FII Derivative Trade Statistics 13-Mar
(Rs Cr) Buy
Index Futures 12638.16 12647.66 16686.32
Index Options 489939.26 489798.59 60985.97
Stock Futures 23597.39 22729.43 78759.43
Stock Options 6630.51 6746.85 4004.41
Total 532805.32 531922.53 160436.13
13-Mar Prev_Day
Put Call Ratio (OI) 1.11 0.90 0.21
Put Call Ratio(Vol) 0.56 0.83 -0.27
13-Mar Wk. Ago Mth. Ago
Call Rate 4.96% 4.98% 4.96% 6.17%
T-Repo 4.69% 4.88% 4.89% 6.14%
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% 4.88% 5.05% 6.35%
364 Day T-Bill 4.95% 5.00% 5.18% 6.48%
10 Year Gilt 6.32% 6.18% 6.43% 7.38%
G-Sec Vol. (Rs.Cr) 68098 75493 73228 27976
FBIL MIBOR 5.15% 5.15% 5.15% 6.25%
3 Month CP Rate 5.95% 5.55% 5.70% 7.55%
5 Year Corp Bond 7.24% 6.75% 7.07% 8.39%
1 Month CD Rate 5.38% 5.16% 5.10% 7.16%
3 Month CD Rate 5.28% 5.34% 5.31% 7.30%
1 Year CD Rate 6.05% 5.66% 5.76% 7.85%
Currency 13-Mar Prev_Day
USD/INR 74.07 74.17 -0.10
GBP/INR 93.00 94.99 -1.99
EURO/INR 82.96 83.76 -0.80
JPY/INR 0.70 0.72 -0.01
Commodity 13-Mar Wk Ago Mth. Ago
31.67 41.09 51.36 58.22
Brent Crude($/bl) 32.69 46.14 56.93 65.33
Gold( $/oz) 1529 1674 1576 1309
Gold(Rs./10 gm) 41859 44315 40619 32225
Source: Refinitiv
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Derivative Statistics- Nifty Options
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• Nifty Mar 2020 Futures stood at 9,897.70, a discount of 57.50 points below
the spot closing of 9,955.20. The turnover on NSE’s Futures and Options
segment fell to Rs. 8,07,416.92 crore on March 13, 2020, compared with Rs.
26,32,978.45 crore on March 12, 2020.
• The Put-Call ratio stood at 0.48 compared with the previous session’s close of
0.75.
• The Nifty Put-Call ratio stood at 1.11 compared with the previous session’s
close of 0.9.
• Open interest on Nifty Futures stood at 18.17 million, compared with the
previous session’s close of 19 million.
• Bond yields continued to rise as market participants trimmed their position
amid profit-booking. Increasing apprehension over the rapidly spreading
coronavirus beyond the Asian boundaries also dampened market sentiments.
• Yield on the new 10-year benchmark paper (6.45% GS 2029) rose 8 bps to
close at 6.32% from the previous closing of 6.24% after moving in a range of
6.25% to 6.35%.
• Banks borrowed Rs. 50 crore under the central bank’s Marginal Standing
Facility on Mar 12, 2020 compared with borrowings of Rs. 20 crore on Mar 11,
2020.
• After falling record low of 74.5075 during the session, the Indian rupee
recovered and gained against the U.S. dollar on suspected intervention by the
Reserve Bank of India (RBI).
• Euro fell against the greenback despite attempts by European Central Bank
policymakers to reassure markets after Bank's stimulus measures was below
investors’ expectations.
• Gold prices fell amid profit booking.
• Brent crude prices grew after U.S. President reportedly stated that the
Department of Energy would purchase crude for the nation’s strategic
petroleum reserve.
• University of Michigan data showed consumer sentiment index slid to 95.9 in
Mar 2020 after rising to 101.0 in Feb 2020.
• A Labor Department report showed U.S. import prices fell 0.5% in Feb 2020
after inching up 0.1% in Jan 2020.
• Final data from Destatis showed Germany's consumer inflation remained
unchanged at 1.7% in Feb 2020. This was in line with the estimate published
on Feb 28.
• People's Bank of China lowered the reserve requirement ratio for qualified
banks by 50-100 basis points to support the economy hit by the outbreak of
coronavirus epidemic. This was the second cut this year.
• Data from the Ministry of Economy, Trade and Industry showed Japan's
tertiary industry activity index rose 0.8% MoM in Jan 2020.