FII Derivative Trade Statistics 09-Sep
(Rs Cr) Buy
Index Futures 3009.00 2700.46 12462.55
Index Options 126627.80 125226.55 55306.50
Stock Futures 10771.57 11146.39 88633.23
Stock Options 4685.26 4571.41 3396.31
Total 145093.63 143644.81 159798.59
Put Call Ratio (OI) 1.41 1.31 0.11
Indian Debt Market
Put Call Ratio(Vol) 0.95 0.89 0.06
09-Sep Wk. Ago Mth. Ago
Call Rate 5.32% 5.38% 5.32% 6.34%
T-Repo 5.20% 5.25% 5.37% NA
Repo 5.40% 5.40% 5.40% 6.50%
Reverse Repo 5.15% 5.15% 5.15% 6.25%
91 Day T-Bill 5.31% 5.35% 5.35% 6.80%
364 Day T-Bill 5.62% 5.70% 5.65% 7.47%
10 Year Gilt 6.58% 6.56% 6.49% 8.03%
G-Sec Vol. (Rs.Cr) 29021 29394 52233 43177
Currency Market Update
FBIL MIBOR* 5.45% 5.45% 5.75% 6.41%
3 Month CP Rate 5.80% 5.90% 5.90% 7.65%
5 Year Corp Bond 7.47% 7.54% 7.76% 8.79%
1 Month CD Rate 5.15% 5.26% 5.45% 6.98%
3 Month CD Rate 5.69% 5.49% 6.01% 7.19%
1 Year CD Rate 6.47% 6.50% 6.64% 8.20%
Commodity Market Update
Currency 09-Sep Prev_Day
USD/INR 71.59 71.73 -0.14
GBP/INR 87.83 88.51 -0.68
EURO/INR 78.94 79.21 -0.27
JPY/INR 0.67 0.67 0.00
Commodity 10-Sep Wk Ago Mth. Ago
NYMEX Crude($/bl) 57.32 53.86 54.36 67.50
Brent Crude($/bl) 65.51 58.07 56.51 76.76
Gold( $/oz) 1486 1547 1497 1195
Gold(Rs./10 gm)^ 38254 39007 37270 30402
Source: Thomson Reuters Eikon
^As on Sep-09 *As on previous trading day
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Derivative Statistics- Nifty Options
• Nifty Sep 2019 Futures stood at 11,025.25, a premium of 22.20 points
above the spot closing of 11,003.05. The turnover on NSE’s Futures and
Options segment increased to Rs. 9,62,307.43 on Sep 9, 2019, compared
with Rs. 6,43,321.69 crore on Sep 6, 2019.
• The Put-Call ratio stood at 0.91 compared with the previous session’s
close of 0.86.
• The Nifty Put-Call ratio stood at 1.41 compared with the previous
session’s close of 1.31.
• Open interest on Nifty Futures stood at 17.90 million, compared with
the previous session’s close of 18.13 million.
• Bond yields eased as market participants resorted to buying notes to
capitalize on the fall in prices. Lowering anxiety over the fiscal slippage
also helped the fall in yield.
• Yield on the 10-year benchmark paper (7.26% GS 2029) declined 2 bps
to 6.58% compared with the previous close of 6.60% after trading in a
range of 6.57% to 6.62%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 4,072 crore (gross) on Sep 9, 2019 compared
with borrowings of Rs. 3,843 crore (gross) on Sep 6, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window stood
at Rs. 8,558 crore on Sep 6, 2019.
• Banks borrowed Rs. 1,230 crore under the central bank’s Marginal
Standing Facility on Sep 6, 2019 compared with no borrowings on Sep 5,
• The Indian rupee rose initially against the greenback following gains in
the domestic equity market. However, dollar demand from foreign and
private banks coupled increase in global crude oil prices neutralized most
of the gains.
• The euro marginally fell against the greenback on growing possibility
that the European Central Bank might cut interest rates and restart its
asset purchase program in its monetary policy review.
• Gold prices fell on hopes that trade tensions between U.S. and China
might come to an end.
• Brent crude prices rose after Saudi Arabia’s energy minister opined that
a global deal to cut oil production by 1.2 million barrels per day would be
• According to the U.S. Federal Reserve, consumer credit in the U.S.
increased by much more than expected in Jul 2019. The Fed said
consumer credit surged up by $23.3 billion in Jul after climbing by $13.8
billion in Jun 2019.
• According to the Office for National Statistics, U.K. unemployment rate
remained at the lowest since late 1974. In three months to Jul 2019, the
ILO jobless rate remained unchanged QoQ, at 3.8%, slightly below
expectations. The employment rate came in at 76.1% in three months to
Jul, the joint-highest on record.
• Figures from the Office for National Statistics showed U.K. economy
expanded in Jul 2019, largely driven by a rebound in services. Gross
domestic product expanded 0.3% in Jul after staying flat in Jun 2019.