FII Derivative Trade Statistics 03-May
(Rs Cr) Buy
Index Futures 2133.20 2458.21 13300.41
Index Options 83378.96 83471.77 61455.30
Stock Futures 9685.56 10162.43 80039.55
Stock Options 6223.34 6230.17 4774.72
Total 101421.06 102322.58 159569.98
Put Call Ratio (OI) 1.50 1.52 -0.02
Indian Debt Market
Put Call Ratio(Vol) 0.98 1.11 -0.12
03-May Wk. Ago Mth. Ago
Call Rate 5.91% 5.88% 5.93% 5.99%
CBLO 5.90% 5.94% 5.68% 6.06%
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% 6.19% 5.83% 6.23%
364 Day T-Bill 6.58% 6.51% 6.39% 6.42%
10 Year Gilt 7.73% 7.76% 7.33% 6.95%
G-Sec Vol. (Rs.Cr) 21113 31280 39408 29801
Currency Market Update
FBIL MIBOR 6.00% 6.00% 6.00% 6.25%
3 Month CP Rate 7.60% 7.35% 6.75% 6.75%
5 Year Corp Bond 8.44% 8.41% 8.01% 7.52%
1 Month CD Rate 6.64% 6.61% 6.34% 6.18%
3 Month CD Rate 7.12% 7.07% 6.54% 6.40%
1 Year CD Rate 7.84% 7.60% 7.13% 6.70%
Commodity Market Update
Currency 03-May Prev_Day
USD/INR 66.61 66.66 -0.05
GBP/INR 90.60 90.66 -0.06
EURO/INR 79.86 80.01 -0.15
JPY/INR 0.61 0.61 0.00
Commodity 03-May Wk Ago Mth. Ago
NYMEX Crude($/bl) 68.40 68.17 63.40 47.74
Brent Crude($/bl) 74.44 76.13 66.28 48.11
Gold( $/oz) 1311 1317 1332 1238
Gold(Rs./10 gm) 30905 31289 30684 28563
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty May 2018 Futures were at 10,706.50 points, a premium of 26.85
points, above the spot closing of 10,679.65. The turnover on NSE’s
Futures and Options segment went up to Rs. 11,81,312.07 crore on May
3 from Rs. 6,80,406.73 crore on May 2.
• The Put-Call ratio stood at 0.97 against previous session’s close of
• The Nifty Put-Call ratio stood at 1.50 against the previous session’s
close of 1.52.
• Open interest on Nifty Futures stood at 24.56 million as against the
previous session’s close of 24.55 million.
• Bond yields closed unchanged as market participants remained
cautious ahead of weekly auction of government securities on Friday.
Meanwhile, the U.S. Federal Reserve kept interest rates steady as per
• Yield on the 10-year benchmark paper (7.17% GS 2028) remained
unchanged at 7.73% from the previous close. During the session, bond
yields traded in the range of 7.68% and 7.75%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 4,735 crore (gross) on May 03 compared with
Rs. 3,800 crore on May 02. Sale of securities under Reserve Bank of
India’s (RBI) reverse repo window stood at Rs. 11,148 crore on May 02.
• Banks borrowed Rs. 850 crore under the central bank’s Marginal
Standing Facility on May 02 compared with Rs. 3,115 crore borrowing on
• The Indian rupee closed almost steady against the greenback as
market participants remained on the sidelines ahead of key U.S. non-
farm payroll data for Apr 2018. The rupee inched up 0.02% to close at
66.64 from the previous close of 66.66.
• The euro rose against the greenback after the U.S. Federal Reserve
kept its monetary policy on hold. However, gains were capped after
euro zone inflation in Apr 2018 came below market expectations. Euro
rose 0.20% and was trading at $1.1974, up from the previous close of
• Gold prices continued with the upwards trend ahead of 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.
• The U.S. Federal Reserve (Fed) in its monetary policy meeting decided
to maintain the target range for the federal funds rate to 1.50%-1.75%.
However, with Fed’s expectation of two more rate hikes in 2018 driven
by underlying strength in the U.S. economy, a rate hike is again expected
in Jun 2018. Also, Fed indicated that wages and prices are now growing
at 2% a year.
• According to data from IHS Markit, U.K. service Purchasing Managers'
Index (PMI) rose but less than expected to 52.8 in Apr 2018 from 51.7 in
• According to data from European Commission, euro area is projected
to grow at 2.3% in 2018 and 2% in 2019, same as projected earlier.