FII Derivative Trade Statistics 31-Jan
(Rs Cr) Buy
Index Futures 8369.99 10037.06 40518.56
Index Options 128003.63 127729.43 75685.66
Stock Futures 32823.13 31959.42 91823.23
Stock Options 8762.75 8689.66 11544.17
Total 177959.50 178415.57 219571.62
Put Call Ratio (OI) 1.58 1.21 0.38
Indian Debt Market
Put Call Ratio(Vol) 1.02 0.88 0.15
31-Jan Wk. Ago Mth. Ago
Call Rate 6.38% 6.41% 6.53% 5.92%
T-Repo 6.34% 6.41% 6.35% --
Repo 6.50% 6.50% 6.50% 6.00%
Reverse Repo 6.25% 6.25% 6.25% 5.75%
91 Day T-Bill 6.50% 6.50% 6.60% 6.36%
364 Day T-Bill 6.73% 6.76% 6.92% 6.58%
10 Year Gilt 7.48% 7.56% 7.37% 7.43%
G-Sec Vol. (Rs.Cr) 35641 22173 32827 33473
Currency Market Update
FBIL MIBOR* 6.50% 6.60% 6.73% 6.00%
3 Month CP Rate 7.60% 7.65% 7.20% 7.76%
5 Year Corp Bond 8.42% 8.47% 8.25% 8.04%
1 Month CD Rate 6.57% 6.71% 6.99% 6.27%
3 Month CD Rate 7.27% 6.94% 6.90% 7.17%
1 Year CD Rate 8.05% 7.89% 7.96% 7.47%
Commodity Market Update
Currency 31-Jan Prev_Day
USD/INR 71.03 71.24 -0.21
GBP/INR 93.24 93.29 -0.05
EURO/INR 81.68 81.54 0.15
JPY/INR 0.65 0.65 0.00
Commodity 31-Jan Wk Ago Mth. Ago
NYMEX Crude($/bl) 53.79 52.84 45.10 64.77
Brent Crude($/bl) 62.90 61.53 50.51 67.65
Gold( $/oz) 1321 1281 1283 1345
Gold(Rs./10 gm) 33082 32226 31566 30207
Source: Thomson Reuters Eikon
*As on 30 Jan 2019
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Derivative Statistics- Nifty Options
• Nifty Jan 2019 Futures settled at spot closing of 10,830.95. Nifty Feb
2019 Futures were at 10,856.20, a premium of 25.25 points, above the
spot closing. The turnover on NSE’s Futures and Options segment rose
to Rs. 19,64,632.45 crore on Jan 31, 2019, compared with Rs.
11,19,139.26 crore on Jan 30, 2019.
• The Put-Call ratio stood at 0.97 compared with the previous session’s
close of 0.88.
• The Nifty Put-Call ratio stood at 1.58 compared with the previous
session’s close of 1.21.
• Open interest on Nifty Futures stood at 30.22 million as against the
previous session’s close at 29.75 million.
• Bond yields fell following indication by the U.S. Federal Reserve on
taking a patient approach on future rate decisions. Ease in concerns
about fiscal position also added to the rise in bond prices.
• Yield on the 10-year benchmark paper (7.17% GS 2028) fell 7 bps to
close at 7.48% as compared with 7.55% in the previous session after
trading in the range of 7.48% to 7.54%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,191 crore (gross) on Jan 31, 2019 same as Jan
29, 2019. Sale of securities under Reserve Bank of India’s (RBI) reverse
repo window stood at Rs. 14,683 crore on Jan 30, 2019.
• According to the Scheduled Bank's Statement of Position in India as of
Jan 18, 2019, banks’ deposit and credit growth stood at 9.69% and
14.61% YoY, respectively.
• The Indian rupee rose marginally against the greenback as the latter
weakened after U.S. Federal Reserve indicated to take patient approach
on future rate hikes. However, greenback demand by state-run banks
capped the gains.
• The euro rose against the greenback following U.S. Federal Reserve’s
indication of being patient with further interest rate hikes. However,
worries over eurozone growth outlook capped the gains.
• Gold prices rose as dollar remained under pressure after U.S. Federal
Reserve kept the rates on hold and stated that it would be patient with
respect to rate hikes in 2019.
• Brent crude prices almost steadied. Lower than expected rise in crude
stock piles for the week ended Jan 25, 2019.
• The U.S. Federal Reserve (Fed) kept interest rates on hold as expected
as it decided to maintain the target range for the federal funds rate in
the range of 2.25%-2.50%. The central bank further stated it still expects
a sustained expansion of economic activity, strong labor market
conditions, and inflation nearing its 2% objective mark.
• According to a preliminary report from Eurostat, eurozone’s gross
domestic product (GDP) rose 0.2% in the fourth quarter 2018 as against
the third quarter 2019. GDP grew 1.2% YoY in the fourth quarter as
against an increase of 1.6% in third quarter of 2018.