FII Derivative Trade Statistics 08-Jan
(Rs Cr) Buy
Index Futures 2338.03 1929.62 29756.42
Index Options 57413.50 56903.90 50244.48
Stock Futures 8804.26 8678.95 81229.38
Stock Options 3820.50 3845.37 6461.66
Total 72376.29 71357.84 167691.94
Put Call Ratio (OI) 1.41 1.36 0.05
Indian Debt Market
Put Call Ratio(Vol) 0.87 0.80 0.07
08-Jan Wk. Ago Mth. Ago
Call Rate 6.36% 6.34% 6.41% 5.88%
T-Repo 6.39% 6.19% 6.44% --
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% 6.61% 6.67% 6.00%
364 Day T-Bill 6.85% 6.93% 7.01% 6.43%
10 Year Gilt 7.45% 7.42% 7.46% 7.13%
G-Sec Vol. (Rs.Cr) 55694 24846 39650 43017
Currency Market Update
FBIL MIBOR* 6.50% 6.50% 6.48% 6.00%
3 Month CP Rate 7.75% 7.70% 7.35% 7.34%
5 Year Corp Bond 8.38% 8.33% 8.37% 7.97%
1 Month CD Rate 6.81% 6.72% 6.68% 6.23%
3 Month CD Rate 7.22% 7.44% 7.23% 6.70%
1 Year CD Rate 7.96% 8.24% 8.17% 7.07%
Commodity Market Update
Currency 08-Jan Prev_Day
USD/INR 70.02 69.48 0.54
GBP/INR 89.42 88.59 0.83
EURO/INR 80.16 79.39 0.77
JPY/INR 0.64 0.64 0.00
Commodity 08-Jan Wk Ago Mth. Ago
NYMEX Crude($/bl) 49.53 45.10 52.71 61.68
Brent Crude($/bl) 56.70 50.51 61.73 69.12
Gold( $/oz) 1285 1282 1248 1320
Gold(Rs./10 gm) 31734 31531 31050 29492
Source: Thomson Reuters Eikon *As on 07-Jan-2019
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Derivative Statistics- Nifty Options
• Nifty Jan 2019 Futures were at 10,844.65, a premium of 42.50 points,
over the spot closing of 10,802.15. The turnover on NSE’s Futures and
Options segment rose to Rs. 7,28,441.52 crore on Jan 8, 2019, compared
with Rs. 5,40,742.44 crore on Jan 7.
• The Put-Call ratio stood at 0.89 compared with the previous session’s
close of 0.95.
• The Nifty Put-Call ratio stood at 1.41 compared with the previous
session’s close of 1.36.
• Open interest on Nifty Futures stood at 26.76 million as against the
previous session’s close at 26.26 million.
• Bond yields eased amid media reports that the Indian government is
planning to auction a new 10-year paper this week which boosted
market sentiments. However, concerns that the government might miss
its fiscal deficit for FY19 capped the gains.
• Yield on the 10-year benchmark paper (7.17% GS 2028) decreased 6
bps to close at 7.45% as compared with 7.51% in the previous session
after trading in the range of 7.44% to 7.54%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 4,196 crore (gross) on Jan 8, 2019 compared
with a borrowing of Rs. 5,012 crore (gross) on Jan 7, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window stood
at Rs. 6,366 crore on Jan 7, 2019.
• Banks borrowed Rs. 1,045 crore under the central bank’s Marginal
Standing Facility on Jan 7, 2019 compared with borrowing of Rs. 310
crore on Jan 4, 2019.
• The Indian rupee depreciated against the greenback as crude oil prices
jumped on optimism regarding easing U.S.-China trade dispute. The
rupee closed at 70.20 a dollar, down 0.75% compared with the previous
close of 69.68.
• The euro declined on signs of a slowing euro zone economy after the
German industrial output fell for the third consecutive month in Nov
2018. The euro was last seen trading at 1.1463 a dollar, down 0.10%
compared with the previous close of 1.1474.
• Gold prices fell as investors risk-taking appetite got a boost with signs
of easing U.S.-China trade war.
• Brent crude prices edged higher as the ongoing trade talks between
Washington and Beijing indicate that the two economies are working on
reaching an accommodation.
• An Institute for Supply Management report showed growth in U.S.
service sector activity slowed by more than estimated in Dec 2018. ISM
said its non-manufacturing index dropped to 57.6 in Dec after increasing
to 60.7 in Nov 2018. A reading of above 50 indicates service sector
• Federal Statistical Office preliminary data showed Germany's industrial
production unexpectedly decreased for a third consecutive month in Nov
2018. This happened amid a sharp fall in consumer goods and energy
output, worsening fears of a technical recession in the biggest euro area
economy. Overall industrial production fell a calendar and seasonally
adjusted 1.9% from Oct 2018, when it decreased 0.8%.