FII Derivative Trade Statistics 05-Feb
(Rs Cr) Buy
Index Futures 2093.29 2278.06 23312.00
Index Options 81108.05 79921.39 57300.85
Stock Futures 12444.19 12333.68 86541.49
Stock Options 7293.48 7160.10 5466.56
Total 102939.01 101693.23 172620.90
Put Call Ratio (OI) 1.68 1.67 0.01
Indian Debt Market
Put Call Ratio(Vol) 1.09 0.99 0.10
05-Feb Wk. Ago Mth. Ago
Call Rate 6.34% 6.38% 6.31% 5.86%
T-Repo 6.30% 6.33% 6.23% --
Repo 6.50% 6.50% 6.50% 6.00%
Reverse Repo 6.25% 6.25% 6.25% 5.75%
91 Day T-Bill 6.65% 6.50% 6.58% 6.37%
364 Day T-Bill 6.74% 6.75% 6.85% 6.56%
10 Year Gilt 7.61% 7.53% 7.45% 7.60%
G-Sec Vol. (Rs.Cr) 31357 23080 34618 18355
Currency Market Update
FBIL MIBOR* 6.50% 6.50% 6.46% 6.00%
3 Month CP Rate 7.65% 7.60% 7.85% 7.76%
5 Year Corp Bond 8.56% 8.46% 8.38% 8.16%
1 Month CD Rate 6.62% 6.74% 6.73% 6.24%
3 Month CD Rate 7.24% 7.27% 7.49% 7.25%
1 Year CD Rate 8.00% 8.07% 8.16% 7.56%
Commodity Market Update
Currency 05-Feb Prev_Day
USD/INR 71.75 71.66 0.09
GBP/INR 93.56 93.71 -0.14
EURO/INR 82.01 82.00 0.02
JPY/INR 0.65 0.65 0.00
Commodity 05-Feb Wk Ago Mth. Ago
NYMEX Crude($/bl) 53.64 53.02 47.71 64.16
Brent Crude($/bl) 61.76 61.42 55.23 67.37
Gold( $/oz) 1315 1312 1285 1339
Gold(Rs./10 gm) 33239 32862 31769 30267
Source: Thomson Reuters Eikon
*As on 04 Feb 2019
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Derivative Statistics- Nifty Options
• Nifty Feb 2019 Futures were at 10,951.70, a premium of 17.35 points,
over the spot closing of 10,934.35. The turnover on NSE’s Futures and
Options segment declined to Rs. 5,58,363.03 crore on Feb 5, 2019.
• The Put-Call ratio stood at 0.88 compared with the previous session’s
close of 0.84.
• The Nifty Put-Call ratio stood at 1.68 compared with the previous
session’s close of 1.67.
• India VIX increased 0.28% to 15.7675 compared with 15.7225 at the
previous trading session.
• Open interest on Nifty Futures stood at 20.40 million as against the
previous session’s close at 19.88 million.
• Bond yields declined as investors resorted to short covering amid
speculations of easing monetary policy. Majority of investors are
expecting the Monetary Policy Committee to keep a neutral stance on
interest rate in the upcoming policy meeting due on Feb 7, 2019.
• Yield on the 10-year benchmark paper (7.17% GS 2028) declined 6 bps
to close at 7.61% as compared with 7.67% in the previous session after
trading in the range of 7.60% to 7.68%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,091 crore (gross) on Feb 5, 2019, same as on
Feb 4, 2019. Sale of securities under Reserve Bank of India’s (RBI) reverse
repo window stood at Rs. 9,468 crore on Feb 4, 2019.
• Banks borrowed Rs. 1 crore under the central bank’s Marginal Standing
Facility on Feb 4, 2019 compared with borrowing of Rs. 650 crore on Feb
• The Indian rupee appreciated due to the gains in the domestic equity
market. However, the surge in crude oil prices capped further gains. The
rupee closed at 71.56 a dollar, up 0.33% compared with the previous
close of 71.80.
• The euro declined against the greenback as market participants
preferred to stay on the sidelines ahead of the U.S. President’s State of
the Union address scheduled for Feb 5, 2019. The euro was last seen
trading at 1.1418 a dollar, down 0.15% compared with the previous close
• Gold prices moved down against the greenback as investors’ risk-taking
appetite improved on hopes of positive U.S.-China trade development.
• Brent crude prices rose due to concerns over OPEC’s supply drop and
U.S. sanction on Venezuela.
• According to a report from the Commerce Department, U.S. factory
orders fell 0.6% in Nov 2018 as against an increase of 2.1% in Oct 2018.
The unexpected decline reflects 1.9% fall in orders non-durable goods in
Nov as against a gain of 0.1% in Oct. Meanwhile, durable goods orders
rose 0.7% in Nov after as against a decline of 4.3% in Oct.
• A preliminary report from the IHS Markit showed that U.K’s CIPS
Services Purchasing Managers' Index fell to 50.1 in Jan 2019 as against
51.2 in Dec 2018. This marked to be the lowest score in two and half year
period. Meanwhile, the composite PMI fell to 50.3 in Jan from 51.5 in