FII Derivative Trade Statistics
Index Futures 8134.81 9136.64 6646.11
Index Options 679932.98 679335.84 30272.89
Stock Futures 26963.03 26228.85 81612.43
Stock Options 1974.71 2237.33 1216.78
Total 717005.53 716938.66 119748.21
26-Jun Prev_Day
Put Call Ratio (OI) 1.33 1.26 0.07
Put Call Ratio(Vol) 0.90 0.85 0.05
26-Jun Wk. Ago Mth. Ago
Call Rate 3.54% 3.63% 3.61% 5.75%
T-Repo 2.68% 3.01% 2.79% 5.47%
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% 3.00% 6.00%
364 Day T-Bill 3.49% 3.50% 3.45% 6.10%
10 Year Gilt 6.00% 6.00% 5.97% 6.93%
G-Sec Vol. (Rs.Cr) 45778 37652 39733 49545
FBIL MIBOR 3.94% 3.94% 4.07% 5.90%
3 Month CP Rate 3.85% 3.95% 4.35% 6.95%
5 Year Corp Bond 6.67% 6.67% 6.85% 8.13%
1 Month CD Rate 3.16% 3.25% 3.60% 6.27%
3 Month CD Rate 3.22% 3.35% 3.51% 6.43%
1 Year CD Rate 4.10% 4.08% 4.33% 7.30%
Currency 26-Jun Prev_Day
USD/INR 75.48 75.63 -0.16
GBP/INR 93.71 93.92 -0.21
EURO/INR 84.63 85.07 -0.44
JPY/INR 0.70 0.71 0.00
Commodity 26-Jun Wk Ago Mth. Ago
38.48 39.67 34.60 59.14
Brent Crude($/bl) 41.51 43.48 33.31 68.29
Gold( $/oz) 1771 1743 1711 1408
Gold(Rs./10 gm) 48117 47519 40989 33885
Source: Refinitiv
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Derivative Statistics- Nifty Options
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• Nifty Jul 2020 Futures stood at 10,318.00, a discount of 65.00 points below
the spot closing of 10,383.00. The turnover on NSE’s Futures and Options
segment fell to Rs. 8,52,956.02 crore on June 26, 2020, compared with Rs.
41,62,943.27 crore on June 25, 2020.
• The Put-Call ratio stood at 0.89 compared with the previous session’s close
of 0.76.
• The Nifty Put-Call ratio stood at 1.33 compared with the previous session’s
close of 1.26.
• Open interest on Nifty Futures stood at 12.47 million, compared with the
previous session’s close of 14.45 million.
• Bond yields rose on concerns over rising debt supply and absence 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 5.91% from the previous close of 5.89% 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 6.02% from the previous close of 6.00% after moving in a range of
5.99% to 6.02%.
• Banks did not borrow under the central bank’s Marginal Standing Facility on
Jun 25, 2020 and Jun 24, 2020.
• The Indian rupee in the spot trade inched up against the greenback
following gains in the domestic equity market and corporate dollar inflows.
However, concerns over rise in coronavirus infection cases neutralized most
of the gains.
• The euro closed steady against the greenback as market participants grew
cautious due to an increase in coronavirus infection cases in U.S.
• Gold prices rose as the safe haven appeal of the yellow metal improved
following a surge in coronavirus infection cases in U.S.
• Brent crude prices fell on worries over rapid increase in coronavirus
infection cases in U.S.
• According to the Commerce Department, U.S. real gross domestic product
(GDP) fell 5% in quarter ended Mar 2020, unchanged from the estimate
provided last month, as against 2.1% rise in quarter ended Dec 2019.
• According to the Commerce Department, U.S. Durable goods orders rose
15.8% in May 2020 following 18.1% decline in Apr 2020. The rebound came
as orders for transportation equipment rose 80.7% in May after falling
48.6% in Apr.
• According to the Labor Department, U.S. initial jobless claims fell to 1.480
million in the week ended Jun 20, a decrease of 60,000 from the previous
week's revised level of 1.540 million.