 3.53% 3.52% 3.58% 5.54%
T-Repo 3.14% 3.13% 2.95% 5.50%
Repo 4.00% 4.00% 4.00% 5.75%
Reverse Repo 3.35% 3.35% 3.35% 5.50%
91 Day T-Bill 3.21% 3.17% 3.29% 5.75%
364 Day T-Bill 3.36% 3.36% 3.52% 6.01%
10 Year Gilt 5.81% 5.77% 5.85% 6.43%
G-Sec Vol. (Rs.Cr) 28108 36703 32367 126301
FBIL MIBOR
[1]
3.88% 3.84% 3.93% 5.70%
3 Month CP Rate 3.70% 3.80% 4.20% 6.35%
5 Year Corp Bond 6.28% 6.37% 6.85% 7.68%
1 Month CD Rate 3.22% 3.14% 3.26% 5.81%
3 Month CD Rate 3.28% 3.24% 3.41% 6.06%
1 Year CD Rate 3.76% 3.90% 4.15% 6.81%
Currency 16-Jul Prev_Day
USD/INR 75.24 75.31 -0.07
GBP/INR 94.46 94.84 -0.38
EURO/INR 85.80 85.92 -0.12
JPY/INR 0.70 0.70 0.00
Commodity 16-Jul Wk Ago Mth. Ago
40.69 39.59 38.21 57.41
Brent Crude($/bl) 44.74 43.16 40.69 65.46
Gold( $/oz) 1797 1803 1727 1406
Gold(Rs./10 gm) 49077 49054 47374 34583
Source: Refinitiv
[1]
Data as on 15 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 10,713.85, a discount of 26.10 points below
the spot closing of 10,739.95. The turnover on NSE’s Futures and Options
segment rose to Rs. 36,50,218.67 crore on July 16, 2020, compared with Rs.
21,50,273.38 crore on July 15, 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 1.35 compared with the previous session’s
close of 1.15.
• Open interest on Nifty Futures stood at 12.22 million, compared with the
previous session’s close of 11.24 million.
• Bond yields inched down as market participants remained hopeful that the
Reserve Bank of India would announce measures to absorb the excess
supply of sovereign debt. However, overall market sentiment remained
subdued due to lack of domestic triggers. The rise in headline inflation
above the Reserve Bank of India’s tolerance level of 6% has also weakened
the possibility of further relaxation in monetary policy in the near term
which also dampened sentiments.
• Yield on the 10-year benchmark paper (5.79% GS 2030) fell 1 bps to 5.81%
as compared to previous close of 5.82% after moving in a range of 5.81% to
5.82%.
• Banks did not borrow under the central bank’s Marginal Standing Facility on
Jul 15, 2020 and Jul 14, 2020.
• The Indian rupee eased against the U.S. dollar following drop in regional
currencies and equities. The rupee fell to 75.19 per dollar, down 0.06% from
the previous close of 75.15.
• Euro fell against the U.S. dollar as market participants awaited outcome of
the European Union Summit where European countries are expected to
vote on a 750 billion euro ($856 billion) recovery fund.
• Gold prices fell as market participants preferred to book profits from the
recent bullion rally.
• Brent crude prices rose after data from the Energy Information
Administration showed U.S. crude inventories fell 7.5 million barrels in the
week ended Jul 10, 2020.
• The European Central Bank kept its key interest rates and the size of its
asset purchases unchanged in its monetary policy review.
• Data from the National Bureau of Statistics showed that China's economy
rebounded at a faster-than-expected pace of 3.2% (YoY) in the second
quarter of 2020 compared to a contraction of 6.8% in the first quarter of
2020.
• Data from the U.S. Labour Department showed that initial jobless claims for
the week ended Jul 11, 2020 fell by 10,000 to 1.300 million from the
previous week's revised level 1.310 million.
• A report by the Federal Reserve Bank of New York showed that the New
York Manufacturing Index rose to 17.2 in Jul 2020 from 0.2 in Jun 2020.