FII Derivative Trade Statistics 29-Jan
(Rs Cr) Buy
Index Futures 7107.90 6690.58 37160.13
Index Options 110906.34 111633.96 73940.77
Stock Futures 30689.69 31149.81 88025.27
Stock Options 8965.00 9133.03 11434.70
Total 157668.93 158607.38 210560.87
Put Call Ratio (OI) 1.22 1.23 -0.01
Indian Debt Market
Put Call Ratio(Vol) 0.84 0.89 -0.05
29-Jan Wk. Ago Mth. Ago
Call Rate 6.38% 6.43% 6.57% 5.89%
T-Repo 6.33% 6.52% 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 6.50% 6.54% 6.52% 6.40%
364 Day T-Bill 6.75% 6.80% 6.93% 6.51%
10 Year Gilt 7.53% 7.53% 7.39% 7.44%
G-Sec Vol. (Rs.Cr) 23080 30725 29338 30262
Currency Market Update
FBIL MIBOR* 6.55% 6.55% 6.68% 6.00%
3 Month CP Rate 7.60% 7.60% 7.25% 7.79%
5 Year Corp Bond 8.43% 8.48% 8.26% 8.07%
1 Month CD Rate 6.74% 6.75% 7.09% 6.25%
3 Month CD Rate 7.27% 7.09% 7.01% 7.20%
1 Year CD Rate 8.07% 7.95% 8.05% 7.46%
Commodity Market Update
Currency 29-Jan Prev_Day
USD/INR 71.09 71.13 -0.04
GBP/INR 93.55 93.82 -0.28
EURO/INR 81.32 81.15 0.17
JPY/INR 0.65 0.65 0.00
Commodity 29-Jan Wk Ago Mth. Ago
NYMEX Crude($/bl) 53.02 52.54 45.10 65.63
Brent Crude($/bl) 61.42 61.24 50.51 68.25
Gold( $/oz) 1312 1285 1281 1340
Gold(Rs./10 gm) 32862 32324 31547 30223
Source: Thomson Reuters Eikon
*As on 28th Jan 2019
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Derivative Statistics- Nifty Options
• Nifty Jan 2019 Futures were at 10,668.05, a premium of 15.85 points,
over the spot closing of 10,652.20. The turnover on NSE’s Futures and
Options segment declined to Rs. 8,55,503.65 crore on Jan 29, 2019,
compared with Rs. 8,98,683.35 crore on Jan 28, 2019.
• The Put-Call ratio stood at 0.86 compared with previous close of 0.96.
• The Nifty Put-Call ratio stood at 1.22 compared with previous close of
• India VIX decreased 3.90% to 18.1600 compared with 18.8975 at the
previous trading session.
• Open interest on Nifty Futures stood at 29.18 million as against the
previous close at 28.45 million.
• Bond yields marginally fell as market participants are awaiting the
interim budget announcement due on Feb 1, 2019 to get clarity on the
country’s fiscal consolidation program. The government is expected to
announce the farm relief package in the budget.
• Yield on the 10-year benchmark paper (7.17% GS 2028) decreased 1
bps to close at 7.53% as compared with 7.54% in the previous session
after trading in the range of 7.52% to 7.56%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,041 crore (gross) on Jan 29, 2019 compared
with a borrowing of Rs. 8,017 crore (gross) on Jan 28, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window
stood at Rs. 11,283 crore on Jan 28, 2019.
• Banks borrowed Rs. 101 crore under the central bank’s Marginal
Standing Facility on Jan 28, 2019 compared with no borrowing on Jan
• The Indian rupee was steady to slightly lower against the greenback
ahead of the U.S. Federal Reserve policy meeting and the domestic
interim budget due on Feb 1, 2019.
• The euro was nearly steady against the greenback as market
participants are glued to the upcoming U.S. Federal Reserve policy
meeting to take cues on the interest rate cycle and rising risks in U.S.
• Gold prices drifted higher amid escalating U.S.-China trade feud and
concerns over corporate earnings.
• Brent crude prices moved up following U.S. sanction on Venezuela's
state-owned company to put the current president under pressure and
surrender his power to the rival.
• The Japan Cabinet Office has reduced its assessment of exports in Jan
2019. The cut has come because of the U.S.-China trade war, which is
sign of the dispute spreading to the world’s third-largest economy. This
means a downgrade from Dec 2018 when the Cabinet Office said
exports had flattened. Shipments of electronics and semiconductor
manufacturing equipment to China have slowed considerably because of
the trade dispute and fading smartphone demand.
• According to a report from the U.S. Congressional Budget Office (CBO),
the record-setting U.S. government shutdown will still have a
permanent, negative effect on the economy.