FII Derivative Trade Statistics 07-Dec
(Rs Cr) Buy
Index Futures 2430.44 4152.46 26316.70
Index Options 161029.91 154387.10 53880.66
Stock Futures 12694.99 13742.13 82709.18
Stock Options 7078.96 7061.05 5959.87
Total 183234.30 179342.74 168866.41
Put Call Ratio (OI) 1.47 1.44 0.04
Indian Debt Market
Put Call Ratio(Vol) 0.87 0.90 -0.03
07-Dec Wk. Ago Mth. Ago
Call Rate 6.41% 6.41% 6.43% 5.76%
T-Repo 6.44% 6.29% 6.39% --
Repo 6.50% 6.50% 6.50% 6.00%
Reverse Repo 6.25% 6.25% 6.25% 5.75%
91 Day T-Bill 6.67% 6.77% 6.93% 6.09%
364 Day T-Bill 7.01% 7.19% 7.42% 6.28%
10 Year Gilt 7.46% 7.61% 7.80% 7.05%
G-Sec Vol. (Rs.Cr) 39650 38079 15785 44838
Currency Market Update
FBIL MIBOR 6.48% 6.55% 6.50% 5.90%
3 Month CP Rate 7.35% 7.75% 8.55% 6.81%
5 Year Corp Bond 8.42% 8.43% 8.58% 7.72%
1 Month CD Rate 6.68% 6.65% 7.02% 6.19%
3 Month CD Rate 7.23% 7.24% 7.63% 6.24%
1 Year CD Rate 8.17% 8.48% 8.34% 6.66%
Commodity Market Update
Currency 07-Dec Prev_Day
USD/INR 70.57 71.04 -0.47
GBP/INR 90.12 90.30 -0.17
EURO/INR 80.22 80.55 -0.32
JPY/INR 0.63 0.63 0.00
Commodity 07-Dec Wk Ago Mth. Ago
NYMEX Crude($/bl) 52.71 50.73 62.11 56.45
Brent Crude($/bl) 61.73 57.55 69.73 62.83
Gold( $/oz) 1248 1222 1226 1246
Gold(Rs./10 gm) 31050 30240 31773 28742
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty Dec 2018 Futures were at 10,735.15 points, a premium of 41.45
points, above the spot closing of 10,693.70. The turnover on NSE’s
Futures and Options segment declined to Rs. 4,29,275.52 crore on Dec 7
compared with Rs. 18,78,740.17 crore on Dec 6.
• The Put-Call ratio stood at 0.78 compared with the previous session’s
close of 0.81.
• The Nifty Put-Call ratio stood at 1.47 compared with the previous
session’s close of 1.44.
• Open interest on Nifty Futures stood at 22.78 million as against the
previous session’s close at 22.06 million.
• Bond yield edged up as market participants resorted to profit booking.
Besides, worries over high production cut of crude oil by OPEC and its
allies adversely impacted the market sentiment.
• Yield on the 10-year benchmark paper (7.17% GS 2028) increased 4
bps to 7.46% compared with 7.42% in the previous session after trading
in the range of 7.39% to 7.48%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 10,126 crore (gross) on Dec 7 compared with a
borrowing of Rs. 3,611 crore (gross) on Dec 6. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 11,499
crore on Dec 6.
• Banks borrowed Rs. 105 crore under the central bank’s Marginal
Standing Facility on Dec 6 compared with borrowing of Rs. 2,225 crore
on Dec 5.
• The Indian rupee rose against the greenback supported by weak crude
oil prices that remained below the $60 a barrel mark. The rupee
improved 0.14% to close at 70.80 a dollar compared with the previous
close of 70.90.
• The euro inched up against the greenback on rising speculations that
the U.S. Federal Reserve may not go ahead with the multiple interest
rate hike campaign in 2019. The euro was last seen trading at 1.1376 a
dollar compared with the previous close of 1.1374.
• Gold prices marginally gained following the U.S. private sector
employment report and worries over the bond market.
• Brent crude prices remained below the $60 a barrel mark after OPEC
discussed the possibility of exempting Iran from production cut at the
• According to a report by the Labor Department, U.S. non-farm payroll
employment rose less than expected by 155,000 jobs in Nov 2018 after
surging up by a downwardly revised 237,000 jobs in Oct 2018.
• According to a survey by the Bank of England, U.K.’s median
expectations of the rate of inflation over the coming year rose to 3.2%
from to 3% predicted in Aug 2018. The central bank also warned that a
no-deal Brexit would lead to a severe recession in the country that has
not been even seen during the global financial crisis a decade ago.
• According to the Ministry of Internal Affairs and Communications,
Japan’s household spending fell 0.3% YoY to 290,396 yen in Oct 2018 as
against 1.6% decline in Sep 2018.