FII Derivative Trade Statistics 25-May
(Rs Cr) Buy
Index Futures 2227.65 2598.73 22764.17
Index Options 109190.33 108573.63 73892.71
Stock Futures 12786.18 12396.28 84634.01
Stock Options 8887.80 8832.71 10385.62
Total 133091.96 132401.35 191676.51
Put Call Ratio (OI) 1.47 1.29 0.18
Indian Debt Market
Put Call Ratio(Vol) 1.07 0.96 0.11
25-May Wk. Ago Mth. Ago
Call Rate 5.93% 5.97% 5.88% 6.01%
CBLO 5.08% 5.98% 5.91% 6.03%
Repo 6.00% 6.00% 6.00% 6.25%
Reverse Repo 5.75% 5.75% 5.75% 6.00%
91 Day T-Bill 6.20% 6.30% 6.20% 6.20%
364 Day T-Bill 6.25% 6.80% 6.63% 6.30%
10 Year Gilt 7.79% 7.83% 7.74% 6.66%
G-Sec Vol. (Rs.Cr) 30646 37693 26253 33758
Currency Market Update
FBIL MIBOR 6.02% 6.04% 6.00% 6.25%
3 Month CP Rate 8.35% 8.30% 7.25% 6.70%
5 Year Corp Bond 8.65% 8.55% 8.41% 7.44%
1 Month CD Rate 6.79% 6.90% 6.64% 6.22%
3 Month CD Rate 7.83% 7.70% 6.71% 6.39%
1 Year CD Rate 8.22% 8.14% 7.61% 6.87%
Commodity Market Update
Currency 25-May Prev_Day
USD/INR 68.26 68.39 -0.13
GBP/INR 91.22 91.44 -0.22
EURO/INR 79.88 80.14 -0.26
JPY/INR 0.62 0.62 0.00
Commodity 25-May Wk Ago Mth. Ago
NYMEX Crude($/bl) 67.87 71.18 67.99 48.52
Brent Crude($/bl) 77.14 79.37 74.53 51.89
Gold( $/oz) 1301 1292 1323 1255
Gold(Rs./10 gm) 31171 30921 31304 28702
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty May 2018 Futures were at 10602.40 points, a discount of 2.75
points, below the spot closing of 10,605.15. The turnover on NSE’s
Futures and Options segment went down to Rs. 7,04,102.93 crore on
May 25 from to Rs. 15,16,746.20 crore on May 24.
• The Put-Call ratio stood at 0.94 against previous session’s close of
• The Nifty Put-Call ratio stood at 1.47 against the previous session’s
close of 1.29.
• Open interest on Nifty Futures stood at 24.76 million as against the
previous session’s close at 24.46 million.
• Bond yields fell following sharp gains in domestic currency and decline
in crude oil prices. Strong demand at weekly auction on May 25 also
added to the gains in the domestic bond market.
• Yield on the 10-year benchmark paper (7.17% GS 2028) fell 8 bps to
close at 7.79% from the previous close of 7.87%. During the session,
bond yields traded in the range of 7.79% and 7.89%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 6,908 crore (gross) on May 25 compared with
Rs. 4,943 crore (gross) on May 24. Sale of securities under RBI’s reverse
repo window stood at Rs. 16,447 crore on May 24.
• Banks borrowed Rs. 2,200 under the central bank’s Marginal Standing
Facility on May 24 as against no borrowing on May 23.
• The Indian rupee witnessed its biggest single session gain in more than
fourteen months as fall in global crude oil prices boosted market
sentiments. The rupee rose 0.83% to close at 67.78 per dollar from the
previous close of 68.34.
• Euro weakened against the greenback as political uncertainty in Spain
and Italy weighed on the common bloc currency. Euro was last seen
trading at $1.1658, down 0.52% compared with the previous close of
• Safe-haven appeal of the metal gained following renewed concerns
over geopolitical tension after U.S. President has decided to cancel the
meeting with North Korea.
• Brent crude prices plunged after U.S. raised concerns over high prices.
• A report from the Commerce Department showed that U.S. durable
goods fell 1.7% in Apr 2018 as against an upwardly revised gain of 2.7%
(2.6% gain originally reported) in Mar 2018. However, excluding the
pullback in orders for transportation equipment, durable goods orders
grew 0.9% in Apr as against a gain of 0.4% in Mar.
• According to a report from the Labor Department, U.S. initial jobless
claims surged to 234,000 in the week ended May 19, 2018, up 11,000
from the previous week's revised level of 223,000 (222,000 originally
• A report from the National Association of Realtors, U.S. existing home
sales fell 2.5% to an annual rate of 5.46 million in Apr as against a gain of
1.1% to rate of 5.60 million in Mar 2018.