FII Derivative Trade Statistics
Index Futures 6395.78 6510.48 9608.50
Index Options 219220.19 219539.91 61817.16
Stock Futures 43940.84 43824.37 90694.18
Stock Options 4823.36 4622.08 4938.81
Total 274380.17 274496.84 167058.65
24-Jun Prev_Day
Put Call Ratio (OI) 1.29 1.63 -0.34
Put Call Ratio(Vol) 0.99 0.99 -0.01
24-Jun Wk. Ago Mth. Ago
Call Rate 3.54% 3.55% 3.71% 5.77%
T-Repo 2.00% 2.90% 2.53% 5.52%
Repo 4.00% 4.00% 4.00% 5.75%
Reverse Repo 3.35% 3.35% 3.35% 5.50%
91 Day T-Bill 3.16% 3.25% 3.07% 5.85%
364 Day T-Bill 3.50% 3.55% 3.43% 6.06%
10 Year Gilt 6.02% 6.01% 5.96% 6.85%
G-Sec Vol. (Rs.Cr) 29881 21423 66341 80775
FBIL MIBOR
[1]
3.91% 3.93% 4.31% 5.90%
3 Month CP Rate 3.95% 4.20% 4.35% 6.95%
5 Year Corp Bond 6.69% 6.78% 6.87% 8.04%
1 Month CD Rate 3.04% 3.24% 3.63% 6.06%
3 Month CD Rate 3.26% 3.37% 3.49% 6.31%
1 Year CD Rate 4.11% 4.18% 4.31% 7.16%
Currency 24-Jun Prev_Day
USD/INR 75.71 75.75 -0.05
GBP/INR 94.72 94.34 0.38
EURO/INR 85.70 85.33 0.37
JPY/INR 0.71 0.71 0.00
Commodity 24-Jun Wk Ago Mth. Ago
37.81 37.86 33.34 57.68
Brent Crude($/bl) 41.50 41.02 33.20 66.60
Gold( $/oz) 1761 1726 1734 1419
Gold(Rs./10 gm) 48389 47202 40989 34041
Source: Refinitiv
[1]
Data as on 23 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 10,295.65, a discount of 9.65 points below
the spot closing of 10,305.30. The turnover on NSE’s Futures and Options
segment rose to Rs. 22,55,548.25 crore on June 24, 2020, compared with
Rs. 13,82,702.23 crore on June 23, 2020.
• The Put-Call ratio stood at 0.93 compared with the previous session’s close
of 0.84.
• The Nifty Put-Call ratio stood at 1.29 compared with the previous session’s
close of 1.63.
• Open interest on Nifty Futures stood at 13.43 million, compared with the
previous session’s close of 12.77 million.
• Bond yields continued to rise for the fourth consecutive day amid lack of any
action by the Reserve Bank of India to support the market.
• Yield on the 10-year benchmark paper (5.79% GS 2030) rose 2 bps to close
at 5.92%, highest since issuance on May 8, from the previous close of 5.90%
after moving in a range of 5.88% to 5.92%.
• Yield on the old 10-year benchmark paper (6.45% GS 2029) rose 2 bps to
close at 6.04% from the previous close of 6.03% after moving in a range of
6.00% to 6.04%.
• Banks did not borrow under the central bank’s Marginal Standing Facility on
Jun 23, 2020 and Jun 22, 2020.
• The Indian rupee in the spot trade inched down against the greenback
following losses in the domestic equity market amid concerns over the
increase in coronavirus infection cases in India and in U.S. which led to
worries of a second wave of the COVID-19 pandemic.
• The euro weakened against the greenback as the investor risk sentiment
dampened due to an increase in coronavirus infection cases in U.S.
• Gold prices fell as market participants preferred to sell the precious metal
and go towards cash amid concerns over increase in coronavirus infection
cases in U.S.
• Brent crude prices fell amid worries about a second wave of the coronavirus
pandemic.
• The World Trade Organisation said Global trade volumes contracted around
18.5% YoY in the three months to Jun 2020. The fall was seen when the
coronavirus pandemic and the subsequent lockdown restrictions were at
their peak in most countries. In the Mar quarter of 2020, the merchandise
trade volume decreased 3%.
• According to a report released by the Commerce Department, New home
sales in the U.S. surged by 16.6% to an annual rate of 676,000 in May 2020
from a significantly downwardly revised rate of 580,000 (623,000 originally
reported) in Apr 2020.
• According to the ifo Institute, Germany’s business climate index rose to a
four-month high of 86.2 in Jun 2020 points from 79.7 points in May 2020,
revised from 79.5.