FII Derivative Trade Statistics 09-May
(Rs Cr) Buy
Index Futures 1796.97 1891.42 14815.72
Index Options 46278.88 45399.76 64410.71
Stock Futures 9646.74 9185.97 82140.76
Stock Options 6551.54 6415.33 7452.26
Total 64274.13 62892.48 168819.45
Put Call Ratio (OI) 1.61 1.56 0.05
Indian Debt Market
Put Call Ratio(Vol) 1.07 0.99 0.08
09-May Wk. Ago Mth. Ago
Call Rate 5.91% 5.89% 5.91% 6.08%
CBLO 6.01% 5.87% 5.87% 6.22%
Repo 6.00% 6.00% 6.00% 6.25%
Reverse Repo 5.75% 5.75% 5.75% 6.00%
91 Day T-Bill 6.27% 6.23% 6.06% 6.23%
364 Day T-Bill 6.63% 6.57% 6.47% 6.48%
10 Year Gilt 7.71% 7.73% 7.23% 6.94%
G-Sec Vol. (Rs.Cr) 22921 14066 45982 30080
Currency Market Update
FBIL MIBOR 6.05% 6.00% 6.00% 6.26%
3 Month CP Rate 7.80% 7.55% 6.85% 6.78%
5 Year Corp Bond 8.51% 8.42% 7.96% 7.51%
1 Month CD Rate 6.66% 6.67% 6.41% 6.23%
3 Month CD Rate 7.11% 7.06% 6.70% 6.42%
1 Year CD Rate 7.89% 7.87% 7.05% 6.72%
Commodity Market Update
Currency 09-May Prev_Day
USD/INR 67.38 67.08 0.30
GBP/INR 91.09 91.14 -0.05
EURO/INR 79.75 80.01 -0.26
JPY/INR 0.61 0.62 0.00
Commodity 09-May Wk Ago Mth. Ago
NYMEX Crude($/bl) 71.11 67.86 63.39 45.79
Brent Crude($/bl) 78.59 74.03 67.98 46.27
Gold( $/oz) 1312 1304 1336 1221
Gold(Rs./10 gm) 31143 30918 30526 28100
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty May 2018 Futures were at 10769.3 points, a premium of 27.60
points, above the spot closing of 10,741.70. The turnover on NSE’s
Futures and Options segment went up to Rs. 6,50,876.98 crore on May 9
from Rs. 5,49,795.20 crore on May 8.
• The Put-Call ratio stood at 1.00 against previous session’s close of
• The Nifty Put-Call ratio stood at 1.61 against the previous session’s
close of 1.56.
• Open interest on Nifty Futures stood at 25.37 million as against the
previous session’s close of 24.93 million.
• Bond yields surged due to rising inflationary pressure after U.S.
withdrew from the Iran nuclear deal, that further increased global crude
• Yield on the 10-year benchmark paper (7.17% GS 2028) increased 13
bps to close at 7.71% from the previous close of 7.58%. During the
session, bond yields traded in the range of 7.63% and 7.72%.
• Data from RBI showed that reserve money increased at an annualised
rate of 25.4% in the week to May 04, compared with a decrease of
10.3% a year earlier. The currency in circulation rose 31.6% during the
week compared with a fall of 16.2% a year earlier. India's money supply
grew 10.6% on a yearly basis in the fortnight ending Apr 27 against a
growth of 6.7% a year earlier. Demand deposits with bank increased
8.8% for the same period as against a growth of 22.0% a year earlier.
• The Indian rupee weakened and touched 15 month low following rise
in global crude oil prices that touched their highest levels since 2014.
The rupee fell 0.27% to close at 67.26 per dollar from the previous close
• Euro initially fell against the U.S. dollar following the U.S. exit from an
Iran nuclear pact and political uncertainty in Italy. However, the currency
reversed its losses as dollar rally showed signs of fading after rising in the
last three consecutive sessions. Euro was trading at $1.1878 compared
with the previous close of $1.1862.
• Gold prices moved down on stronger dollar against the euro after the
U.S. President decided to withdraw from an international nuclear deal
• Brent Crude prices rose after U.S. decided to withdraw from an
international nuclear deal with Iran.
• The European Bank for Reconstruction and Development (EBRD)
expects EBRD economies to grow 3.3% in 2018 as against its previous
growth expectation of 3%. Growth is expected to be 3.2% in 2019. The
bank is cautious that the expectations are subject to several risks with
significant rise in corporate debt levels being a source of concern.
• A report from the British Retail Consortium showed that U.K.’s like-for-
like sales fell 4.2% YoY in Apr 2018 as against an increase of 1.4% in Mar
2018. Non-food item sales fell 4.9% in three months to Apr 2018.
• A report from the IHS Markit and the Recruitment & Employment
Confederation showed that U.K. permanent job placement noticeably
grew in Apr 2018.