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8.1: Financial Markets- Key Indicators- Monthly
                   
  Particualrs   February 2017 January 2017 December 2016 Fiscal Year so far (2016-17) Full Fiscal Year
  2015-16 2014-15
A Money Market                
1 Call Money Total Turnover Rs crore 212064 290357 368811 3201908 3049503 2879004
    Wtd Avg Daily Rate  % 6.01 6.04 6.12 6.28 6.96 7.98
    Range of Wtd Avg Rates % 4.50-6.30 4.60-6.30 4.40-6.75 4.00-8.50 2.50-12.00 1.00-9.89
2 CBLO Total Turnover Rs crore 2015363 2108142 2392081 19855764 17689527 17772974
    Wtd Avg Daily Rate % 5.87 6.01 6.06 6.22 7.03 7.79
    Range of Wtd Avg Rates % 3.00-6.50 3.00-7.00 1.00-7.00 1.00-7.50 3.00-8.65 1.00-76.00
3 Market Repo Total Turnover Rs crore 944762 1033020 1158934 10394114 8591490 8350419
    Wtd Avg Daily Rate % 5.94 6.07 6.12 6.28 7.06 7.97
    Range of Wtd Avg Rates % 3.00-6.75 3.50-6.75 4.00-6.50 3.00-8.45 4.00-9.30 2.50-9.00
4 Liquidity Adjustment Facility of RBI  Repo Average (Injection) Rs crore 2118 2070 4732 6389 11628 14039
    Reverse Repo Average (Absorption) Rs crore 8985 10673 17360 9762 7248 6558
    MSF Average Rs crore 1813 425 1369 833 1285 1837
  Net Injection (+)/ Absorption (-) of Liquidity by RBI # Rs crore -166869 -85743 -81614 -166869 104534 81540
5 Major Policy Rates @ Repo Rate % 6.25 6.25 6.25 6.25 6.75 7.50
    Reverse Repo rate % 5.75 5.75 5.75 5.75 5.75 6.50
    Bank's Base Rate % 9.25/9.65 9.25/9.65 9.30/9.65 9.25/9.65 9.30/9.70 10.00/10.25
    Bank's Deposit Rate >1 year % 6.50/7.00 6.50/7.00 6.50/7.00 6.50/7.00 7.00/7.90 8.00/8.75
B Forex Market                
    Settlement Volume  US $ Bn 413 533 442 5770 5489 5162
    INR-USD Reference Rate @   66.74 67.81 67.95 66.74 66.33 63.58
  Currency Derivatives Turnover @@ Total Turnover (All Exchanges) Rs crore 585318 642920 715334.09 7616236 7589351 5634562
C Government Securities Market               
1 Dated Securities              
i Primary Issues Gross Amount* Rs crore 22000 106791 56000 599375 575707 663131
    Weighted Average Yield % 6.88 6.57 6.66 7.08 7.82 8.43
ii Secondary Market Transactions              
    Outright Trades * Rs crore 716902 1150747 1265208 14423965 8482325 8991113
    Yield to Maturity  % 6.81 6.56 6.56 7.02 7.83 8.33
2 Treasury Bills (TBs)                
i Primary Issues              
  91-Day TBs Amount Accepted Rs crore 28955 39617 62066 618169 652099 653008
    Wtd Avg Cut-off Rate % 6.16 6.24 6.17 6.49 7.43 8.51
  182-Day TBs Amount Accepted Rs crore 11000 9007 17423 159488 229162 154765
    Wtd Avg Cut-off Rate % 6.25 6.26 6.31 6.57 7.39 8.53
  364-Day TBs Amount Accepted Rs crore 8000 8002 12002 131524 135041 132039
    Wtd Avg Cut-off Rate % 6.25 6.25 6.17 6.58 7.42 8.48
ii Secondary Market Transactions              
  91-Day TBs Face Value Rs crore 32168 24300 56493 490426 504336 412414
    Yield to Maturity % 6.14 6.19 6.14 6.40 7.29 8.37
  182-Day TBs Face Value Rs crore 5687 7104 6860 131655 147473 144013
    Yield to Maturity % 6.19 6.20 6.18 6.51 7.39 8.43
  364-Day TBs Face Value Rs crore 11166 8414 9880 202817 227712 253923
    Yield to Maturity % 6.21 6.18 6.14 6.57 7.43 8.42
D Capital Market              
1 Primary Market ^ IPOs Rs crore   1252 1381 25757 14815 3311
2 Key Benchmark Indicators @              
  BSE Sensex  Base : 1978-79 = 100   28743.32 27655.96 26626.46 28743.32 25342 27957
  NSE Nifty Base : November 13 ,1995 = 1000   8879.60 8561.3 8185.80 8879.60 7738 8491
  India VIX ^^   13.79 16.83 15.47 13.79 17 14
3 Secondary Market Turnover                
  NSE Cash Rs crore 476300 405119 342747.00 4499675 4236983 4329655
    Derivatives Rs crore 9348339 8304619 7924588.64 84399149 64825834 55606453
  BSE Cash Rs crore 68330 64764 53905 709154 740089 854845
    Derivatives Rs crore 8.38 7.46 8.98 6705 4475008 20362741
4 FII Investments in Debt and Equity Purchases Rs crore 127384.11 97399.37 111622.29 1302836 1236782 1521346
  Sales Rs crore 111521.68 100895.16 138733.75 1310686 1241241 1243887
  Net Investment Rs crore 15862.43 -3495.79 -27111.46 -7850 5951 277460
  Net Investment  US $ mn 2362.58 -512.22 -3988.84 -977 937 45698
  Net Investment in Equities US $ mn 1475.25 -172.81 -1202.62 3771 15622 18370
5 Mutual Funds Investments in Debt and Equity Purchases Rs crore 156527.8 151851.7 158322.20 1769504 1802256 1948565
  Sales Rs crore 115658.5 115513.3 125747.00 1432212 1338315 1320825
  Net Investment Rs crore 40869.4 36338.7 32574.90 337294 463945 627741
  Net Investment in Equities Rs crore 2039.7 5233.9 9178.90 52368 59696 40722
E Corporate Bonds Market                
    Secondary Market Turnover Rs crore 107618.8 134155.59 140215.72 1278252 1022408 1091294
  Note : Base rate relates to 5 major banks since 1 July 2010, deposit rate relates to major banks for term deposits of more than one year maturity.  
  #: Through all liquidity operations by RBI, at the end of the period.   
  ##: MSF introduced on 3 May 2011. Avearges for only active traded days have been considered.  
  @@: From 29 October 2010, currency options trading began on the domestic stock exchanges. BSE began trading in currency derivatives from November 2013.  
  ^^: Is a volatility index based on the index option prices of NSE Nifty. *: Excludes SDLs, MSS and OMO.  
  Source: RBI, SEBI, CCIL, BSE, NSE, MCX-SX websites and related publications, Compiled by EPWRF.        
Our online database `EPWRF India Time Series’, covers as many as 16 vital statistics on the Indian economy.
These statistics can be accessed through our website http://www.epwrfits.in.