FII Derivative Trade Statistics
22-Jul
(Rs Cr) Buy
Sell Open Int.
Index Futures 4133.69 3276.66 9663.05
Index Options 179913.06 179129.96 62278.60
Stock Futures 15363.72 16006.86 91716.71
Stock Options 4815.87 4799.34 7890.29
Total 204226.34 203212.82 171548.65
22-Jul Prev_Day
Change
Put Call Ratio (OI) 1.68 1.87 -0.20
Put Call Ratio(Vol) 1.16 1.13 0.03
22-Jul Wk. Ago Mth. Ago
Year Ago
Call Rate 3.48% 3.51% 3.58% 5.65%
T-Repo 3.18% 3.13% 3.06% 5.63%
Repo 4.00% 4.00% 4.00% 5.75%
Reverse Repo 3.35% 3.35% 3.35% 5.50%
91 Day T-Bill 3.25% 3.21% 3.25% 5.72%
364 Day T-Bill 3.48% 3.40% 3.52% 5.92%
10 Year Gilt 5.82% 5.82% 5.88% 6.42%
G-Sec Vol. (Rs.Cr) 26608 32257 32349 49665
FBIL MIBOR
[1]
3.86% 3.88% 3.91% 5.80%
3 Month CP Rate 3.65% 3.70% 3.95% 6.40%
5 Year Corp Bond 6.39% 6.33% 6.65% 7.72%
1 Month CD Rate 3.22% 3.12% 3.20% 6.02%
3 Month CD Rate 3.32% 3.28% 3.35% 6.28%
1 Year CD Rate 3.84% 3.78% 4.07% 6.99%
Currency 22-Jul Prev_Day
Change
USD/INR 74.68 74.77 -0.08
GBP/INR 94.97 94.87 0.09
EURO/INR 86.06 85.57 0.49
JPY/INR 0.70 0.70 0.00
Commodity 22-Jul
Wk Ago Mth. Ago
Year Ago
NYMEX Crude($/bl) 41.83 41.15 40.55 55.84
Brent Crude($/bl) 43.66 44.50 43.67 62.10
Gold( $/oz) 1872 1811 1754 1425
Gold(Rs./10 gm) 50005 49062 47911 34932
Source: Refinitiv
[1]
Data as on 21 Jul, 2020
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23 July 2020
Derivative Statistics- Nifty Options
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• Nifty Jul 2020 Futures stood at 11,110.55, a discount of 22.05 points below
the spot closing of 11,132.60. The turnover on NSE’s Futures and Options
segment rose to Rs. 19,98,781.81 crore on July 22, 2020, compared with Rs.
13,17,023.27 crore on July 21, 2020.
• The Put-Call ratio stood at 0.99 compared with the previous session’s close
of 0.91.
• The Nifty Put-Call ratio stood at 1.68 compared with the previous session’s
close of 1.87.
• Open interest on Nifty Futures stood at 13.21 million, compared with the
previous session’s close of 13.29 million.
• Bond yields fell on value buying probably by state run banks. Also market
participants awaited bond supportive steps from the Reserve Bank of India
(RBI).
• Yield on the 10-year benchmark paper (5.79% GS 2030) fell 1 bps to close at
5.82 as compared to previous close of 5.83% after moving in a range of
5.81% to 5.83%.
• RBI carried out the auction of 91 day, 182 day and 364 day Treasury Bills for
a notified amount of Rs. 12,000 crore, Rs. 13,000 crore and Rs. 10,000 crore
respectively for which the entire amount was accepted. The cut of price for
91 day, 182 day and 364 day Treasury Bills subsequently stood at Rs.
99.1965 (3.25%), Rs. 98.3523 (3.36%) and Rs. 96.6092 (3.52%) respectively.
• Banks did not borrowed under the central bank’s Marginal Standing Facility
on Jul 21, 2020 as against Rs. 20 crore on Jul 20, 2020.
• The Indian rupee in the spot trade inched down against the greenback due
to brewing tensions between U.S. and China and suspected intervention by
the Reserve Bank of India. The rupee inched down 0.01% to close at 74.76
per U.S. dollar compared to the previous close of 74.75.
• The euro rose against the greenback as the investor risk sentiment
improved after European Union leaders agreed on a fiscal stimulus plan.
• Gold prices rose on hopes that central banks across the globe will adopt
more stimulus measures to combat the pandemic.
• Brent crude prices fell after oil inventory in U.S. for the week ended July 17
rose by 4.9 million barrels.
• According to the latest monthly report by the Cabinet Office, for the second
straight month, Japan's government raised its economic view, as activity
showed picking up movements. The improvement in activities is expected to
continue. However, attention should be given to the possibility of the
economies being impacted by domestic and overseas infections.
• According to the latest survey from the Jibun Bank, the manufacturing
purchasing managers’ index (PMI) continued to contract however at a
slower rate and stood at 42.6 in Jul 2020 from 40.1 in Jun 2020. Also,
services PMI rose to 45.2 in Jul from 45.0 in Jun and the composite index
improved to 43.9 in Jun from 40.8 in Jul.