FII Derivative Trade Statistics 02-Jan
(Rs Cr) Buy
Index Futures 825.14 1301.13 24964.97
Index Options 36084.38 35681.08 40745.08
Stock Futures 3951.31 4034.72 79274.68
Stock Options 2175.71 2103.35 3203.14
Total 43036.54 43120.28 148187.87
Put Call Ratio (OI) 1.53 1.47 0.06
Indian Debt Market
Put Call Ratio(Vol) 0.96 0.85 0.11
02-Jan Wk. Ago Mth. Ago
Call Rate 6.33% 6.57% 6.41% 5.87%
T-Repo 6.21% 6.56% 6.29% --
Repo 6.50% 6.50% 6.50% 6.00%
Reverse Repo 6.25% 6.25% 6.25% 5.75%
91 Day T-Bill 6.59% 6.67% 6.77% 6.11%
364 Day T-Bill 6.91% 6.93% 7.19% 6.29%
10 Year Gilt 7.35% 7.26% 7.61% 7.38%
G-Sec Vol. (Rs.Cr) 44742 39171 38079 23331
Currency Market Update
FBIL MIBOR* 6.50% 6.65% 6.55% 6.00%
3 Month CP Rate 7.80% 7.30% 7.75% 7.23%
5 Year Corp Bond 8.28% 8.19% 8.43% 8.02%
1 Month CD Rate 6.80% 7.18% 6.65% 6.21%
3 Month CD Rate 7.47% 7.16% 7.24% 6.61%
1 Year CD Rate 8.24% 8.05% 8.48% 7.01%
Commodity Market Update
Currency 01-Jan Prev_Day
USD/INR 69.61 69.71 -0.15
GBP/INR 88.83 88.97 -0.17
EURO/INR 79.96 79.93 0.04
JPY/INR 0.64 0.64 0.28
Commodity 02-Jan Wk Ago Mth. Ago
NYMEX Crude($/bl) 46.26 45.99 50.73 60.32
Brent Crude($/bl) 53.95 51.87 57.55 66.99
Gold( $/oz) 1285 1267 1222 1318
Gold(Rs./10 gm) 31792 31452 30240 29374
Source: Thomson Reuters Eikon
As on 01-Jan-19
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Derivative Statistics- Nifty Options
• Nifty Jan 2019 settled at 10,830.85, a premium of 38.35 points, over
the spot closing of 10,792.50. The turnover on NSE’s Futures and
Options segment rose to Rs. 5,67,285.76 crore on Jan 2, 2019, compared
with Rs. 5,67,489.25 crore on Jan 1.
• The Nifty Put-Call ratio stood at 1.53.
• India VIX increased 7.19% to 16.4275 compared with 15.3250 at the
previous trading session.
• Open interest on Nifty Futures stood at 24.95 million as against the
previous session’s close at 24.00 million.
• Bond yields declined as investors resorted to value buying. In addition,
the bond market sentiment remained upbeat ahead of the central
bank’s scheduled note purchase programme under open market
• Yield on the 10-year benchmark paper (7.17% GS 2028) declined 7 bps
to close at 7.35% as compared with 7.42% in the previous session after
trading in the range of 7.34% to 7.41%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,401 crore (gross) on Jan 2, 2019 compared
with a borrowing of Rs. 3,844 crore (gross) on Jan 1, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window
stood at Rs. 69,257 crore on Jan 1, 2019.
• Banks borrowed Rs. 572 crore under the central bank’s Marginal
Standing Facility on Jan 1, 2019 compared with borrowing of Rs. 5,735
crore Dec 31, 2018.
• The Indian rupee weakened against the greenback as the domestic
equity market plunged following weak Chinese date. The drop in
Caixin/Markit Manufacturing PMI below the 50-mark dampened market
sentiment. The rupee closed at 70.17 a dollar, down 1.04% compared
with the previous close of 69.45.
• The euro declined against the greenback as lower than expected
economic growth and inflation rate in the eurozone hurt investor
• Gold prices traded higher as the safe-haven appeal of the greenback
was dented by speculations over the U.S. Federal Reserve’s stance of
interest rate hikes in 2019.
• Brent crude prices continued to remain weak amid global growth
uncertainty and oversupply concerns.
• A report from the IHS Markit showed that CIPS U.K. manufacturing
Purchasing Managers' Index (PMI) grew to 54.2 in Dec 2018 as against
53.6 in Nov 2018. This marked the fastest pace of growth in 6 months.
• A preliminary report from the Federal Statistical Office showed that
Germanys’ number of employed persons grew by 562,000 or 1.3% to an
annual average 44.8 million in 2018, thereby marking a record high.
• A report from the IHS Markit showed that Spain’s IHS Markit factory
PMI fell to 51.1 in Dec 2018 as against 52.6 in Nov 2018. This marked the
slowest pace since mid-2016 due to economic instability and ongoing
weakness in the automobile industry.