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8.1: Financial Markets- Key Indicators (Monthly)
Particualrs   October
2024
September
2024
August
2024
Fiscal Year so far (2024-25) Full Fiscal Year
2023-24 2022-23 2021-22
A Money Market                  
1 Call Money Total Turnover Rs crore 189365 191248 188104 1392315 2350295 2682122 1901917
    Wtd Avg Daily Rate  % 6.50 6.56 6.51 6.55 6.63 5.44 3.26
    Range of Wtd Avg Rates % 5.10-6.95 5.10-6.95 5.10-7.00 4.50-7.00 4.00-7.00 2.00-8.10 1.50-4.65
2 CBLO Total Turnover Rs crore 8400851 7165195 7243008 51459350 79433560 93272207 81041128
    Wtd Avg Daily Rate % 6.35 6.42 6.38 6.44 6.60 3.37 3.31
    Range of Wtd Avg Rates % 5.50-6.85 5.65-7.05 5.00-6.88 5.00-7.05 4.00-7.26 2.11-7.43 0.50-4.90
3 Market Repo Total Turnover Rs crore 3259227 2980342 3019423 22552073 38125065 33703068 25387864
    Wtd Avg Daily Rate % 6.39 6.53 6.45 6.48 6.61 5.45 3.32
    Range of Wtd Avg Rates % 0.01-6.90 0.01-7.00 0.01-7.25 0.01-7.41 0.01-7.80 0.01-8.00 0.01-4.80
4 Liquidity Adjustment Facility of RBI  Repo Average (Injection) Rs crore 0 0 0 0 0 0 0
    Reverse Repo Average (Absorption) Rs crore 0 0 0 0 0 179830 218871
    MSF Average Rs crore 3294 7887 4356 6520 33595 3496 621
  Net Injection (+)/ Absorption (-) of Liquidity by RBI # Rs crore -164602 -183287 -87928 -164602 -176251 -197828 -398948
5 Major Policy Rates @ Repo Rate % 6.50 6.50 6.50 6.50 6.5 6.50 4.00
    Reverse Repo rate % 3.35 3.35 3.35 3.35 3.35 3.35 3.35
    Bank's Base Rate % 9.10/10.40 9.10/10.40 9.10/10.40 9.10/10.40 9.10/10.25 8.65/10.10 7.25/8.80
    Bank's Deposit Rate >1 year % 6.00/7.25 6.00/7.25 6.00/7.25 6.00/7.25 6.50/7.25 6.00/7.25 5.00/5.60
B Forex Market                  
    Settlement Volume  US $ Bn   1004 824 5241 9778 9852 8009
    INR-USD Reference Rate @   84.09 83.79 83.87 83.45 83.37 82.22 75.81
  Currency Derivatives Turnover @@ Total Turnover (All Exchanges) Rs crore 160980.64 68257.76 110851.9 1021816 37723542 44590099 27718658
C Government Securities Market                   
1 Dated Securities                
  Primary Issues Gross Amount* Rs crore 133000 116000 135697 315972 182972 182972 264604
    Weighted Average Yield % 6.85 6.84 6.94 6.42 6.10 6.10 6.28
  Secondary Market Transactions                
    Outright Trades * Rs crore 1249301 1272326 1193831 3396165 2856415 2146864 1464911
    Yield to Maturity  % 6.80 6.80 6.90 6.30 6.28 6.01 6.06
2 Treasury Bills (TBs)                  
  Primary Issues                
  91-Day TBs Amount Accepted Rs crore 34777 15988 31924 282364 287547 247587 166075
    Wtd Avg Cut-off Rate % 6.47 6.64 6.63 4.49 4.59 4.21 3.60
  182-Day TBs Amount Accepted Rs crore 37079 14343 27742 309494 335514 272415 149217
    Wtd Avg Cut-off Rate % 6.58 6.72 6.73 5.16 5.37 4.96 3.83
  364-Day TBs Amount Accepted Rs crore 38315 137690 30215 259840 258854 221525 114464
    Wtd Avg Cut-off Rate % 6.56 6.79 6.72 5.51 5.58 5.32 4.11
  Secondary Market Transactions                
  91-Day TBs Face Value Rs crore 45099 35048 38288 247438 266772 202339 117615
    Yield to Maturity % 6.45 6.52 6.59 4.84 5.06 4.48 3.50
  182-Day TBs Face Value Rs crore 43429 36965 53506 290065 297639 246636 122039
    Yield to Maturity % 6.50 6.55 6.61 5.21 5.33 4.99 3.74
  364-Day TBs Face Value Rs crore 43829 45172 37944 247130 233258 203301 128278
    Yield to Maturity % 6.50 6.57 6.65 5.10 5.07 4.80 3.79
D Capital Market                  
1 Primary Market ^ IPOs Rs crore   16213 15469 56124 67955 54773 112553
2 Key Benchmark Indicators @                  
  BSE Sensex  Base : 1978-79 = 100   79389 84300 82366 79389 73651 58992 58569
  NSE Nifty Base : November 13 ,1995 = 1000   24205 25811 25236 24205 22327 17360 17465
  India VIX ^^     15.55 12.79 13.39 15.55 12.83 12.94 20.56
3 Secondary Market Turnover                  
  NSE Cash Rs crore   2559376 2638157 15752473 20103439 13305073 16566257
    Derivatives Rs crore   826759623 792567324 4647509292 7992767152 3822326468 1695233134
  BSE Cash Rs crore   180682 209348 1174539 1629038 1028865 1338225
    Derivatives Rs crore   301479802 260309228 1411667447 802835384 34315313 66078328
4 FII Investments in Equity, Debt-General Limit, Debt-VRR, Debt-FAR, Hybrid, Mutual Funds, AIFs Purchases Rs crore 381434 564318 413097 3063019 3617497 2342194 2387376
  Sales Rs crore 477792 470780 387603 2978963 3278432 2383131 2509616
  Net Investment Rs crore -96358 93538 25493 84056 339065 -40937 -122240
  Net Investment  US $ mn -11473 11162 3039 10090 41044 -5510 -16018
  Net Investment in Equities US $ mn -11195 6890 873 -471 25273 -5114 -18468
5 Mutual Funds Investments in Debt and Equity Purchases Rs crore 496986 475559 421674 2963436 3590382 2831988 2892932
  Sales Rs crore 430481 479393 442459 2832260 3585428 2707823 2612809
  Net Investment Rs crore 66505 -3834 -20785 131177 4955 124166 280122
  Net Investment in Equities Rs crore 90771 32561 31685 289255 200732 182055 181688
E Corporate Bonds Market                  
      Rs crore         1373394 1357110 1311561
Note: 1. @ : 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.  
  2. @@ : From 29 October 2010, currency options trading began on the domestic stock exchanges. BSE began trading in currency derivatives from November 2013.  
  3. # : MSF introduced on 3 May 2011. Avearges for only active traded days have been considered.  4. ^ : Closing value at the end of the period.  
  5. ## : Through all liquidity operations by RBI, at the end of the period.  6. December 2017 onwards, FII Investments include investments of 'Hybrid' category.  
  7. ^^ : Is a volatility index based on the index option prices of NSE Nifty. 8. * : Excludes SDLs, MSS and OMO.  
  9. January 2020 onwards, FII Investments include investments of 'Debt-VRR' category. 10. September 2024 onwards, FII Investments include investments of 'Debt-General Limit', 'Debt-FAR', Mutual Funds and AIFs category.
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 38 vital statistics on the Indian economy.
These statistics can be accessed through our website http://www.epwrfits.in.