FII Derivative Trade Statistics 08-May
(Rs Cr) Buy
Index Futures 1191.25 1086.75 14255.61
Index Options 29252.32 28650.99 63613.55
Stock Futures 8493.77 7846.14 81753.73
Stock Options 5406.90 5261.16 7099.47
Total 44344.24 42845.04 166722.36
Put Call Ratio (OI) 1.56 1.56 0.01
Indian Debt Market
Put Call Ratio(Vol) 0.99 0.98 0.01
08-May Wk. Ago Mth. Ago
Call Rate 5.86% 6.02% 5.89% 6.10%
CBLO 6.00% 5.53% 5.79% 6.20%
Repo 6.00% 6.00% 6.00% 6.25%
Reverse Repo 5.75% 5.75% 5.75% 6.00%
91 Day T-Bill 6.13% 6.19% 6.08% 6.23%
364 Day T-Bill 6.45% 6.45% 6.45% 6.12%
10 Year Gilt 7.58% 7.77% 7.17% 6.93%
G-Sec Vol. (Rs.Cr) 46041 23708 55428 34758
Currency Market Update
FBIL MIBOR 6.04% 6.00% 6.00% 6.25%
3 Month CP Rate 7.75% 7.40% 6.85% 6.78%
5 Year Corp Bond 8.38% 8.43% 7.89% 7.52%
1 Month CD Rate 6.67% 6.69% 6.11% 6.21%
3 Month CD Rate 7.25% 7.07% 6.66% 6.42%
1 Year CD Rate 7.72% 7.71% 7.12% 6.71%
Commodity Market Update
Currency 08-May Prev_Day
USD/INR 67.08 67.11 -0.03
GBP/INR 91.14 90.85 0.29
EURO/INR 80.01 80.12 -0.11
JPY/INR 0.62 0.61 0.00
Commodity 08-May Wk Ago Mth. Ago
NYMEX Crude($/bl) 68.78 68.51 62.02 46.41
Brent Crude($/bl) 75.15 76.66 65.70 45.82
Gold( $/oz) 1314 1315 1333 1226
Gold(Rs./10 gm) 31082 31033 30396 28161
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty May 2018 Futures were at 10735.05 points, a premium of 17.25
points, above the spot closing of 10,717.80. The turnover on NSE’s
Futures and Options segment went up to Rs. 5,49,795.20 crore on May 8
from Rs. 3,69,960.32 crore on May 7.
• The Put-Call ratio stood at 0.93 against previous session’s close of 0.99.
• The Nifty Put-Call ratio stood unchanged at 1.56 against the previous
• India VIX moved up 2.14% to 14.0550 from 13.6400 in the previous
• Open interest on Nifty Futures stood at 24.93 million as against the
previous session’s close of 24.74 million.
• Bond yields fell after comments from a government official indicated
that the central bank will continue buying bonds through open market
• Yield on the 10-year benchmark paper (7.17% GS 2028) fell 4 bps to
close at 7.58% from the previous close of 7.62%. During the session,
bond yields traded in the range of 7.55% and 7.66%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 17,237 crore (gross) on May 08 compared with
Rs. 14,502 crore on May 07. Sale of securities under Reserve Bank of
India’s (RBI) reverse repo window stood at Rs. 6,073 crore on May 07.
• Banks borrowed Rs. 300 crore under the central bank’s Marginal
Standing Facility on May 07 compared with Rs. 430 crore borrowing on
• The Indian rupee inched up against the greenback as selling of the
greenback by foreign banks offset concerns emanating from an increase
in global crude oil prices. The rupee inched up 0.08% to close at 67.08
per dollar from the previous close of 67.13.
• Euro fell against the U.S. dollar as market participants grew pessimistic
regarding U.S.-Iran nuclear deal that improved the safe haven appeal of
the greenback. Euro was trading at $1.1845, down 0.63% compared with
the previous close of $1.1920.
• Gold prices traded lower following growing speculation over faster
pace of rate hikes by U.S. Federal Reserve.
• Brent Crude prices traded higher ahead of the high anticipated U.S.
Federal Reserve’s decision on whether to withdraw from the Iran
• According to a report from the Halifax and IHS Markit, U.K. house
prices fell 3.1% in Apr 2018 as against a gain of 1.6% in Mar 2018. This
marked a decline in house prices for the first time in three months.
House prices grew 2.2% on yearly basis in three months to Apr as
against an increase of 2.7% in three months to Mar.
• A report from Destatis showed that Germany’s exports grew 1.7% in
Mar 2018 as against a decline of 3.1% in Feb 2018. This marked the first
increase since Nov 2017. However, imports declined 0.9% in Mar as
against a decline of 1.4% in Feb. Therefore, the trade surplus surged to
EUR 22 billion (seasonally adjusted) in Mar from EUR 19.4 billion in Feb.