FII Derivative Trade Statistics 25-Jan
(Rs Cr) Buy
Index Futures 2841.94 3352.85 37690.41
Index Options 146966.55 146042.19 71021.52
Stock Futures 12955.59 12384.52 87180.18
Stock Options 9148.69 9095.22 11532.77
Total 171912.77 170874.78 207424.88
Put Call Ratio (OI) 1.37 1.44 -0.07
Indian Debt Market
Put Call Ratio(Vol) 1.02 0.96 0.05
25-Jan Wk. Ago Mth. Ago
Call Rate 6.41% 6.45% 6.50% 5.91%
T-Repo 6.39% 6.49% 6.52% --
Repo 6.50% 6.50% 6.50% 6.00%
Reverse Repo 6.25% 6.25% 6.25% 5.75%
91 Day T-Bill 6.54% 6.50% 6.60% 6.40%
364 Day T-Bill 6.76% 6.79% 6.95% 6.51%
10 Year Gilt 7.55% 7.60% 7.29% 7.31%
G-Sec Vol. (Rs.Cr) 32425 30263 21720 39866
Currency Market Update
FBIL MIBOR 6.54% 6.48% 6.60% 6.05%
3 Month CP Rate 7.65% 7.65% 7.20% 7.75%
5 Year Corp Bond 8.49% 8.44% 8.22% 8.00%
1 Month CD Rate 6.64% 6.68% 7.13% 6.24%
3 Month CD Rate 7.27% 7.14% 7.10% 7.21%
1 Year CD Rate 7.88% 7.87% 8.17% 7.45%
Commodity Market Update
Currency 25-Jan Prev_Day
USD/INR 71.11 71.28 -0.18
GBP/INR 93.24 93.15 0.09
EURO/INR 80.50 81.11 -0.61
JPY/INR 0.65 0.65 0.00
Commodity 25-Jan Wk Ago Mth. Ago
NYMEX Crude($/bl) 53.48 53.55 45.33 65.59
Brent Crude($/bl) 61.93 62.23 51.87 71.17
Gold( $/oz) 1303 1281 1268 1348
Gold(Rs./10 gm) 32303 32276 31190 30489
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty Jan 2019 Futures were at 10785.95, a premium of 5.40 points,
over the spot closing of 10,780.55. The turnover on NSE’s Futures and
Options segment fell to Rs. 7,24,056.94 crore on Jan 25, 2019, compared
with Rs. 16,41,864.45 crore on Jan 24, 2019.
• The Put-Call ratio stood at 0.94 compared with the previous session’s
close of 0.75.
• The Nifty Put-Call ratio stood at 1.37 compared with the previous
session’s close of 1.44.
• Open interest on Nifty Futures stood at 27.95 million as against the
previous session’s close at 28.05 million.
• Bond yields fell amid reports that the farm relief package which is
expected to be announced by the government will have a negligible
impact on the country’s fiscal position. Media reports indicating that the
government is considering keeping the fiscal deficit target at 3.3% for
fiscal year 2020 as well also aided market sentiment
• Yield on the 10-year benchmark paper (7.17% GS 2028) decreased 1
bps to close at 7.55% as compared with 7.56% in the previous session
after trading in the range of 7.52% to 7.58%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,156 crore (gross) on Jan 25, 2019 compared
with a borrowing of Rs. 3,441 crore (gross) on Jan 24, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window stood
at Rs. 13,930 crore on Jan 24, 2019.
• The Indian rupee declined against the greenback as crude oil prices
drifted higher today. In addition, the fall in domestic equity market also
adversely impacted the local currency.
• The euro rose against the greenback as market participants remained
on the sidelines ahead of the outcome of the U.S. Federal Reserve
monetary policy review due next week.
• Gold prices edged up following the European Central Bank’s warning
regarding a slowdown in the eurozone.
• Brent crude prices increased on concerns over Venezuelan political
unrest with speculations of change in the country’s regime.
• According to the Conference Board, index of leading U.S. economic
indicators decreased modestly in Dec 2018, suggesting economic growth
may slow down in 2019. The Conference Board said its leading economic
index edged down 0.1% in Dec after rising 0.2% in Nov 2018, matching
• A Labor Department report showed first-time claims for U.S.
unemployment benefits unexpectedly fell to their lowest level in almost
50 years in the week ended Jan 19, 2019. The report said initial jobless
claims decreased to 199,000, a drop of 13,000 from the previous week's
212,000. Expectations were for a rise in jobless claims. Jobless claims
have fallen to their lowest level since hitting 197,000 in Nov 1969.