FII Derivative Trade Statistics 20-May
(Rs Cr) Buy
Index Futures 4442.34 4131.12 18153.58
Index Options 45397.47 46238.37 64830.58
Stock Futures 14476.45 13884.80 87616.15
Stock Options 5548.29 5656.77 7622.34
Total 69864.55 69911.06 178222.65
Put Call Ratio (OI) 1.29 1.36 -0.07
Indian Debt Market
Put Call Ratio(Vol) 0.79 0.71 0.08
20-May Wk. Ago Mth. Ago
Call Rate 5.96% 5.92% 6.08% 5.97%
T-Repo 5.96% 5.89% 5.98% NA
Repo 6.00% 6.00% 6.00% 6.00%
Reverse Repo 5.75% 5.75% 5.75% 5.75%
91 Day T-Bill 6.35% 6.48% 6.32% 6.30%
364 Day T-Bill 6.40% 6.50% 6.44% 6.80%
10 Year Gilt 7.29% 7.39% 7.42% 7.83%
G-Sec Vol. (Rs.Cr) 54331 33866 21140 37693
Currency Market Update
FBIL MIBOR* 6.05% 6.07% 6.09% 6.05%
3 Month CP Rate 7.10% 7.70% 7.00% 8.30%
5 Year Corp Bond 8.28% 8.52% 8.54% 8.55%
1 Month CD Rate 6.82% 6.95% 6.93% 6.90%
3 Month CD Rate 7.13% 7.26% 7.13% 7.70%
1 Year CD Rate 7.54% 7.59% 7.49% 8.14%
Commodity Market Update
Currency 17-May Prev_Day
USD/INR 70.17 70.25 -0.08
GBP/INR 89.73 90.19 -0.47
EURO/INR 78.43 78.72 -0.29
JPY/INR 0.64 0.64 0.00
Commodity 20-May Wk Ago Mth. Ago
NYMEX Crude($/bl) 63.07 60.92 63.97 71.18
Brent Crude($/bl) 74.20 73.29 70.45 79.37
Gold( $/oz) 1277 1300 1275 1292
Gold(Rs./10 gm) 31550 31961 31394 30921
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Nifty May 2019 Futures were at 11,859.45, a premium of 31.20 points,
above the spot closing of 11,828.25. The turnover on NSE’s Futures and
Options segment rose to Rs. 5,77,910.85 crore on May 20, 2019,
compared with Rs. 3,30,070.97 crore on May 17, 2019.
• The Put-Call ratio stood at 0.78 compared with the previous session’s
close of 0.69.
• The Nifty Put-Call ratio stood at 1.29 compared with the previous
session’s close of 1.36.
• Open interest on Nifty Futures stood at 20.27 million as against the
previous session’s close at 17.57 million.
• Bond yields saw a steep fall after the country’s multi-phased general
election ended on May 19, 2019, with projections that the current
government will continue to serve for the second term. This reduced
political uncertainty and lifted bond market sentiment. The poll results
will be announced on May 23, 2019.
• Yield on the 10-year benchmark paper (7.26% GS 2029) fell 7 bps to
7.29% compared with the previous close of 7.36% after trading in a range
of 7.27% to 7.31%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 7,011 crore (gross) on May 20, 2019, compared
with Rs. 9,061 crore (gross) as on May 17, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 6,410
crore on May 17, 2019.
• The Indian rupee saw a sharp surge with the conclusion of the country’s
general election on May 19, 2019. Projections of a stable government
reduced political uncertainty and lifted the local unit. However, the
upside was limited by rising oil prices and escalating U.S-China trade war.
• The euro was steady against the greenback with the release of better-
than-expected German PPI numbers for Apr 2019 and Eurozone’s non-
seasonally adjusted current account record.
• Gold prices were flat to marginally down against the greenback as the
latter edged higher on the release of U.S. consumer sentiment data.
• Brent crude prices rose against the greenback after OPEC signalled of
continuing with its production cut plan.
• A report by the University of Michigan showed a substantial
improvement in U.S. consumer sentiment in May 2019. The preliminary
report showed the consumer sentiment index increased to 102.4 in May
from 97.2 in Apr 2019, the highest level in 15 years. The much bigger than
expected increase by the headline index came as the index of consumer
expectations soared to 96.0 in May from 87.4 in Apr.
• A Conference Board report showed leading U.S. economic indicators
increased slightly less than expected in Apr 2019. The Conference Board
said its leading economic index increased 0.2% in Apr after climbing 0.3%
in Mar 2019.