FII Derivative Trade Statistics 03-Jun
(Rs Cr) Buy
Index Futures 5228.47 4871.80 8220.08
Index Options 194617.63 194134.54 41365.93
Stock Futures 15961.86 16445.66 82367.79
Stock Options 2951.62 2959.50 3194.07
Total 218759.58 218411.50 135147.87
03-Jun Prev_Day
Put Call Ratio (OI) 1.59 1.59 0.00
Put Call Ratio(Vol) 1.03 0.85 0.17
03-Jun Wk. Ago Mth. Ago
Call Rate 3.76% 3.61% 4.19% 5.85%
T-Repo 3.05% 2.95% 3.75% 5.79%
Repo 4.00% 4.00% 4.40% 6.00%
Reverse Repo 3.35% 3.35% 3.75% 5.75%
91 Day T-Bill 3.36% 3.17% 3.59% 6.04%
364 Day T-Bill 3.45% 3.41% 3.73% 6.13%
10 Year Gilt 6.03% 5.98% 6.11% 6.98%
G-Sec Vol. (Rs.Cr) 19378 26346 35084 75172
FBIL MIBOR
[1]
4.04% 4.04% 4.41% 6.00%
3 Month CP Rate 4.35% 4.35% 5.45% 6.75%
5 Year Corp Bond 6.86% 6.86% 6.91% 7.95%
1 Month CD Rate 3.38% 3.74% 4.14% 6.32%
3 Month CD Rate 3.66% 3.69% 4.60% 6.38%
1 Year CD Rate 4.03% 4.29% 4.79% 7.04%
Currency 03-Jun Prev_Day
USD/INR 75.33 75.59 -0.26
GBP/INR 94.87 94.64 0.23
EURO/INR 84.44 84.11 0.33
JPY/INR 0.69 0.70 -0.01
Commodity 03-Jun Wk Ago Mth. Ago
37.28 32.75 19.22 53.20
Brent Crude($/bl) 36.91 32.30 14.85 64.45
Gold( $/oz) 1698 1709 1699 1325
Gold(Rs./10 gm) 46609 40989 40989 32206
Source: Refinitiv
[1]
Data as on 02 Jun 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 Jun 2020 Futures stood at 10,071.80, a premium of 10.25 points
above the spot closing of 10,061.55. The turnover on NSE’s Futures and
Options segment rose to Rs. 17,25,770.69 crore on June 03, 2020,
compared with Rs. 11,79,193.68 crore on June 02, 2020.
• The Put-Call ratio stood at 0.9 compared with the previous session’s close of
0.83.
• The Nifty Put-Call ratio remained unchanged compared with the previous
session’s close of 1.59.
• Open interest on Nifty Futures stood at 11.74 million, compared with the
previous session’s close of 11.84 million.
• Bond yields rose amid lack of any fresh market triggers. Market participants
also awaited moves from the Reserve Bank of India to absorb the heavy
supply of sovereign debt.
• Yield on the existing 10-year benchmark paper (6.45% GS 2029) rose 3 bps
to close at 6.03% compared to the previous close of 6.00% after trading in a
range of 5.99% to 6.03%.
• Yield on the new 10-year benchmark paper (5.79% GS 2030) rose 3 bps to
close at 5.82% compared to the previous close of 5.79% after moving in a
range of 5.79% to 5.82%.
• The Indian rupee in spot trade weakened against the greenback following
dollar demand from state run banks likely on the behalf of the Reserve Bank
of India and importers. However, gains in the domestic equity market
restricted further losses.
• The euro rose against the greenback as the investor risk sentiment
improved to some extent on hopes of a recovery from the slump caused
due to the COVID-19 pandemic.
• Gold prices fell on hopes of a recovery from the slump caused due to the
COVID-19 pandemic. However, civil unrest in U.S. restricted further losses.
• Brent crude prices rose amid indications of recovery in demand.
• According to report by payroll processor ADP, U.S. private sector
employment plunged by 2.76 million jobs in May 2020 after plummeting by
a revised 19.557 million jobs in Apr 2020.
• According to data from Eurostat, Eurozone’s jobless rate rose to 7.3% in Apr
2020 from 7.1% in Mar 2020. The number of unemployed increased by
211,000 from Mar 2020 to 11.919 million in Apr 2020.
• According to data from the Federal Labor Agency, Germany’s
unemployment increased more than expected by 238,000 from the previous
month to 2.875 million in May 2020. The jobless rate rose to 6.3% in May
2020 from 5.8% in Apr 2020. The labour market remains under a lot of
pressure amid coronavirus pandemic.