FII Derivative Trade Statistics
Index Futures 4650.16 5846.63 10205.85
Index Options 143793.68 144484.61 59145.81
Stock Futures 20747.36 21957.28 91169.52
Stock Options 9932.78 9787.09 6227.93
Total 179123.98 182075.61 166749.11
27-Jul Prev_Day
Put Call Ratio (OI) 1.49 1.74 -0.26
Put Call Ratio(Vol) 0.97 1.01 -0.04
27-Jul Wk. Ago Mth. Ago
Call Rate 3.48% 3.48% 3.54% 5.56%
T-Repo 3.12% 3.17% 2.68% 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 3.27% 3.22% 3.16% 5.66%
364 Day T-Bill 3.33% 3.26% 3.49% 5.90%
10 Year Gilt 5.83% 5.80% 5.89% 6.53%
G-Sec Vol. (Rs.Cr) 35163 27983 45778 44495
FBIL MIBOR
[1]
3.84% 3.79% 3.94% 5.75%
3 Month CP Rate 3.65% 3.65% 3.85% 6.35%
5 Year Corp Bond 6.48% 6.28% 6.67% 7.81%
1 Month CD Rate 3.27% 3.27% 3.16% 5.76%
3 Month CD Rate 3.31% 3.28% 3.22% 6.30%
1 Year CD Rate 3.73% 3.79% 4.10% 6.95%
Currency 27-Jul Prev_Day
USD/INR 74.76 74.87 -0.11
GBP/INR 95.89 95.42 0.48
EURO/INR 87.53 86.95 0.58
JPY/INR 0.71 0.70 0.00
Commodity 27-Jul Wk Ago Mth. Ago
41.41 40.78 38.48 56.03
Brent Crude($/bl) 43.11 43.55 41.51 62.30
Gold( $/oz) 1942 1815 1771 1418
Gold(Rs./10 gm) 52260 49118 48117 34781
Source: Refinitiv
[1]
Data as on 24 Jul, 2020
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Derivative Statistics- Nifty Options
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• Nifty Jul 2020 Futures stood at 11,122.45, a discount of 9.35 points below
the spot closing of 11,131.80. The turnover on NSE’s Futures and Options
segment rose to Rs. 13,18,992.22 crore on July 27, 2020, compared with Rs.
11,53,542.45 crore on July 24, 2020.
• The Put-Call ratio stood at 0.89 compared with the previous session’s close
of 0.88.
• The Nifty Put-Call ratio stood at 1.49 compared with the previous session’s
close of 1.74.
• Open interest on Nifty Futures stood at 13.11 million, compared with the
previous session’s close of 13.42 million.
• Bond yields rose to its highest level since Jun 30, 2020 as hopes of a rate cut
by the Monetary Policy Committee in its upcoming monetary policy review
on Aug 6, 2020 faded after the retail inflation breached the central bank's
tolerance level in Jun 2020. Lack of any supportive measures from the
Reserve Bank of India to absorb the excess supply of sovereign debt also
weighed on the market sentiment. Profit booking to some extent also
contributed to the downside.
• Yield on the 10-year benchmark paper (5.79% GS 2030) rose 4 bps to 5.86%
as compared to previous close of 5.82% after moving in a range of 5.81% to
5.86%.
• Banks did not borrow under the central bank’s Marginal Standing Facility on
Jul 24, 2020 and Jul 23, 2020.
• The Indian rupee remained unchanged against the U.S. dollar on suspected
intervention by the Reserve Bank of India in the spot market, which
neutralised the positive impact of a weak dollar index. The rupee closed
steady at 74.83 per dollar from the previous close.
• Euro rose notably and touched two year high against the U.S. dollar on
concerns over a rising number of coronavirus cases in the United States (US).
• Gold prices surged to a record high as escalating tensions between U.S. and
China and persisting concerns over rising coronavirus infection cases across
the globe boosted the safe haven appeal of the yellow metal.
• New orders for U.S. manufactured durable goods rose 7.3% in Jun 2020,
slower than downwardly revised surge by 15.1% (15.7% rise originally
reported) in May 2020.
• According to the survey results from the ifo Institute showed, Germany’s
business confidence index rose to 90.5 in Jul 2020 compared with a revised
86.3 in Jun 2020.
• Japan's all industry activity index dropped 3.5% MoM in May 2020 compared
with 7.6% fall in Apr 2020. The fall was the fourth consecutive month.
Among components, construction activity fell 2.8% sequentially in May 2020
compared with a 0.1% rise in Apr 2020.
• China’s industrial profits increased 11.5% YoY in Jun 2020, faster than 6%
rise in May 2020 as easing of the coronavirus containment measures
boosted manufacturing activity.