FII Derivative Trade Statistics
Index Futures 5835.70 6707.74 5935.25
Index Options 173103.58 172922.39 33368.14
Stock Futures 15811.47 16006.94 75162.24
Stock Options 4351.69 4302.66 2607.69
Total 199102.44 199939.73 117073.32
13-May Prev_Day
Put Call Ratio (OI) 1.12 1.28 -0.15
Put Call Ratio(Vol) 0.81 0.89 -0.08
13-May Wk. Ago Mth. Ago
Call Rate 3.88% 3.88% 4.26% 5.92%
T-Repo 1.83% 3.34% 3.20% 5.89%
Repo 4.40% 4.40% 4.40% 6.00%
Reverse Repo 3.75% 3.75% 4.00% 5.75%
91 Day T-Bill 3.45% 3.51% 4.13% 6.48%
364 Day T-Bill 3.73% 3.57% 4.46% 6.50%
10 Year Gilt 6.13% 6.03% 6.50% 7.39%
G-Sec Vol. (Rs.Cr) 44562 51593 10085 33866
FBIL MIBOR
[1]
4.29% 4.44% 4.60% 6.05%
3 Month CP Rate 4.80% 5.55% 6.50% 7.70%
5 Year Corp Bond 7.01% 6.89% 7.40% 8.52%
1 Month CD Rate 4.13% 3.83% 4.22% 6.95%
3 Month CD Rate 3.68% 4.15% 4.52% 7.26%
1 Year CD Rate 4.63% 4.65% 5.74% 7.59%
Currency 13-May Prev_Day
USD/INR 75.39 75.79 -0.41
GBP/INR 92.62 93.40 -0.79
EURO/INR 81.82 81.96 -0.13
JPY/INR 0.70 0.71 0.00
Commodity 13-May Wk Ago Mth. Ago
24.87 23.38 22.31 60.92
Brent Crude($/bl) 28.16 20.10 18.71 73.29
Gold( $/oz) 1715 1686 1714 1300
Gold(Rs./10 gm) 40989 40989 40989 31961
Source: Refinitiv
[1]
Data as on 12 May 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 May 2020 Futures stood at 9,393.55, a premium of 10.00 points above
the spot closing of 9,383.55. The turnover on NSE’s Futures and Options
segment rose to Rs. 11,80,265.29 crore on May 13, 2020, compared with Rs.
10,73,997.01 crore on May 12, 2020.
• The Put-Call ratio stood at 0.87 compared with the previous session’s close
of 0.84.
• The Nifty Put-Call ratio stood at 1.12 compared with the previous session’s
close of 1.28.
• Open interest on Nifty Futures stood at 8.38 million, compared with the
previous session’s close of 8.19 million.
• Bond yields fell as state-run banks stepped up purchases after the
announcement of an economic stimulus package by the Prime Minister in
the speech on May 12, 2020. Prime Minister said that Rs. 20 lakh crore
package, almost amounting to 10% of India's gross dom estic product, will
be aimed at migrant labour, the middle class and industry.
• Yield on the new 10-year benchmark paper (5.79% GS 2030) fell 4 bps to
close at 5.76% from the previous closing of 5.80% after moving in a range of
5.76% to 5.86%.
• Yield on the old 10-year benchmark paper (6.45% GS 2029) fell 6 bps to
close at 6.10% from the previous closing of 6.16% after moving in a range of
6.08% to 6.28%.
• Banks did not borrow under the central bank’s Marginal Standing Facility on
both May 12, 2020 and May 11, 2020.
• The Indian rupee in spot trade was almost steady against the greenback as
market participants awaited the details of the Indian government's stimulus
package.
• The euro fell against the greenback after the U.S. Federal Reserve chief
warned that economic recovery may take time. However, further losses
were restricted after the U.S central bank chief negated the idea of using
negative interest rates as a simulative tool.
• Gold prices rose after the U.S. Federal Reserve chief pledged to adopt more
stimulus measures if required.
• Brent crude prices rose after data from U.S. Energy Information
Administration showed that crude inventories in U.S. fell by 745,000 barrels
in the week to May 8.
• According to the U.S. Labor Department, U.S. consumer price index fell 0.8%
in Apr 2020 after falling 0.4% in Mar 2020. Excluding food and energy
prices, core consumer prices fell 0.4% in Apr 2020 after declining 0.1% in
Mar 2020.
• According to data from Office for National Statistics, U.K.’s gross domestic
product (GDP) fell 2%csequentially in the first quarter of 2020. This was the
largest decline since the global financial crisis as measures adopted to
reduce the transmission of the coronavirus took a toll on overall activity.
• According to data published by the British Retail Consortium, U.K. retail
sales plunged 19.1% YoY in Apr 2020 as against 2.4% rise in Apr 2019.