FII Derivative Trade Statistics
Index Futures 12102.76 9674.62 17683.93
Index Options 97881.99 97068.77 59075.92
Stock Futures 22232.73 23283.72 70591.00
Stock Options 2414.52 2443.98 3842.55
Total 134632.00 132471.09 151193.40
23-Mar Prev_Day
Put Call Ratio (OI) 1.03 1.19 -0.16
Put Call Ratio(Vol) 0.70 0.57 0.13
23-Mar Wk. Ago Mth. Ago
Call Rate 4.99% 4.97% 5.04% 6.19%
T-Repo 3.48% 4.88% 5.01% 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 4.65% 4.72% 5.00% 6.25%
364 Day T-Bill 4.80% 4.95% 5.17% 6.38%
10 Year Gilt 6.38% 6.21% 6.42% 7.34%
G-Sec Vol. (Rs.Cr) 14500 75948 33225 38231
FBIL MIBOR
[1]
5.16% 5.15% 5.17% 6.25%
3 Month CP Rate 8.75% 6.00% 5.70% 7.50%
5 Year Corp Bond 7.49% 7.18% 6.91% 8.40%
1 Month CD Rate 7.07% 5.52% 5.09% 8.00%
3 Month CD Rate 7.08% 5.10% 5.49% 7.36%
1 Year CD Rate 7.54% 6.10% 5.81% 7.73%
Currency 23-Mar Prev_Day
USD/INR 75.88 75.01 0.88
GBP/INR 88.76 87.42 1.34
EURO/INR 81.54 80.65 0.90
JPY/INR 0.69 0.68 0.01
Commodity 23-Mar Wk Ago Mth. Ago
23.28 28.91 53.31 58.82
Brent Crude($/bl) 22.29 28.42 59.54 66.73
Gold( $/oz) 1553 1514 1643 1313
Gold(Rs./10 gm) 40989 39867 41590 32007
Source: Refinitiv
[1]
Data as on 20 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
sources and which are deemed to be reliable. The information provided cannot be considered as guidelines, recommendations or as a professional guide for the readers. It may be noted that since Nippon Life
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• Nifty Mar 2020 Futures stood at 7,581.55, a discount of 28.70 points below
the spot closing of 7,610.25. The turnover on NSE’s Futures and Options
segment fell to Rs. 4,16,817.72 crore on March 23, 2020, compared with Rs.
6,77,811.46 crore on March 20, 2020.
• The Put-Call ratio stood at 0.54 compared with the previous session’s close
of 0.49.
• The Nifty Put-Call ratio stood at 1.03 compared with the previous session’s
close of 1.19.
• Open interest on Nifty Futures stood at 17.63 million, compared with the
previous session’s close of 20.55 million.
• Bond yields jumped as the domestic currency plunged to a record low. The
drop in the currency increased fears of foreign fund outflows from the local
bond market, which dampened overall sentiments.
• Yield on the new 10-year benchmark paper (6.45% GS 2029) rose 12 bps to
close at 6.38% from the previous closing of 6.26% after moving in a range of
6.24% to 6.39%.
• Banks borrowed Rs. 612 crore under the central bank’s Marginal Standing
Facility on Mar 20, 2020 compared borrowings of Rs. 49 crore on Mar 19,
2020.
• The Indian rupee in spot trade plunged to a record low against the
greenback following losses in the domestic equity market as most parts of
the country were put under a lockdown due to the rising number of
reported coronavirus cases.
• The euro rose against the greenback after the U.S. Federal Reserve pledged
aggressive asset purchase programs to help markets function more
efficiently.
• Gold prices surged as the greenback weakened after the U.S. Federal
Reserve announced fresh stimulus measures.
• Brent crude prices plunged after the U.S. Federal Reserve pledged
aggressive asset purchase programs to help markets function more
efficiently.
• The Federal Reserve has announced extensive new measures to support the
economy citing the tremendous hardship being caused by the coronavirus
pandemic. The measures include an unlimited expansion of the Fed's asset
purchases, with the central bank saying it will purchase Treasuries and
mortgage-backed securities "in the amounts needed to support smooth
market functioning and effective transmission of monetary policy to
broader financial conditions and the economy."
• The Bundesbank said the German economy is heading into a deep recession
due the massive impact of the coronavirus. However, public finances are
well positioned to meet the situation, the central bank said.