FII Derivative Trade Statistics
08-Oct
(Rs Cr) Buy
Sell Open Int.
Index Futures 3561.06 2779.64 9878.03
Index Options 272839.06 273553.14 72461.45
Stock Futures 13324.12 13590.94 78618.71
Stock Options 6070.65 6093.53 5846.47
Total 295794.89 296017.25 166804.66
08-Oct Prev_Day
Change
Put Call Ratio (OI) 1.46 1.58 -0.13
Put Call Ratio(Vol) 1.03 0.95 0.08
08-Oct Wk. Ago Mth. Ago
Year Ago
Call Rate 3.43% 3.44% 3.39% 5.12%
T-Repo 3.22% 3.21% 3.17% 4.81%
Repo 4.00% 4.00% 4.00% 5.15%
Reverse Repo 3.35% 3.35% 3.35% 4.90%
91 Day T-Bill 3.25% 3.23% 3.40% 5.20%
364 Day T-Bill 3.45% 3.58% 3.52% 5.36%
10 Year Gilt 6.01% 6.00% 6.00% 6.48%
G-Sec Vol. (Rs.Cr) 17845 29143 37930 27528
FBIL MIBOR
[1]
3.65% 3.70% 3.75% 5.21%
3 Month CP Rate 3.60% 3.50% 3.45% 6.05%
5 Year Corp Bond 6.79% 6.70% 6.78% 7.43%
1 Month CD Rate 3.29% 3.27% 3.23% 5.14%
3 Month CD Rate 3.37% 3.43% 3.39% 5.31%
1 Year CD Rate 3.78% 3.86% 3.79% 6.19%
Currency 08-Oct Prev_Day
Change
USD/INR 73.29 73.36 -0.07
GBP/INR 94.88 94.63 0.25
EURO/INR 86.33 86.16 0.16
JPY/INR 0.69 0.69 0.00
Commodity 08-Oct
Wk Ago Mth. Ago
Year Ago
NYMEX Crude($/bl) 40.99 38.46 36.82 52.59
Brent Crude($/bl) 41.55 39.13 37.98 59.03
Gold( $/oz) 1893 1905 1931 1505
Gold(Rs./10 gm) 50180 50249 50967 38043
[1]
Data as on 07 Oct, 2020
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09 October 2020
Derivative Statistics- Nifty Options
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• Nifty Oct 2020 Futures stood at 11,831.80, a discount of 2.80 points below
the spot closing of 11,834.60. The turnover on NSE’s Futures and Options
segment rose to Rs. 46,09,853.47 crore on October 08, 2020, compared
with Rs. 23,42,833.63 crore on October 07, 2020.
• The Put-Call ratio stood at 0.95 compared with the previous session’s close
of 0.88.
• The Nifty Put-Call ratio stood at 1.46 compared with the previous session’s
close of 1.58.
• Open interest on Nifty Futures stood at 12.57 million, compared with the
previous session’s close of 11.72 million.
• Bond yields stood almost unchanged in thin trade, as investors awaited the
decision of the rate-setting Monetary Policy Committee on Oct 09, 2020.
• Yield on the 10-year benchmark paper (5.77% GS 2030) rose 1 bps to close
at 6.02% compared to the previous close of 6.01% after trading in a range
of 6.01% to 6.03%.
• Banks did not borrow under the central bank’s marginal standing facility on
Oct 06, 2020 and Oct 07, 2020.
• RBI announced to conduct underwriting auction of 5.09% GS 2022, 5.77%
GS 2030, GOI FRB 2033 and 6.80% GS 2060 for notified amount of Rs.
28,000 crore through multiple price-based method on Oct 9, 2020.
• The Indian rupee rose against the U.S. dollar supported by a continuous rally
in domestic equity market since the start of the week.
• Euro eased against the U.S. dollar as market participants awaited for fresh
news on whether new U.S. fiscal stimulus is likely in the near term. Euro
closed at $1.1758, down 0.02% compared with the previous close of
$1.1760
• Gold prices rose amid uncertainty over the upcoming U.S. Presidential
elections.
• Brent crude prices rose as oil workers evacuated rigs in the U.S. Gulf of
Mexico ahead of Hurricane Delta.
• Data from the U.S. Labour Department showed that initial jobless claims in
U.S. for the week ended Oct 3 fell by 9,000 to 840,000 from the previous
week's revised level of 849,000 (837,000 originally reported for the previous
week).
• A report from the Bank of France showed that the gross domestic product
of France grew 16% on a quarterly basis in the third quarter of 2020
following a decline of 13.8% in the second quarter of 2020.
• Survey data from Cabinet Office showed that the current conditions index
of the Economy Watchers' Survey, which measures the current situation of
the economy and is a measure of the public assessment of the Japanese
economy increased notably to 49.3 in Sep 2020 from 43.9 in Aug 2020.