FII Derivative Trade Statistics 04-May
(Rs Cr) Buy
Index Futures 2147.56 1569.21 13558.81
Index Options 87035.87 85180.24 59754.84
Stock Futures 9462.30 9388.06 80403.63
Stock Options 6241.85 6034.78 5695.98
Total 104887.58 102172.29 159413.26
Put Call Ratio (OI) 1.49 1.50 -0.02
Indian Debt Market
Put Call Ratio(Vol) 0.98 0.98 -0.01
04-May Wk. Ago Mth. Ago
Call Rate 5.92% 6.02% 5.90% 5.98%
CBLO 5.93% 5.53% 5.68% 6.04%
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% 6.11% 6.23%
364 Day T-Bill 6.60% 6.45% 6.46% 6.39%
10 Year Gilt 7.73% 7.77% 7.29% 6.97%
G-Sec Vol. (Rs.Cr) 14125 23708 64712 29404
Currency Market Update
FBIL MIBOR 6.00% 6.00% 6.00% 6.25%
3 Month CP Rate 7.65% 7.40% 6.80% 6.75%
5 Year Corp Bond 8.46% 8.44% 8.00% 7.51%
1 Month CD Rate 6.62% 6.69% 6.26% 6.21%
3 Month CD Rate 7.17% 7.07% 6.67% 6.42%
1 Year CD Rate 7.84% 7.71% 7.20% 6.71%
Commodity Market Update
Currency 04-May Prev_Day
USD/INR 66.77 66.61 0.16
GBP/INR 90.58 90.60 -0.02
EURO/INR 79.97 79.86 0.11
JPY/INR 0.61 0.61 0.00
Commodity 04-May Wk Ago Mth. Ago
NYMEX Crude($/bl) 69.66 68.06 63.34 45.50
Brent Crude($/bl) 75.74 76.07 64.68 46.82
Gold( $/oz) 1315 1322 1333 1227
Gold(Rs./10 gm) 31003 31190 30844 28184
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty May 2018 Futures were at 10658.75 points, a premium of 40.50
points, above the spot closing of 10,618.25. The turnover on NSE’s
Futures and Options segment went down to Rs. 3,67,606.45 crore on
May 4 from Rs. 11,81,312.07 crore on May 3.
• The Put-Call ratio stood at 0.92 against previous session’s close of
• The Nifty Put-Call ratio stood at 1.49 against the previous session’s
close of 1.50.
• Open interest on Nifty Futures stood at 24.49 million as against the
previous session’s close of 24.56 million.
• Bond yields stood unchanged as investors preferred to remain on
sidelines ahead of U.S. employment data for Apr 2018 that is due after
market hours on May 4.
• 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 7.72% and 7.76%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 4,810 crore (gross) on May 04 compared with
Rs. 4,735 crore on May 03. Sale of securities under Reserve Bank of
India’s (RBI) reverse repo window stood at Rs. 11,122 crore on May 03.
• Banks borrowed Rs. 160 crore under the central bank’s Marginal
Standing Facility on May 03 compared with Rs. 850 crore borrowing on
• The Indian rupee weakened against the U.S. dollar due to continuous
demand for greenback from oil importers. Investors also remained
cautious ahead of the U.S. non-farm payroll data for Apr 2018.The rupee
fell 0.33% to close at 66.86 per dollar from the previous close of 66.64.
• Euro fell against the U.S. dollar despite disappointing U.S. non-farm
payroll data for Apr 2018. Euro was trading at $1.1926 compared with
the previous close of $1.1987.
• Gold prices traded lower following mixed reaction on the U.S. jobs
report for Apr 2018.
• Brent Crude prices traded higher amid growing speculation over re-
imposition of U.S. sanctions on Iran.
• According to the U.S. Labor Department, non-farm payroll
employment rose less than expected by 164,000 jobs in Apr 2018 after
rising by an upwardly revised 135,000 jobs in Mar 2018. The job growth
was due to employment increases in the professional and business
services, manufacturing, healthcare, and mining sectors. However, the
unemployment rate fell to 3.9% in Apr after staying steady at 4.1% for
the preceding six consecutive months.
• According to the Commerce Department, U.S. factory orders grew
more than expected by 1.6% in Mar 2018 same as upwardly revised data
for Feb 2018.
• According to a report by Institute for Supply Management, U.S., non-
manufacturing index fell more than expected to 56.8 in Apr 2018 from
58.8 in Mar 2018.