FII Derivative Trade Statistics
Index Futures 7699.59 7993.51 7120.14
Index Options 350250.53 349615.46 28596.28
Stock Futures 24961.54 22619.05 76147.95
Stock Options 1883.04 1877.01 740.69
Total 384794.70 382105.03 112605.06
04-May Prev_Day
Put Call Ratio (OI) 1.35 1.78 -0.43
Put Call Ratio(Vol) 1.11 0.96 0.14
04-May Wk. Ago Mth. Ago
Call Rate 4.06% 4.03% 4.25% 6.03%
T-Repo 3.32% 2.09% 2.37% 5.83%
Repo 4.40% 4.40% 4.40% 6.00%
Reverse Repo 3.75% 3.75% 4.00% 5.75%
91 Day T-Bill 3.54% 3.57% 4.10% 6.44%
364 Day T-Bill 3.60% 3.81% 4.49% 6.51%
10 Year Gilt 6.08% 6.15% 6.31% 7.39%
G-Sec Vol. (Rs.Cr) 42527 38551 19983 29579
FBIL MIBOR
[2]
4.41% 4.48% 4.61% 6.18%
3 Month CP Rate 5.55% 5.25% 6.00% 7.70%
5 Year Corp Bond 7.03% 6.88% 7.26% 8.48%
1 Month CD Rate 4.02% 5.30% 4.14% 7.03%
3 Month CD Rate 4.53% 4.95% 4.39% 7.23%
1 Year CD Rate 4.75% 4.92% 5.13% 7.64%
Currency 04-May Prev_Day
USD/INR 75.79 75.12 0.68
GBP/INR 94.21 93.59 0.62
EURO/INR 82.84 81.62 1.22
JPY/INR 0.71 0.70 0.01
Commodity 04-May Wk Ago Mth. Ago
19.97 11.97 28.31 61.93
Brent Crude($/bl) 15.73 10.69 19.24 72.09
Gold( $/oz) 1701 1714 1616 1279
Gold(Rs./10 gm) 40989 40989 40989 31220
Source: Refinitiv
[1]
Data as on 01 May 2020;
[2]
Data as on 30 Apr 2020
Mutual Fund Investments are subject to market risks, read all scheme related documents carefully.
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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 May 2020 Futures stood at 9,285.90, a discount of 7.60 points below
the spot closing of 9,293.50. The turnover on NSE’s Futures and Options
segment fell to Rs. 7,07,389.18 crore on May 04, 2020, compared with Rs.
26,71,408.04 crore on April 30, 2020.
• The Put-Call ratio stood at 1.05 compared with the previous session’s close
of 0.87.
• The Nifty Put-Call ratio stood at 1.35 compared with the previous session’s
close of 1.78.
• Open interest on Nifty Futures stood at 9.46 million, compared with the
previous session’s close of 13.48 million.
• Bond yields declined following buying by state-run banks. Market
participants await announcement on economic stimulus after the central
government extended the country’s lockdown by two weeks, but relaxed
restrictions in select areas to help revive economic activities.
• Yield on the 10-year benchmark paper (6.45% GS 2029) fell 3 bps to close at
6.08% from the previous closing of 6.11% after moving in a range of 6.06%
to 6.14%.
• RBI announced to conduct government securities auction of 5.09% GS 2022,
New GS 2030 and 7.19% GS 2060, for notified amount of Rs. 19,000 crore.
The auction will be conducted on May 8, 2020.
• Tata Steel has raised Rs. 500 crore selling bonds maturing in three years at
an annual coupon that is 345 bps over the repo rate of central bank, which
currently works out to be 7.85% to the investors of this issue. The notes are
rated AA by CARE and India Ratings.
• The Indian rupee in spot trade weakened against the U.S. dollar following
losses in the domestic equity market. Moreover, rising coronavirus cases in
the country also weighed on the market sentiment.
• The euro weakened against the greenback as the investor risk sentiment
dampened after the U.S. President threatened to impose tariffs on China
which rekindled concerns of a new trade war.
• Gold prices rose after the U.S. President threatened to impose tariffs on
China.
• Brent crude prices rose as countries across the globe announced that they
would begin easing coronavirus lockdowns.
• According to a report released by the Institute for Supply Management
(ISM) purchasing managers index (PMI) fell to 41.5 in Apr 2020 from 49.1 in
Mar 2020. The index fell to its lowest level since April 2009. New orders
slumped to 27.1 in Apr 2020 from 42.2 in Mar 2020.
• As per the survey data from the behavioral research firm Sentix, the
headline investor confidence index rose to -41.8 in May 2020 from -42.9 in
Apr 2020. The index reading suggests the beginning of a stabilization phase
after undergoing a sharp fall due to covid-19 pandemic.
• Hong Kong’s Gross domestic product (GDP) contracted 8.9% YoY in the Mar
quarter of 2020, worse than 3% drop in the Dec quarter of 2019. This was
the largest decline since first quarter of 1974 due to weak domestic and
external demand amid covid-19, pandemic.