FII Derivative Trade Statistics 09-Oct
(Rs Cr) Buy
Index Futures 4840.99 3442.15 12161.59
Index Options 348948.78 347237.17 62367.72
Stock Futures 16096.54 16333.85 80333.87
Stock Options 6389.91 6437.50 6319.17
Total 376276.22 373450.67 161182.35
Put Call Ratio (OI) 1.60 1.46 0.14
Put Call Ratio(Vol) 0.92 1.03 -0.11
09-Oct Wk. Ago Mth. Ago
Call Rate 3.39% 3.44% 3.43% 5.07%
T-Repo 3.21% 3.21% 3.20% 4.86%
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% 3.29% 5.22%
364 Day T-Bill 3.50% 3.58% 3.60% 5.39%
10 Year Gilt 5.90% 6.00% 5.95% 6.45%
G-Sec Vol. (Rs.Cr) 86840 29143 32237 38160
3.69% 3.70% 3.64% 5.20%
3 Month CP Rate 3.50% 3.50% 3.45% 6.05%
5 Year Corp Bond 6.68% 6.80% 6.77% 7.50%
1 Month CD Rate 3.27% 3.27% 3.23% 5.07%
3 Month CD Rate 3.36% 3.43% 3.39% 5.31%
1 Year CD Rate 3.74% 3.86% 3.90% 6.22%
Currency 09-Oct Prev_Day
USD/INR 73.21 73.29 -0.08
GBP/INR 94.80 94.88 -0.08
EURO/INR 86.21 86.33 -0.12
JPY/INR 0.69 0.69 0.00
Commodity 09-Oct Wk Ago Mth. Ago
NYMEX Crude($/bl) 40.39 36.85 38.00 52.58
Brent Crude($/bl) 41.92 38.49 39.79 60.59
Gold( $/oz) 1929 1899 1947 1505
Gold(Rs./10 gm) 50695 50249 51066 38179
Data as on 08 Oct, 2020
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Derivative Statistics- Nifty Options
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information contained in this material.
• Nifty Oct 2020 Futures stood at 11,929.80, a premium of 15.60 points
above the spot closing of 11,914.20. The turnover on NSE’s Futures and
Options segment fell to Rs. 15,33,046.36 crore on October 09, 2020,
compared with Rs. 46,09,853.47 crore on October 08, 2020.
• The Put-Call ratio stood at 0.82 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.6 compared with the previous session’s
close of 1.46.
• Open interest on Nifty Futures stood at 13.08 million, compared with the
previous session’s close of 12.57 million.
• Bond yields fell after the Reserve Bank of India announced open market
bond purchases and further extended the provision for banks to hold bonds
with valuation risks.
• Yield on the 10-year benchmark paper (5.77% GS 2030) fell 8 bps to close at
5.94% compared to the previous close of 6.02% after trading in a range of
5.92% to 6.02%.
• Banks did not borrow under the central bank’s marginal standing facility on
Oct 07, 2020 and Oct 08, 2020.
• The Indian rupee gained against the U.S. dollar, as the impact of positive
Asian cues outweighed likely intervention by the Reserve Bank of India (RBI).
• Euro rose against the U.S. dollar on optimism of a deal for new U.S. stimulus
would be reached. Also Market participants anticipated that Democrat is
more likely to win the U.S. presidency and offer a larger economic package.
• Gold prices rose due to weakness in the greenback as talks resumed over
the coronavirus aid plan.
• Brent crude prices rose due to supply cuts caused by Hurricane Delta in the
Gulf of Mexico and a strike of offshore workers in Norway.
• Wholesale inventories in the U.S. rose 0.4 percent in Aug 2020 compared
with 0.2 fall in Jul 2020. Inventories of durable goods grew 0.6% in Aug
2020 after 0.7% fall in Jul 2020.
• U.S. initial jobless claims fell 9,000 to 840,000 in the week ended Oct 3,
2020, from the previous week's revised level of 849,000 (837,000 originally
• Survey data from IHS Markit showed, China's Caixin composite services
Purchasing Managers' Index (PMI) improved to 54.8 in Sep 2020 from 54.0 in
Aug 2020. Index rose for the fifth consecutive month. Expansion was
supported by a sustained rise in total new business.
• Average of household spending in Japan fell 6.9% YoY to 276,360 yen in
Aug 2020. The average of monthly income per household stood at 1.2% YoY
to 528,891 yen.