FII Derivative Trade Statistics 01-Nov
(Rs Cr) Buy
Index Futures 5758.74 5021.72 27078.51
Index Options 145890.83 145952.61 59265.28
Stock Futures 19516.94 18344.60 81924.12
Stock Options 7405.77 7308.55 5931.68
Total 178572.28 176627.48 174199.59
Put Call Ratio (OI) 1.56 1.53 0.02
Indian Debt Market
Put Call Ratio(Vol) 0.93 0.95 -0.02
01-Nov Wk. Ago Mth. Ago
Call Rate 6.41% 6.50% 6.37% 5.87%
CBLO 6.32% 6.50% 5.94% 5.88%
Repo 6.50% 6.50% 6.50% 6.00%
Reverse Repo 6.25% 6.25% 6.25% 5.75%
91 Day T-Bill 6.91% 6.94% 6.90% 6.10%
364 Day T-Bill 7.45% 7.42% 7.60% 6.20%
10 Year Gilt 7.82% 7.87% 7.99% 6.89%
G-Sec Vol. (Rs.Cr) 32592 32817 34997 33317
Currency Market Update
FBIL MIBOR 6.59% 6.60% 6.50% 6.00%
3 Month CP Rate 8.65% 8.35% 8.00% 6.78%
5 Year Corp Bond 8.76% 8.82% 8.94% 7.57%
1 Month CD Rate 7.10% 7.12% 6.78% 6.08%
3 Month CD Rate 7.47% 8.39% 7.46% 6.21%
1 Year CD Rate 8.36% 8.34% 8.35% 6.57%
Commodity Market Update
Currency 01-Nov Prev_Day
USD/INR 73.83 73.99 -0.16
GBP/INR 94.82 94.10 0.72
EURO/INR 83.73 83.93 -0.20
JPY/INR 0.65 0.65 0.00
Commodity 01-Nov Wk Ago Mth. Ago
NYMEX Crude($/bl) 63.62 67.15 75.32 54.27
Brent Crude($/bl) 70.54 78.19 85.33 61.42
Gold( $/oz) 1233 1232 1188 1274
Gold(Rs./10 gm) 31697 31736 30499 29264
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Bond yield eased as crude oil prices plunged and rupee strengthened.
The security purchase by the central bank under open market operation
also lifted the market sentiment.
• Yield on the 10-year benchmark paper (7.17% GS 2028) decreased 3
bps to 7.82% compared with the previous close of 7.85% after trading in
the range of 7.82% to 7.84%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,871 crore (gross) on Nov 1 compared with a
borrowing of Rs. 3,976 crore (gross) on Oct 31. Sale of securities under
the Reserve Bank of India’s (RBI) reverse repo window stood at Rs.
29,142 crore on Oct 31.
• Banks borrowed Rs. 405 crore under the central bank’s Marginal
Standing Facility on Oct 31 compared with no borrowing on Oct 30.
• According to report from IHS Markit and Chartered Institute of
Procurement & Supply, U.K’s manufacturing Purchasing Managers' Index
fell to 51.1 in Oct 2018 from revised score of 53.6 in Sep 2018. This
marked the slowest pace over a period of more than two years. New
orders fell in Oct following lower new work from overseas and softer
growth of domestic demand.
• A report from the Nationwide Building Society showed that U.K. house
price index grew 1.6% YoY as against an increase of 2% in Sep 2018. This
marked the slowest increase since May 2013.
• Nifty Nov 2018 Futures settled at 10,413.45, a premium of 33.00 points,
above the spot closing of 10,380.45. The turnover on NSE’s Futures and
Options segment increased to Rs. 18,17,981.83 on Nov 1 compared with
Rs. 10,53,926.14 on Oct 31.
• The Put-Call ratio stood at 0.89 compared with previous close of 0.88.
• The Nifty Put-Call ratio stood at 1.53 compared with previous close of
• India VIX declined 2.90% to 19.2225 from 20.1300 in previous trading
• Open interest on Nifty Futures stood at 23.97 million as against
previous close at 23.98 million.
• The Indian rupee appreciated against the greenback as crude oil price
declined below the $75 a barrel mark. The improvement in euro and
pound weakened dollar and lifted investors’ risk-taking appetite, which
lifted the local currency. The rupee closed at 73.45 a dollar, up 0.68%
compared with the previous close of 73.95.
• The euro moved up against dollar with the rise in investors’ risk-taking
appetite at the start of the month. The euro was last seen trading at
1.1399 a dollar, up 0.79% compared with the previous close of 1.1310.
• Gold prices edged up against the greenback as the latter weakened
following reports of development in Brexit negotiations.
• Brent Crude prices lowered with signs of increasing supplies and strong
inventory build. U.S. crude stockpile improved 3.22 million barrels in the
week of Oct 26.