FII Derivative Trade Statistics
Index Futures 6388.06 6417.25 6937.31
Index Options 57022.16 56685.71 28355.41
Stock Futures 13601.94 13119.62 60608.72
Stock Options 596.24 584.27 553.47
Total 77608.40 76806.85 96454.91
30-Mar Prev_Day
Put Call Ratio (OI) 1.10 1.23 -0.13
Put Call Ratio(Vol) 0.76 0.75 0.01
30-Mar Wk. Ago Mth. Ago
Call Rate 4.23% 4.99% 5.01% 8.49%
T-Repo 0.48% 3.48% 4.83% 6.65%
Repo 4.40% 5.15% 5.15% 6.25%
Reverse Repo 4.00% 4.90% 4.90% 6.00%
91 Day T-Bill 4.34% 4.65% 5.04% 6.05%
364 Day T-Bill 4.94% 4.80% 5.19% 6.28%
10 Year Gilt 6.21% 6.38% 6.37% 7.35%
G-Sec Vol. (Rs.Cr) 20952 14500 46426 26833
FBIL MIBOR
[1]
5.36% 5.27% 5.09% 8.80%
3 Month CP Rate 5.80% 8.75% 6.00% 7.55%
5 Year Corp Bond 7.12% 7.48% 6.82% 8.36%
1 Month CD Rate 4.84% 7.07% 5.35% 7.81%
3 Month CD Rate 4.89% 7.08% 5.64% 7.21%
1 Year CD Rate 5.53% 7.54% 6.17% 7.34%
Currency 30-Mar Prev_Day
USD/INR 75.35 74.84 0.50
GBP/INR 93.37 91.56 1.81
EURO/INR 83.46 82.64 0.82
JPY/INR 0.70 0.69 0.01
Commodity 30-Mar Wk Ago Mth. Ago
15.61 22.29 52.30 68.52
Gold( $/oz) 1622 1553 1585 1292
Gold(Rs./10 gm) 40989 40989 42352 31601
Source: Refinitiv
[1]
Data as on 27 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
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arising from the information contained in this material.
• Nifty Apr 2020 Futures stood at 8,290.15, a premium of 9.05 points above
the spot closing of 8,281.10. The turnover on NSE’s Futures and Options
segment rose to Rs. 4,61,006.19 crore on March 30, 2020, compared with
Rs. 4,29,040.68 crore on March 27, 2020.
• The Put-Call ratio stood at 0.72 compared with the previous session’s close
of 0.7.
• The Nifty Put-Call ratio stood at 1.1 compared with the previous session’s
close of 1.23.
• Open interest on Nifty Futures stood at 11.97 million, compared with the
previous session’s close of 11.27 million.
• Bond yields went up amid investors’ profit booking to capitalize on the
recent rally. Besides, heavy bond supply, particularly at a time when volumes
are poor, also impacted sentiments. The market is now glued to the federal
government’sborrowing plan for the first half of the upcoming fiscal.
• Yield on the new 10-year benchmark paper (6.45% GS 2029) increased 7 bps
to close at 6.21% from the previous closing of 6.14%after moving in a range
of 6.12% to 6.21%.
• Banks borrowed Rs. 1,262 crore under the central bank’s Marginal Standing
Facility on Mar 27, 2020 compared borrowings of Rs. 640 crore on Mar 26,
2020.
• The Indian rupee in spot trade weakened against the greenback following
losses in the domestic equity market.
• The euro weakened against the greenback as the investor risk sentiment
dampened on concerns over prolonged uncertainty amid worries that
government across the globe may extend lockdowns further to combat the
coronavirus outbreak across the globe.
• Gold prices rose on concerns that governments across the globe may
extend lockdowns to combat the coronavirus outbreak.
• Brent crude prices plunged on concerns that the global economic shutdown
may hit the demand of oil.
• According to University of Michigan data, consumer sentiment in the U.S.
deteriorated by much more than initially estimated in Mar 2020. Consumer
sentiment index was downwardly revised to 89.1 from the preliminary
reading of 95.9.
• Bank of England data showed U.K. mortgage approvals increased to a more
than six-year high in Feb 2020 to 73,546 from 71,344 in Jan 2020. This was
the highest level since Jan 2014.
• Germany's consumer price inflation eased to its lowest level in four months
in Mar 2020. The consumer price index rose 1.4% YoY after a 1.7% increase
in each of the previous two months.