FII Derivative Trade Statistics
Index Futures 5971.06 5798.96 7550.54
Index Options 479978.99 479241.58 51490.59
Stock Futures 16363.27 15133.37 85404.62
Stock Options 5089.24 5041.11 5878.22
Total 507402.56 505215.02 150323.97
19-Jun Prev_Day
Put Call Ratio (OI) 1.56 1.61 -0.05
Put Call Ratio(Vol) 0.82 0.96 -0.14
19-Jun Wk. Ago Mth. Ago
Call Rate 3.63% 3.54% 3.92% 5.80%
T-Repo 3.01% 2.99% 3.26% 5.62%
Repo 4.00% 4.00% 4.40% 5.75%
Reverse Repo 3.35% 3.35% 3.75% 5.50%
91 Day T-Bill 3.25% 3.30% 3.27% 5.90%
364 Day T-Bill 3.50% 3.53% 3.67% 6.10%
10 Year Gilt 6.00% 5.99% 6.03% 6.84%
G-Sec Vol. (Rs.Cr) 37652 32739 49864 72663
FBIL MIBOR 3.94% 3.92% 4.45% 5.90%
3 Month CP Rate 3.95% 4.25% 4.35% 6.85%
5 Year Corp Bond 6.67% 6.80% 6.96% 7.99%
1 Month CD Rate 3.25% 3.27% 4.01% 6.01%
3 Month CD Rate 3.35% 3.41% 3.56% 6.30%
1 Year CD Rate 4.08% 4.33% 4.56% 7.18%
Currency 19-Jun Prev_Day
USD/INR 76.21 76.15 0.06
GBP/INR 94.79 95.58 -0.79
EURO/INR 85.42 85.69 -0.27
JPY/INR 0.71 0.71 0.00
Commodity 19-Jun Wk Ago Mth. Ago
39.67 36.19 31.80 53.69
Brent Crude($/bl) 43.48 38.89 32.59 64.29
Gold( $/oz) 1743 1730 1744 1360
Gold(Rs./10 gm) 47519 47337 40989 32850
Source: Refinitiv
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Derivative Statistics- Nifty Options
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• Nifty Jun 2020 Futures stood at 10,235.55, a discount of 8.85 points below
the spot closing of 10,244.40. The turnover on NSE’s Futures and Options
segment fell to Rs. 11,06,171.96 crore on June 19, 2020, compared with Rs.
33,83,661.45 crore on June 18, 2020.
• The Put-Call ratio stood at 0.72 compared with the previous session’s close
of 0.78.
• The Nifty Put-Call ratio stood at 1.56 compared with the previous session’s
close of 1.61.
• Open interest on Nifty Futures stood at 11.51 million, compared with the
previous session’s close of 11.17 million.
• Bond yields rose on concerns over excess supply. Investors are also awaiting
steps from the Reserve Bank of India to support the debt market.
• Yield on the 10-year benchmark paper (5.79% GS 2030) rose 3 bps to close
at 5.85% from the previous close of 5.82% after moving in a range of 5.83%
to 5.85%.
• Yield on the old 10-year benchmark paper (6.45% GS 2029) rose 2 bps to
close at 6.00% from the previous close of 5.98% after moving in a range of
5.97% to 6.00%.
• Banks borrowed Rs. 50 crore under the central bank’s Marginal Standing
Facility on Jun 18, 2020 compared to that of Jun 17, 2020 when banks
borrowed none.
• The Indian rupee weakened against the greenback on concerns over a
second wave of coronavirus infections.
• The euro weakened against the greenback on concerns over a a second
wave of coronavirus infections which renewed worries of a return to global
lockdowns. Euro closed at $1.1175, down 0.24% compared with the
previous close of $1.1202.
• Gold prices rose as its safe haven appeal improved on concerns over a
second wave of coronavirus infections.
• Brent crude prices rose on expectations that supply cuts by the
Organization of Petroleum Exporting Countries and allies, also known as
OPEC+ may deepen in Jul 2020.
• Data from the Conference Board showed that the leading economic index
of U.S. increased 2.8% in May 2020 following a decline of 6.1% in Apr 2020
and 7.5% in Mar 2020.
• Government data showed that the U.K. budget deficit surged to a record
high in May 2020 as the government debt surpassed 100% of the GDP for
the first time since 1963.
• The Central Bank of Russia has decided to reduce the benchmark rate to a
record low 4.50% from 5.50% which was in line with market expectations.
The rate cut came on account of weak economic activity and disinflationary
pressures due to the COVID-19 pandemic.