FII Derivative Trade Statistics 21-May
(Rs Cr) Buy
Index Futures 7719.15 6648.28 20838.10
Index Options 72967.80 71430.25 67945.78
Stock Futures 19156.59 18363.63 91680.69
Stock Options 8035.53 8009.12 8354.60
Total 107879.07 104451.28 188819.17
Put Call Ratio (OI) 1.20 1.29 -0.09
Indian Debt Market
Put Call Ratio(Vol) 0.82 0.79 0.03
21-May Wk. Ago Mth. Ago
Call Rate 5.94% 5.91% 6.08% 5.96%
T-Repo 5.98% 5.84% 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% 6.34% 6.32% 6.25%
364 Day T-Bill 6.40% 6.46% 6.44% 6.80%
10 Year Gilt 7.30% 7.38% 7.42% 7.81%
G-Sec Vol. (Rs.Cr) 23486 56075 21140 27694
Currency Market Update
FBIL MIBOR* 6.05% 6.05% 6.10% 6.04%
3 Month CP Rate 7.20% 7.50% 7.00% 8.30%
5 Year Corp Bond 8.32% 8.52% 8.54% 8.56%
1 Month CD Rate 6.92% 6.85% 6.93% 7.10%
3 Month CD Rate 7.07% 7.41% 7.13% 7.71%
1 Year CD Rate 7.53% 7.54% 7.49% 8.12%
Commodity Market Update
Currency 20-May Prev_Day
USD/INR 69.55 70.17 -0.62
GBP/INR 88.54 89.73 -1.19
EURO/INR 77.57 78.43 -0.87
JPY/INR 0.63 0.64 -0.01
Commodity 21-May Wk Ago Mth. Ago
NYMEX Crude($/bl) 62.97 61.77 63.97 72.21
Brent Crude($/bl) 73.93 73.52 70.45 79.33
Gold( $/oz) 1275 1297 1275 1292
Gold(Rs./10 gm) 31540 32245 31394 30881
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Nifty May 2019 Futures were at 11,715.15, a premium of 6.05 points,
above the spot closing of 11,709.10. The turnover on NSE’s Futures and
Options segment fell to Rs. 5,32,797.36 crore on May 21, 2019, compared
with Rs. 5,77,910.85 crore on May 20, 2019.
• The Put-Call ratio stood at 0.95 compared with the previous session’s
close of 0.78.
• The Nifty Put-Call ratio stood at 1.20 compared with the previous
session’s close of 1.29.
• Open interest on Nifty Futures stood at 20.20 million as against the
previous session’s close at 20.27 million.
• Bond yields rose as market participants resorted to profit booking.
Besides, they preferred to stay on the sidelines ahead of the outcome of
the country’s multi-phased general election on May 23, 2019.
• Yield on the 10-year benchmark paper (7.26% GS 2029) rose 2 bps to
7.31% compared with the previous close of 7.29% after trading in a range
of 7.28% to 7.31%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 8,016 crore (gross) on May 21, 2019, compared
with Rs. 7,011 crore (gross) as on May 20, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 18,982
crore on May 20, 2019.
• Banks borrowed Rs. 425 crore under the central bank’s Marginal
Standing Facility on May 20, 2019 compared with borrowings of Rs. 1,770
crore on May 17, 2019.
• The Indian rupee remained nearly flat as traders preferred to stay
cautious ahead of the outcome of the country’s multi-phased general
• The euro edged lower on dollar strength. The rise in U.S. treasury yield
and the country’s ongoing trade friction with China triggered greenback’s
safe-haven appeal, which weighed down on the single currency. Besides,
euro also remains under pressure ahead of the upcoming European
• Gold prices slipped against the greenback following recovery in the
stock market after U.S. momentarily pulled back restrictions imposed on
a Chinese telecom major.
• Brent crude prices stayed firm with rising tension between U.S. and
Iran and OPEC’s plan to continue with its production cut.
• The Organization for Economic Co-operation and Development (OECD)
has downgraded the global growth outlook for 2019. It expects global
growth of 3.2% for 2019 as against previous expectation of a growth of
3.3%. The downgrade reflects trade disputes that is hurting
manufacturing and investment decisions. However, it retained growth of
3.4% for 2020.
• According to a report from the Confederation of British Industry, U.K.’s
order book balance fell to -10% in May 2019 from -5% in Apr 2019.
Meanwhile, the export order books balance fell to -16%. This marked the
lowest balance since Jul 2016.