FII Derivative Trade Statistics
26-Oct
(Rs Cr) Buy
Sell Open Int.
Index Futures 2904.46 3505.85 11954.97
Index Options 126415.59 126379.98 69004.08
Stock Futures 20485.25 20170.11 80860.75
Stock Options 7232.17 7203.31 8244.06
Total 157037.47 157259.25 170063.86
26-Oct Prev_Day
Change
Put Call Ratio (OI) 1.20 1.47 -0.27
Put Call Ratio(Vol) 0.98 0.92 0.06
26-Oct Wk. Ago Mth. Ago
Year Ago
Call Rate 3.21% 3.36% 3.41% 5.10%
T-Repo 3.04% 3.05% 3.23% 4.89%
Repo 4.00% 4.00% 4.00% 5.15%
Reverse Repo 3.35% 3.35% 3.35% 4.90%
91 Day T-Bill 3.17% 3.18% 3.35% 5.00%
364 Day T-Bill 3.45% 3.49% 3.70% 5.26%
10 Year Gilt 5.86% 5.92% 6.05% 6.50%
G-Sec Vol. (Rs.Cr) 54453 33372 24384 20088
FBIL MIBOR
[1]
3.45% 3.65% 3.71% 5.25%
3 Month CP Rate 3.35% 3.40% 3.60% 5.65%
5 Year Corp Bond 6.49% 6.56% 6.76% 7.56%
1 Month CD Rate 3.17% 3.18% 3.39% 4.88%
3 Month CD Rate 3.20% 3.26% 3.54% 5.42%
1 Year CD Rate 3.73% 3.73% 4.01% 5.87%
Currency 26-Oct Prev_Day
Change
USD/INR 73.73 73.58 0.16
GBP/INR 96.02 96.06 -0.04
EURO/INR 87.25 86.78 0.48
JPY/INR 0.70 0.70 0.00
Commodity 26-Oct
Wk Ago Mth. Ago
Year Ago
NYMEX Crude($/bl) 38.37 40.64 40.01 56.49
Brent Crude($/bl) 38.43 41.41 40.83 62.90
Gold( $/oz) 1902 1904 1860 1504
Gold(Rs./10 gm) 51048 50828 49589 38630
[1]
Data as on 23 Oct, 2020
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27 October 2020
Derivative Statistics- Nifty Options
Disclaimer:
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• Nifty Oct 2020 Futures stood at 11,778.40, a premium of 10.65 points
above the spot closing of 11,767.75. The turnover on NSE’s Futures and
Options segment rose to Rs. 18,29,727.95 crore on October 26, 2020,
compared with Rs. 11,64,474.69 crore on October 23, 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 1.2 compared with the previous session’s
close of 1.47.
• Open interest on Nifty Futures stood at 12.31 million, compared with the
previous session’s close of 13.26 million.
• Bond yields were almost steady as profit booking erased almost all the gains
after falling initially during the session. Yields fell initially after minutes of
the Monetary Policy Committee’s latest meeting raised hopes of further
policy easing.
• Yield on the 10-year benchmark paper (5.77% GS 2030) eased 1 bps to close
at 5.83% from the previous close of 5.94% after trading in a range of 5.79%
to 5.85%. On intraday basis, bond yields plummeted to the lowest level
since Aug 6, 2020.
• HDB Financial Services has accepted bids worth Rs. 325 crore for its bonds
maturing in one year and nine months. Company will pay an annual coupon
of 4.80%.
• Banks borrowed Rs. 6 crore on Oct 23, 2020 under the central bank’s
marginal standing facility compared with nil borrowing on Oct 22, 2020.
• The Indian rupee weakened at its fastest pace in over one month against the
U.S. dollar as surging coronavirus cases in Europe and the U.S. dampened
risk appetite in the region.
• Euro fell against the U.S. dollar, as surging coronavirus cases in Europe and
the U.S. along with absence of progress on U.S. stimulus package pushed
market participants towards safe haven currency.
• Gold prices rose amid persisting concerns over a second wave of COVID-19
pandemic.
• Brent crude prices fell as persisting concerns over a second wave of COVID-
19 pandemic hurt the demand outlook of the commodity.
• Final data from the Cabinet Office showed, Japan's leading index (measures
the future economic activity) went up to 88.4 (initial estimate was 88.8) in
Aug 2020 from 86.7 in Jul 2020. The coincident index rose to 79.2 in Aug
2020 from the initial estimate of 79.4 and 78.3 in Jul 2020.
• Spain's Producer prices contracted 3.3% YoY in Sep 2020, compared with
the 3.5% fall in Aug 2020. The biggest annual decrease in energy prices was
10% across sub-groups.
• Data from Bank of Japan showed, Japan's services producer price index
accelerated to 1.3% YoY in Sep 2020 from 1.1% increase in Aug 2020.
Producer price index touched six-month high.