FII Derivative Trade Statistics 01-Feb
(Rs Cr) Buy
Index Futures 9544.41 6779.15 20878.51
Index Options 185160.17 181722.70 50539.83
Stock Futures 22721.16 21560.25 83631.64
Stock Options 7899.27 7116.57 1560.71
Total 225325.01 217178.67 156610.69
Put Call Ratio (OI) 1.58 1.63 -0.04
Indian Debt Market
Put Call Ratio(Vol) 1.02 0.91 0.11
01-Feb Wk. Ago Mth. Ago
Call Rate 6.43% 6.41% 6.34% 5.89%
T-Repo 6.35% 6.39% 6.19% --
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% 6.54% 6.61% 6.34%
364 Day T-Bill 6.73% 6.76% 6.92% 6.58%
10 Year Gilt 7.61% 7.55% 7.42% 7.60%
G-Sec Vol. (Rs.Cr) 76524 32425 24846 48397
Currency Market Update
FBIL MIBOR 6.50% 6.54% 6.50% 6.00%
3 Month CP Rate 7.60% 7.65% 7.70% 7.76%
5 Year Corp Bond 8.57% 8.49% 8.33% 8.07%
1 Month CD Rate 6.72% 6.64% 6.72% 6.27%
3 Month CD Rate 7.19% 7.27% 7.44% 7.19%
1 Year CD Rate 7.96% 7.88% 8.24% 7.51%
Commodity Market Update
Currency 01-Feb Prev_Day
USD/INR 71.11 71.03 0.08
GBP/INR 93.17 93.24 -0.07
EURO/INR 81.34 81.68 -0.34
JPY/INR 0.65 0.65 0.00
Commodity 01-Feb Wk Ago Mth. Ago
NYMEX Crude($/bl) 55.24 53.48 45.10 65.90
Brent Crude($/bl) 62.30 61.93 50.51 68.28
Gold( $/oz) 1318 1303 1282 1349
Gold(Rs./10 gm) 33262 32303 31531 30286
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty Feb 2019 Futures were at 10,914.05, a premium of 20.40 points,
over the spot closing of 10,893.65. The turnover on NSE’s Futures and
Options segment declined to Rs. 9,14,497.31 crore on Feb 1, 2019.
• The Put-Call ratio stood at 0.86 compared with the previous session’s
close of 0.97.
• The Nifty Put-Call ratio stood at 1.63 compared with the previous
session’s close of 1.60.
• India VIX decreased 9.21% to 15.5450 compared with 17.1225 at the
previous trading session.
• Open interest on Nifty Futures stood at 19.53 million as against the
previous session’s close at 30.22 million.
• Bond yields rose after the government announced an increase in its
borrowing target for the current financial year and laid its expectation of
a higher-than-expectedfiscal deficit for the next financial year.
• Yield on the 10-year benchmark paper (7.17% GS 2028) rose 13 bps to
close at 7.61% as compared with 7.48% in the previous session after
trading in the range of 7.42% to 7.65%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 5,606 crore (gross) on Feb 1, 2019 as compared
with Rs. 3,191 crore on Jan 31, 2019. Sale of securities under Reserve
Bank of India’s (RBI) reverse repo window stood at Rs. 36,686 crore on
Jan 31, 2019.
• Banks borrowed Rs. 400 crore under the central bank’s Marginal
Standing Facility on Jan 31, 2019 compared with borrowing of Rs. 296
crore on Jan 30, 2019.
• The Indian rupee depreciated on worries of fiscal slippage which raised
tension over foreign fund outflow. The rupee closed at 71.24 a dollar,
down 0.23% compared with the previous close of 71.08.
• The euro rose against the greenback following the U.S. Federal
Reserve’s patient stance on further interest rate hikes, which weighed
down on the latter. The euro was last seen trading at 1.1468 a dollar, up
0.21% compared with the previous close of 1.1444.
• Gold prices lost upward momentum on news that U.S. and China are
expected to reach an accommodation and make a trade deal before Mar
• Brent crude prices declined following a survey that revealed economic
slowdown in China.
• The Commerce Department said new home sales in the U.S.
rebounded sharply in Nov 2018. The report showed new home sales
increased 16.9% to an annual rate of 657,000 in Nov after declining 8.3%
to 562,000 in Oct 2018.
• Preliminary data from Eurostat showed euro zone consumer price
inflation slowed for a third month in Jan 2019 to its lowest level in 11
months. The consumer price index rose 1.4% YoY in Jan after a 1.6%
increase in Dec 2018, in line with expectations.
• IHS Markit data showed U.K. manufacturing growth slowed more than
expected in Jan 2019 to its lowest level in three months. The IHS
Markit/CIPS Purchasing Managers' Index for manufacturing fell to 52.8
from 54.2 in Dec 2018.