FII Derivative Trade Statistics
Index Futures 5753.19 6098.28 8523.05
Index Options 152232.01 151570.33 45561.86
Stock Futures 18895.56 18440.74 81076.08
Stock Options 4834.24 4807.13 4381.34
Total 181715.00 180916.48 139542.33
08-Jun Prev_Day
Put Call Ratio (OI) 1.37 1.50 -0.14
Put Call Ratio(Vol) 1.03 0.94 0.09
08-Jun Wk. Ago Mth. Ago
Call Rate 3.54% 3.60% 3.98% 5.69%
T-Repo 3.14% 3.14% 3.39% 5.74%
Repo 4.00% 4.00% 4.40% 5.75%
Reverse Repo 3.35% 3.35% 3.75% 5.50%
91 Day T-Bill 3.43% 3.24% 3.48% 5.91%
364 Day T-Bill 3.42% 3.45% 3.40% 6.05%
10 Year Gilt 6.02% 6.03% 6.02% 6.97%
G-Sec Vol. (Rs.Cr) 20618 36924 59756 48346
FBIL MIBOR
[1]
4.01% 4.01% 4.43% 5.80%
3 Month CP Rate 4.30% 4.35% 5.35% 6.60%
5 Year Corp Bond 6.86% 6.86% 6.85% 7.91%
1 Month CD Rate 3.28% 3.30% 4.23% 5.77%
3 Month CD Rate 3.52% 3.45% 4.16% 6.13%
1 Year CD Rate 4.01% 4.03% 4.67% 7.12%
Currency 08-Jun Prev_Day
USD/INR 75.63 75.47 0.16
GBP/INR 96.03 95.47 0.55
EURO/INR 85.35 85.84 -0.49
JPY/INR 0.69 0.69 0.00
Commodity 08-Jun Wk Ago Mth. Ago
38.12 35.44 24.23 53.90
Brent Crude($/bl) 40.26 35.66 21.96 65.54
Gold( $/oz) 1695 1740 1701 1340
Gold(Rs./10 gm) 46264 40989 40989 32607
Source: Refinitiv
[1]
Data as on 05 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 10,165.35, a discount of 2.10 points below
the spot closing of 10,167.45. The turnover on NSE’s Futures and Options
segment rose to Rs. 11,42,760.49 crore on June 08, 2020, compared with
Rs. 8,79,209.60 crore on June 05, 2020.
• The Put-Call ratio stood at 0.96 compared with the previous session’s close
of 0.81.
• The Nifty Put-Call ratio stood at 1.37 compared with the previous session’s
close of 1.5.
• Open interest on Nifty Futures stood at 11.83 million, compared with the
previous session’s close of 11.66 million.
• Bond yields inched down after minutes of the monetary policy review held
in May 2020 raised hopes that the Reserve Bank of India would take steps to
absorb the excess supply of sovereign debt in the domestic debt market.
• Yield on the new 10-year benchmark paper (5.79% GS 2030) inched down 1
bps to close at 5.81% compared to the previous close of 5.82% after moving
in a range of 5.80% to 5.85%.
• Yield on the old 10-year benchmark paper (6.45% GS 2029) closed steady at
6.02% after trading in a range of 6.01% to 6.04%.
• RBI announced the auction of New GS 2025 (maturing on June 15, 2025),
6.19% GS 2034 and 7.16% GS 2050 for a notified amount of Rs. 30,000
crore. The auction would be conducted on Jun 12, 2020.
• The Indian rupee inched up against the U.S. dollar following gains in the
domestic equity market. However, greenback buying by banks capped the
gains. The rupee rose 0.06% to close at 75.54 per U.S dollar from the
previous close of 75.58.
• The euro rose against the U.S. dollar as the investor risk sentiment improved
to some extent on optimism about recovery from the coronavirus
pandemic.
• Gold prices rose on expectations that the U.S. Federal Reserve will provide a
dovish guidance in its upcoming monetary policy review. Gold prices closed
at $1,694.60 per ounce, up 0.56% compared with previous close of
$1,685.23 per ounce.
• Data from Destatis showed, industrial production in Germany plunged
25.3% YoY in Apr 2020, after 11.3% decline in the prior month. Output
recorded was its biggest decline since the series began in 1991. Leaving
energy and construction, industrial production fell 22.1% YoY in Apr 2020.
• Final reading showed Gross Domestic Product (GDP) of Japan was revised
downwards to 2.2% YoY in the Mar quarter of 2020 compared with
preliminary reading that showed a fall 3.4%.
• Survey results from the behavioral research firm Sentix showed, headline
eurozone investor confidence index went up to -24.8 in Jun 2020 from -41.8
in May 2020. Improvement was due to the relaxation of measures to
combat the covid-19 pandemic.