FII Derivative Trade Statistics 31-May
(Rs Cr) Buy
Index Futures 9826.70 10560.87 34024.09
Index Options 188790.03 186297.03 72385.54
Stock Futures 35671.99 36463.73 90418.62
Stock Options 4943.62 4959.57 7019.97
Total 239232.34 238281.20 203848.22
Put Call Ratio (OI) 1.43 1.46 -0.03
Indian Debt Market
Put Call Ratio(Vol) 1.00 0.94 0.06
31-May Wk. Ago Mth. Ago
Call Rate 5.92% 5.88% 6.15% 5.94%
T-Repo 5.94% 5.92% 6.01% NA
Repo 6.00% 6.00% 6.00% 6.00%
Reverse Repo 5.75% 5.75% 5.75% 5.75%
91 Day T-Bill 6.10% 6.21% 6.45% 6.40%
364 Day T-Bill 6.23% 6.34% 6.49% 6.90%
10 Year Gilt 7.03% 7.23% 7.41% 7.83%
G-Sec Vol. (Rs.Cr) 86184 58585 22574 19565
Currency Market Update
FBIL MIBOR 6.00% 6.05% 6.20% 5.99%
3 Month CP Rate 6.80% 6.90% 7.50% 7.95%
5 Year Corp Bond 8.06% 8.26% 8.46% 8.64%
1 Month CD Rate 6.38% 6.54% 7.36% 6.50%
3 Month CD Rate 6.47% 6.65% 7.40% 7.40%
1 Year CD Rate 7.20% 7.44% 7.63% 8.23%
Commodity Market Update
Currency 31-May Prev_Day
USD/INR 69.81 69.79 0.02
GBP/INR 88.01 88.17 -0.16
EURO/INR 77.73 77.71 0.02
JPY/INR 64.08 63.59 0.49
Commodity 31-May Wk Ago Mth. Ago
NYMEX Crude($/bl) 53.44 58.39 63.78 66.98
Brent Crude($/bl) 68.02 68.97 71.87 76.74
Gold( $/oz) 1305 1285 1283 1298
Gold(Rs./10 gm) 32056 31591 31723 31026
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty Jun 2019 Futures were at 11,916.50, a discount of 6.30 points,
below the spot closing of 11,922.80. The turnover on NSE’s Futures and
Options segment decreased to Rs. 8,68,177.30 crore on May 31, 2019,
compared with Rs. 23,70,654.07 crore on May 30, 2019.
• The Put-Call ratio stood at 0.91 compared with the previous session’s
close of 0.87.
• The Nifty Put-Call ratio stood at 1.43 compared with the previous
session’s close of 1.46.
• Open interest on Nifty Futures stood at 18.79 million as against the
previous session’s close at 26.68 million.
• Bond yields declined with fall in crude oil prices which improved the
inflation outlook. Besides, the outcome of the country’s multi-phased
general elections and hopes of liquidity infusion kept the bond market
• Yield on the 10-year benchmark paper (7.26% GS 2029) decreased 11
bps to 7.03% compared with the previous close of 7.14% after trading in a
range of 7.03% to 7.10%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 9,956 crore (gross) on May 31, 2019, compared
with Rs. 15,606 crore (gross) as on May 30, 2019.
• Banks did not borrow under the central bank’s Marginal Standing
Facility on May 30, 2019 compared with borrowing of Rs. 500 crore on
May 29, 2019.
• The Indian rupee rose against the greenback following fall in global
crude oil prices. However, renewed concerns of a global trade war
capped the gains. The rupee closed at 69.68 a dollar, up 0.28% compared
with the previous close of 69.87.
• The euro rose against the U.S. dollar amid reports that the senior
policymakers in U.S. were discussing the possibility of rate cuts amid
renewed concerns of a global trade war. The euro was last seen trading at
1.1151, up 0.19% compared with the previous close of 1.1130.
• Gold prices edged higher on rising trade conflict between U.S. and
• Brent crude prices slipped with escalating trade tension between U.S.
and China. Oil prices were last seen trading at $68.37 per barrel,
compared with the previous close of $70.79 per ounce.
• A Labor Department report showed a modest uptick in first-time claims
for U.S. unemployment benefits in the week ended May 25, 2019. The
report said initial jobless claims edged up to 215,000, an increase of 3,000
from the previous week's revised level of 212,000.
• Bank of England figures showed U.K. mortgage approvals increased
more than expected in Apr 2019. The number of mortgage approvals for
house purchase, a leading indicator of mortgage lending, rose to 66,261
from 62,559 in Mar 2019. The expected level was 63,500.