FII Derivative Trade Statistics
Index Futures 11044.15 10822.47 18500.49
Index Options 216175.30 214094.92 67679.31
Stock Futures 20282.02 19688.95 83654.18
Stock Options 6913.15 6940.64 3861.04
Total 254414.62 251546.98 173695.02
11-Mar Prev_Day
Put Call Ratio (OI) 1.07 1.04 0.03
Put Call Ratio(Vol) 0.80 0.87 -0.07
11-Mar Wk. Ago Mth. Ago
Call Rate 4.95% 4.96% 5.00% 6.16%
T-Repo 4.88% 4.81% 4.91% 6.17%
Repo 5.15% 5.15% 5.15% 6.25%
Reverse Repo 4.90% 4.90% 4.90% 6.00%
91 Day T-Bill 4.85% 4.94% 5.05% 6.35%
364 Day T-Bill 4.95% 5.04% 5.25% 6.48%
10 Year Gilt 6.13% 6.23% 6.47% 7.35%
G-Sec Vol. (Rs.Cr) 65162 137687 42647 30901
FBIL MIBOR
[1]
5.15% 5.10% 5.19% 6.28%
3 Month CP Rate 5.55% 5.75% 5.75% 7.60%
5 Year Corp Bond 6.99% 6.83% 7.10% 8.36%
1 Month CD Rate 5.35% 5.16% 5.13% 7.12%
3 Month CD Rate 5.15% 5.52% 5.46% 7.26%
1 Year CD Rate 5.94% 5.63% 6.09% 7.70%
Currency 11-Mar Prev_Day
USD/INR 73.81 73.95 -0.14
GBP/INR 95.47 96.67 -1.20
EURO/INR 83.80 84.33 -0.54
JPY/INR 0.71 0.72 -0.01
Commodity 11-Mar Wk Ago Mth. Ago
33.08 46.73 49.95 56.74
Brent Crude($/bl) 35.37 51.98 54.59 64.50
Gold( $/oz) 1635 1635 1567 1294
Gold(Rs./10 gm) 43427 43146 40468 32110
Source: Refinitiv
[1]
Data as on 09 Mar 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 Mar 2020 Futures stood at 10,450.75, a discount of 7.65 points below
the spot closing of 10,458.40. The turnover on NSE’s Futures and Options
segment rose to Rs. 14,25,247.04 crore on March 11, 2020, compared with
Rs. 11,70,647.86 crore on March 09, 2020.
• The Put-Call ratio stood at 0.78 compared with the previous session’s close
of 0.8.
• The Nifty Put-Call ratio stood at 1.07 compared with the previous session’s
close of 1.04.
• Open interest on Nifty Futures stood at 19.6 million, compared with the
previous session’s close of 19.82 million.
• Bond yields rose as investors resorted to profit booking after U.S. Treasury
yields and crude oil retreated from recent lows.
• Yield on the new 10-year benchmark paper (6.45% GS 2029) rose 6 bps to
close at 6.13% from the previous closing of 6.07% after moving in a range of
6.09% to 6.16%.
• Banks borrowed Rs. 290 crore under the central bank’s Marginal Standing
Facility on Mar 9, 2020 compared with borrowings of Rs. 475 crore on Mar 6,
2020.
• RBI conducted auction of 91-day, 182-day and 364-day T-Bill for notified
amount of Rs. 4,000 crore, Rs. 5,000 crore and Rs. 3,000 crore, respectively.
The entire amount was accepted at cut-off price of Rs. 98.8005 (YTM:
4.8696%), Rs. 97.5600 (YTM: 5.0158%) and Rs. 95.2870 (YTM: 4.9597%),
respectively.
• The Indian rupee in spot trade rose against the greenback tracking a
rebound in most Asian currencies.
• The euro fell against the greenback after World Health Organization
overnight described the outbreak as a pandemic. Growing possibility of an
ease in monetary policy by European Central Bank also weighed on the euro.
The euro closed at 1.1267 down 0.11% compared to the previous day’s close
of 1.1279.
• Gold prices fell as market participants preferred to book profits from the
recent bullion rally.
• Brent crude prices fell after Saudi Aramco said it had been directed by the
energy ministry to raise its production capacity by a million barrels per day.
• A Labor Department report showed a modest increase in U.S. consumer
prices in Feb 2020. Consumer price index inched up 0.1%, matching the
uptick seen in Jan 2020.
• The Bank of England unexpectedly cut its key interest rate by 50 basis points
to a record low 0.25% and launched a new funding scheme for small
businesses as it expects the U.K. economy to take a major hit due to the
coronavirus outbreak.
• U.K. chancellor unveiled a comprehensive stimulus package totaling GBP 30
billion [$39 billion] to support the U.K. economy.
• The Bank of England is prepared to take more measures to combat the
economic impact of the coronavirus outbreak, its Governor said.