FII Derivative Trade Statistics
Index Futures 7920.38 8275.40 7886.10
Index Options 218936.96 218686.80 52833.63
Stock Futures 16251.02 18278.25 81285.50
Stock Options 5628.99 5695.51 5834.71
Total 248737.35 250935.96 147839.94
16-Jun Prev_Day
Put Call Ratio (OI) 1.28 1.34 -0.07
Put Call Ratio(Vol) 1.13 0.93 0.20
16-Jun Wk. Ago Mth. Ago
Call Rate 3.58% 3.52% 3.97% 5.83%
T-Repo 2.95% 3.11% 3.00% 5.66%
Repo 4.00% 4.00% 4.40% 5.75%
Reverse Repo 3.35% 3.35% 3.75% 5.50%
91 Day T-Bill 3.29% 3.40% 3.35% 5.98%
364 Day T-Bill 3.52% 3.49% 3.72% 6.10%
10 Year Gilt 6.04% 6.00% 6.05% 6.92%
G-Sec Vol. (Rs.Cr) 32367 33915 31938 92107
FBIL MIBOR
[1]
3.87% 3.99% 4.46% 5.80%
3 Month CP Rate 4.20% 4.30% 4.55% 6.70%
5 Year Corp Bond 6.85% 6.84% 7.03% 8.04%
1 Month CD Rate 3.26% 3.29% 3.87% 6.03%
3 Month CD Rate 3.41% 3.51% 3.57% 6.33%
1 Year CD Rate 4.15% 4.08% 4.60% 7.15%
Currency 16-Jun Prev_Day
USD/INR 75.84 76.11 -0.26
GBP/INR 96.04 94.84 1.20
EURO/INR 85.96 85.52 0.44
JPY/INR 0.71 0.71 0.00
Commodity 16-Jun Wk Ago Mth. Ago
38.21 38.93 28.94 52.42
Brent Crude($/bl) 40.69 40.19 29.79 64.57
Gold( $/oz) 1727 1714 1741 1341
Gold(Rs./10 gm) 47374 46588 40989 33061
Source: Refinitiv
[1]
Data as on 15 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 9,897.85, a discount of 16.15 points below
the spot closing of 9,914.00. The turnover on NSE’s Futures and Options
segment rose to Rs. 16,92,243.64 crore on June 16, 2020, compared with
Rs. 12,02,860.24 crore on June 15, 2020.
• The Put-Call ratio stood at 1.06 compared with the previous session’s close
of 0.93.
• The Nifty Put-Call ratio stood at 1.28 compared with the previous session’s
close of 1.34.
• Open interest on Nifty Futures stood at 11.36 million, compared with the
previous session’s close of 11.69 million.
• Bond yields rose following geo-political tension between India and China.
Investors are also awaiting measures from Reserve Bank of India to help
absorb the heavy supply, as well as policy easing.
• Yield on the new 10-year benchmark paper (5.79% GS 2030) rose 6 bps to
close at 5.85% from the previous close of 5.79% after moving in a range of
5.80% to 5.86%.
• Yield on the old 10-year benchmark paper (6.45% GS 2029) rose 6 bps to
close at 6.03% from the previous close of 5.97% after moving in a range of
5.97% to 6.04%.
• Banks did not borrow under the central bank’s Marginal Standing Facility on
Jun 15, 2020 compared to that of Jun 12, 2020 when banks borrowed none.
• The Indian rupee weakened against the greenback as escalating geopolitical
tensions between U.S. and China at the border weighed on the market
sentiment. Worries of a second wave of coronavirus infections also
contributed to the downside. The rupee fell 0.25% to close at 76.21 per U.S.
dollar from the previous close of 76.02.
• The euro fell against the greenback as the latter strengthened after retail
sales in U.S rebounded in May.
• Gold prices rose on economic uncertainty.
• Brent crude prices rose after the International Energy Agency increased its
oil demand forecast for 2020.
• The U.S. Federal Reserve announced that it will start buying corporate
bonds on the top of exchange traded funds which it already is buying. The
objective of the move is to provide support to the functioning of markets
and ease credit conditions.
• The Bank of Japan kept interest rates on hold in its monetary policy review
and expanded the size of the coronavirus lending program to ¥110 trillion
from ¥75 trillion to lend support to the economy which has been reeling
under the COVID-19 pandemic.
• Data from the U.S. Commerce Department showed that retail sales in U.S.
surged 17.7% in May 2020 following a 14.7% fall in Apr 2020 which can be
attributed to relaxations on coronavirus lockdowns.