FII Derivative Trade Statistics 09-Jan
(Rs Cr) Buy
Index Futures 2083.55 2501.58 30773.43
Index Options 72373.17 72860.85 52023.24
Stock Futures 11094.75 10866.93 82461.39
Stock Options 2978.23 3005.46 6604.90
Total 88529.70 89234.82 171862.96
Put Call Ratio (OI) 1.43 1.41 0.02
Indian Debt Market
Put Call Ratio(Vol) 1.01 0.87 0.14
09-Jan Wk. Ago Mth. Ago
Call Rate 6.36% 6.33% 6.41% 5.87%
T-Repo 6.45% 6.21% 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% 6.59% 6.67% 6.09%
364 Day T-Bill 6.88% 6.91% 7.01% 6.10%
10 Year Gilt 7.47% 7.35% 7.46% 7.16%
G-Sec Vol. (Rs.Cr) 33557 44742 39650 34213
Currency Market Update
FBIL MIBOR* 6.50% 6.50% 6.48% 6.00%
3 Month CP Rate 7.75% 7.80% 7.35% 7.34%
5 Year Corp Bond 8.34% 8.28% 8.37% 7.98%
1 Month CD Rate 6.70% 6.80% 6.68% 6.25%
3 Month CD Rate 6.78% 7.47% 7.23% 6.78%
1 Year CD Rate 7.86% 8.24% 8.17% 7.10%
Commodity Market Update
Currency 09-Jan Prev_Day
USD/INR 70.44 70.02 0.42
GBP/INR 89.72 89.42 0.30
EURO/INR 80.71 80.16 0.55
JPY/INR 0.65 0.64 0.00
Commodity 09-Jan Wk Ago Mth. Ago
NYMEX Crude($/bl) 52.14 46.26 52.71 62.87
Brent Crude($/bl) 59.25 53.95 61.73 69.90
Gold( $/oz) 1293 1285 1248 1313
Gold(Rs./10 gm) 31863 31792 31050 29499
Source: Thomson Reuters Eikon
*As on 08 Jan 2019
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Derivative Statistics- Nifty Options
• Nifty Jan 2019 Futures were at 10,877.70, a premium of 22.55 points,
over the spot closing of 10,855.15. The turnover on NSE’s Futures and
Options segment rose to Rs. 11,17,242.10 crore on Jan 9, 2019,
compared with Rs. 7,28,441.52 crore on Jan 8.
• The Put-Call ratio stood at 0.96 compared with the previous session’s
close of 0.89.
• The Nifty Put-Call ratio stood at 1.43 compared with the previous
session’s close of 1.41.
• Open interest on Nifty Futures stood at 26.62 million as against the
previous session’s close at 26.76 million.
• Bond yields rose tracking the fall in rupee and the rise in crude oil
prices, which dampened the market sentiment. This aggravated
concerns over foreign fund outflow, particularly amid worries of
widening current account deficit.
• Yield on the 10-year benchmark paper (7.17% GS 2028) increased 2
bps to close at 7.47% as compared with 7.45% in the previous session
after trading in the range of 7.44% to 7.48%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 5,401 crore (gross) on Jan 9, 2019 compared
with a borrowing of Rs. 4,196 crore (gross) on Jan 8, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window
stood at Rs. 6,773 crore on Jan 8, 2019.
• Banks borrowed Rs. 1,700 crore under the central bank’s Marginal
Standing Facility on Jan 8, 2019 compared with borrowing of Rs. 1,045
crore on Jan 7, 2019.
• The Indian rupee dipped against the greenback following increase in
global crude oil prices which renewed worries over foreign fund
outflows amid worries of expanding fiscal deficit. The rupee closed at
70.46 a dollar, down 0.37% compared with the previous close of 70.20.
• The euro saw a marginal improvement with progress in U.S. China
trade talks that signalled improving trade relations. The euro was last
seen trading at 1.1444 a dollar, up 0.03% compared with the previous
close of 1.1440.
• Gold prices continued to fall with improving risk appetite as U.S.-China
trade dispute eases.
• Brent crude prices extended gains from the previous session with the
progress in trade talks between Washington and Beijing.
• Eurostat data showed eurozone unemployment rate unexpectedly
eased in Nov 2018 to its lowest level in more than a decade. The
seasonally adjusted jobless rate eased to 7.9% from 8% in Oct 2018. This
is against expectations of status quo. The latest jobless rate was the
lowest since Oct 2008, Eurostat said.
• IHS Markit data showed U.K. permanent job appointment grew at the
weakest pace since early 2017 amid a sharp decline in the supply of
candidates. The KPMG/REC Report on Jobs showed that weaker growth
in appointments led to further marked increases in starting pay and
salary inflation was the quickest in over three years. Temporary billings
increased at a sharp rate from Nov's 25-month low.