FII Derivative Trade Statistics 02-May
(Rs Cr) Buy
Index Futures 1248.24 1018.84 13576.76
Index Options 43420.64 41219.18 58680.15
Stock Futures 7954.07 8345.98 79659.90
Stock Options 5808.23 5458.19 4004.87
Total 58431.18 56042.19 155921.68
Put Call Ratio (OI) 1.53 1.52 0.00
Indian Debt Market
Put Call Ratio(Vol) 1.21 1.11 0.11
02-May Wk. Ago Mth. Ago
Call Rate 5.89% 5.88% 7.57% 6.00%
CBLO 5.87% 5.91% 6.24% 6.15%
Repo 6.00% 6.00% 6.00% 6.25%
Reverse Repo 5.75% 5.75% 5.75% 6.00%
91 Day T-Bill 6.23% 6.20% 6.09% 6.18%
364 Day T-Bill 6.57% 6.63% 6.40% 6.42%
10 Year Gilt 7.73% 7.74% 7.40% 6.99%
G-Sec Vol. (Rs.Cr) 14066 26253 37511 31021
Currency Market Update
FBIL MIBOR 6.00% 6.00% 9.39% 6.25%
3 Month CP Rate 7.55% 7.25% 7.40% 6.75%
5 Year Corp Bond 8.45% 8.41% 8.04% 7.48%
1 Month CD Rate 6.67% 6.64% 7.23% 6.17%
3 Month CD Rate 7.06% 6.71% 6.98% 6.39%
1 Year CD Rate 7.87% 7.61% 7.33% 6.69%
Commodity Market Update
Currency 02-May Prev_Day
USD/INR 66.66 Closed Closed
GBP/INR 90.66 Closed Closed
EURO/INR 80.01 Closed Closed
JPY/INR 0.61 Closed Closed
Commodity 02-May Wk Ago Mth. Ago
NYMEX Crude($/bl) 67.86 67.99 63.04 47.60
Brent Crude($/bl) 74.03 74.53 68.21 48.60
Gold( $/oz) 1304 1323 1341 1257
Gold(Rs./10 gm) 30918 31304 30443 28634
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty May 2018 Futures were at 10739.4 points, a premium of 21.35
points, above the spot closing of 10,718.05. The turnover on NSE’s
Futures and Options segment went down to Rs. 6,80,406.73 crore on
May 2 from Rs. 4,32,407.89 crore on Apr 30.
• The Put-Call ratio stood at 0.94 against previous session’s close of
• The Nifty Put-Call ratio stood at 1.52 against the previous session’s
close of 1.53.
• Open interest on Nifty Futures stood at 24.55 million as against the
previous session’s close of 24.57 million.
• Bond yields fell after the Reserve Bank of India relaxed rules for
foreign investment in government securities that increased expectations
of more inflows in near term.
• Yield on the 10-year benchmark paper (7.17% GS 2028) fell 4 bps to
close at 7.73% from the previous close of 7.77%. During the session,
bond yields traded in the range of 7.70% and 7.74%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,800 crore (gross) on May 02 compared with
Rs. 18,926 crore on Apr 27. Sale of securities under Reserve Bank of
India’s (RBI) reverse repo window stood at Rs. 24,820 crore on Apr 27.
• Banks borrowed Rs. 3,115 crore under the central bank’s Marginal
Standing Facility on Apr 27 compared with no borrowing on Apr 26.
• The Indian rupee closed almost steady against the greenback as gains
from the central bank’s move to ease norms for foreign investment in
bonds were neutralised by dollar demand from oil importers. The rupee
closed unchanged at 66.66 per dollar.
• The euro weakened against the greenback as market participants
awaited the outcome of the U.S. Federal Reserve monetary policy
review due May 2. Euro fell 0.18% and was trading at $1.1971, down
from the previous close of 1.1993.
• Gold prices inched up ahead of U.S. Federal Reserve’s (Fed) policy
decision and U.S. employment report for Apr 2018.
• Brent Crude prices fell after the American Petroleum Institute (API)
data indicated that U.S. oil inventories rose by 3.4 million barrels for the
week ending Apr 27.
• According to data from the Commerce Department, U.S. construction
spending fell unexpectedly by 1.7% to an annual rate of $1.285 trillion in
Mar 2018 as compared with 1% rise to a revised rate of $1.306 trillion in
Feb 2018. Slowdown in spending on private construction led to decline
of overall construction spending in U.S.
• According to data from the Institute for Supply Management, U.S.
manufacturing purchasing managers index (PMI) slowed more than
expected to 57.3 in Apr 2018 from 59.3 in Mar 2018.
• According to data from Eurostat, the jobless rate in euro area stood
unchanged at 8.5% in Mar 2018. The number of unemployed people
decreased by 83,000 from Feb 2018 to 13.82 million in Mar.