FII Derivative Trade Statistics 28-Dec
(Rs Cr) Buy
Index Futures 8336.72 7296.14 23056.98
Index Options 191852.65 193665.16 34281.74
Stock Futures 20659.93 19990.40 77030.13
Stock Options 4986.14 4692.56 1112.16
Total 225835.44 225644.26 135481.01
Put Call Ratio (OI) 1.54 1.35 0.19
Indian Debt Market
Put Call Ratio(Vol) 0.93 0.95 -0.02
28-Dec Wk. Ago Mth. Ago
Call Rate 6.57% 6.45% 6.36% 6.00%
T-Repo 6.52% 6.48% 6.34% --
Repo 6.50% 6.50% 6.50% 6.00%
Reverse Repo 6.25% 6.25% 6.25% 5.75%
91 Day T-Bill 6.52% 6.65% 6.77% 6.13%
364 Day T-Bill 6.93% 6.95% 7.21% 6.39%
10 Year Gilt 7.39% 7.28% 7.64% 7.40%
G-Sec Vol. (Rs.Cr) 29338 34307 55612 37930
Currency Market Update
FBIL MIBOR 6.68% 6.59% 6.53% 6.10%
3 Month CP Rate 7.25% 7.20% 7.75% 7.01%
5 Year Corp Bond 8.27% 8.21% 8.47% 8.06%
1 Month CD Rate 7.09% 6.97% 6.88% 6.37%
3 Month CD Rate 7.01% 6.95% 7.27% 6.40%
1 Year CD Rate 8.05% 8.16% 8.50% 6.98%
Commodity Market Update
Currency 28-Dec Prev_Day
USD/INR 69.98 70.33 -0.35
GBP/INR 88.66 88.98 -0.33
EURO/INR 80.18 80.02 0.16
JPY/INR 0.63 0.63 0.00
Commodity 28-Dec Wk Ago Mth. Ago
NYMEX Crude($/bl) 45.10 45.33 50.01 59.79
Brent Crude($/bl) 50.51 51.87 57.56 66.48
Gold( $/oz) 1281 1256 1221 1295
Gold(Rs./10 gm) 31547 31114 30394 29250
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty Jan 2019 settled at 10907.75, a premium of 47.85 points over the
spot closing 10,859.90. The turnover on NSE’s Futures and Options
segment fell to Rs. 4,00,246.92 crore on Dec 28 compared with Rs. Rs.
21,62,816.58 crore on Dec 27.
• The Put-Call ratio stood at 0.90 against the previous close of 0.86.
• The Nifty Put-Call ratio stood at 1.54 compared with previous close of
• India VIX fell 4.99% to 15.2700 compared with 16.0725 at the previous
• Open interest on Nifty Futures stood at 23.06 million as against
previous close at 30.07 million.
• Bond yields rose as investors resorted to profit booking ahead of the
quarter-end. Concerns over fiscal deficit and higher state borrowing
expectations also dampened market sentiments.
• Yield on the 10-year benchmark paper (7.17% GS 2028) rose 11 bps to
close at 7.39% as compared with 7.28% in the previous session after
trading in the range of 7.26% to 7.39%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 4,124 crore (gross) on Dec 28 compared with a
borrowing of Rs. 20,537 crore (gross) on Dec 27. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 28,825
crore on Dec 27.
• Banks borrowed Rs. 710 crore under the central bank’s Marginal
Standing Facility on Dec 27 compared with borrowing of Rs. 15,180 crore
• The Indian rupee rose against the greenback due to selling of the
greenback by exporters and gains in the domestic equity market.
However, month end dollar demand from oil importers capped the
gains. The rupee closed at 69.94 a dollar, up 0.58% compared with the
previous close of 70.35.
• The euro gained against the greenback as renewed worries about U.S.-
Chinese trade disputes kept the greenback under pressure. The euro
was last seen trading at 1.1464 a dollar, up 0.31%.
• Gold traded higher following worries over global economic growth,
and renewed China-U.S. tensions.
• Brent crude prices traded lower as concerns over global economic
growth and rising U.S. inventories kept markets under pressure.
• Ministry of Economy and Industry data showed Japan retail sales were
down a seasonally adjusted 1.0% MoM in Nov 2018. The data missed
expectations for a decline of 0.4% after 1.3% increase in Oct 2018.
Annually, retail sales increased 1.4%, which is more than expectations
for an increase of 0.6% after 3.6% gain in the previous month. Sales
from large retailers decreased 2.2% YoY.
• According to a report from the Federal Statistical Office, Germany’s
consumer price index grew 1.7% YoY in Dec 2018 as against an increase
of 2.3% in Nov 2018. This marked the lowest level since Apr 2018.
Consumer price index inched up 0.1% MoM in Dec 2018.