FII Derivative Trade Statistics 05-Dec
(Rs Cr) Buy
Index Futures 1981.75 1944.49 23380.16
Index Options 52523.20 51775.93 55404.46
Stock Futures 12287.02 12686.13 85125.85
Stock Options 5152.06 5320.42 5097.22
Total 71944.03 71726.97 169007.69
Put Call Ratio (OI) 1.63 1.70 -0.07
Indian Debt Market
Put Call Ratio(Vol) 0.97 1.10 -0.13
05-Dec Wk. Ago Mth. Ago
Call Rate 6.36% 6.36% 6.41% 5.82%
T-Repo 6.34% 6.34% 6.17% --
Repo 6.50% 6.50% 6.50% 6.00%
Reverse Repo 6.25% 6.25% 6.25% 5.75%
91 Day T-Bill 6.71% 6.77% 6.90% 6.11%
364 Day T-Bill 7.15% 7.21% 7.43% 6.23%
10 Year Gilt 7.44% 7.64% 7.81% 7.06%
G-Sec Vol. (Rs.Cr) 85464 55612 11970 30226
Currency Market Update
FBIL MIBOR* 6.47% 6.53% 6.54% 5.96%
3 Month CP Rate 7.55% 7.75% 8.50% 6.83%
5 Year Corp Bond 8.42% 8.47% 8.64% 7.71%
1 Month CD Rate 6.67% 6.88% 6.91% 6.17%
3 Month CD Rate 7.29% 7.27% 7.49% 6.23%
1 Year CD Rate 8.25% 8.50% 8.32% 6.63%
Commodity Market Update
Currency 05-Dec Prev_Day
USD/INR 70.52 70.35 0.17
GBP/INR 89.45 89.65 -0.20
EURO/INR 79.84 80.08 -0.24
JPY/INR 0.62 0.62 0.00
Commodity 05-Dec Wk Ago Mth. Ago
NYMEX Crude($/bl) 52.59 50.01 63.07 57.61
Brent Crude($/bl) 61.42 57.56 71.77 64.24
Gold( $/oz) 1237 1221 1231 1266
Gold(Rs./10 gm) 30855 30394 31739 29068
Source: Thomson Reuters Eikon; *As on 04-Dec-2018
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Derivative Statistics- Nifty Options
• Nifty Dec 2018 Futures were at 10,827.65 points, a premium of 42.70
points, above the spot closing of 10,784.95. The turnover on NSE’s
Futures and Options segment rose to Rs. 7,46,751.53 crore on Dec 5
compared with Rs. 4,70,285.85 crore on Dec 4.
• The Put-Call ratio stood at 0.83 compared with the previous session’s
close of 0.88.
• The Nifty Put-Call ratio stood at 1.63 compared with the previous
session’s close of 1.70.
• Open interest on Nifty Futures stood at 20.90 million as against the
previous session’s close at 20.56 million.
• Bond yield declined following the outcome of the Monetary Policy
Committee’s policy review meeting. The key interest rate remained
unchanged at 6.50% and the inflation forecast was reduced to 2.7%-
3.2% for the latter half of the fiscal.
• Yield on the 10-year benchmark paper (7.17% GS 2028) declined 13
bps to 7.44% compared with 7.57% in the previous session after trading
in the range of 7.42% to 7.59%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 2,716 crore (gross) on Dec 5 compared with a
borrowing of Rs. 3,141 crore (gross) on Dec 4. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 16,324
crore on Dec 4.
• Banks borrowed Rs. 50 crore under the central bank’s Marginal
Standing Facility on Dec 4 compared with borrowing of Rs. 177 crore on
• The Indian rupee closed higher against the greenback, although
marginally, following Monetary Policy Committee’s decision to maintain
interest rates. The rupee closed at 70.46 a dollar compared with the
previous close of 70.49.
• The euro continued to benefit from dollar weakness. Concerns over a
slowdown in the U.S. economic and the decline in U.S. Treasury yields
weighed down on the greenback, thereby supporting the euro. The euro
was last seen trading at 1.1354 a dollar, up 0.09% from the previous
close of 1.1344.
• Gold prices fell after the Chinese Commerce Ministry spoke about the
progress of the meeting between the U.S. and Chinese Presidents to
settle their trade differences.
• Brent crude prices slid after data from the American Petroleum
Institute found that U.S. crude stocks rose in the week to Nov 30.
• According to preliminary data from Eurostat, eurozone retail sales rose
0.3% MoM in Oct 2018 as against 0.5% fall in Sep 2018. On a yearly
basis, retail sales grew 1.7% in Oct 2018 after a 0.3% increase in Sep
• According to a latest survey from Caixin, China’s services Purchasing
Managers’ Index (PMI) stood at 53.8 in Nov 2018, which was unchanged
from Oct 2018. The composite index rose to 51.9 in Nov 2018 from 50.5
in Oct 2018. Individually in Nov 2018, services activity increased the
most in five months, while manufacturing production remained stable.