FII Derivative Trade Statistics 19-Oct
(Rs Cr) Buy
Index Futures 4926.78 3850.00 21633.31
Index Options 201782.14 201746.62 80604.46
Stock Futures 17932.75 17888.77 85035.80
Stock Options 8700.05 8804.02 9309.80
Total 233341.72 232289.41 196583.37
19-Oct Prev_Day
Put Call Ratio (OI) 1.07 1.11 -0.04
Indian Debt Market
Put Call Ratio(Vol) 0.88 0.94 -0.07
19-Oct Wk. Ago Mth. Ago
Call Rate 6.55% 6.42% 6.60% 5.97%
CBLO 6.41% 4.86% 6.46% 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 6.87% 6.87% 7.06% 6.10%
364 Day T-Bill 7.46% 7.51% 7.63% 6.18%
10 Year Gilt 7.92% 7.98% 8.07% 6.76%
G-Sec Vol. (Rs.Cr) 20275 35220 43175 22788
Currency Market Update
FBIL MIBOR 6.60% 6.49% 6.65% 6.05%
3 Month CP Rate 7.90% 7.75% 8.05% 6.74%
5 Year Corp Bond 8.84% 8.86% 8.91% 7.49%
1 Month CD Rate 7.19% 6.82% 7.51% 6.05%
3 Month CD Rate 8.33% 7.14% 7.51% 6.19%
1 Year CD Rate 8.38% 8.42% 8.39% 6.59%
Commodity Market Update
Currency 19-Oct Prev_Day
USD/INR 73.44 73.48 -0.05
GBP/INR 95.65 96.87 -1.22
EURO/INR 84.17 84.98 -0.81
International News
JPY/INR 0.65 0.65 0.00
Commodity 19-Oct Wk Ago Mth. Ago
NYMEX Crude($/bl) 69.11 71.36 71.03 52.00
Brent Crude($/bl) 81.17 81.05 79.87 58.34
Gold( $/oz) 1226 1218 1204 1281
Gold(Rs./10 gm) 31706 31565 30722 29611
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Bond yield increased marginally on fresh supply of government bonds
through weekly auction and on profit booking after prices rose in the
previous sessions.
• Yield on the 10-year benchmark paper (7.17% GS 2028) increased 1
bps to 7.92% compared with the previous closing of 7.91% after trading
in the range of 7.88% to 7.93%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,994 crore (gross) on Oct 19 compared with a
borrowing of Rs. 16,708 crore (gross) on Oct 17. Sale of securities under
the Reserve Bank of India’s (RBI) reverse repo window stood at Rs.
12,829 crore on Oct 17.
• Banks did not borrowed under the central bank’s Marginal Standing
Facility on Oct 17 compared with borrowing of Rs. 3,240 crore on Oct 16.
• National Bureau of Statistics data showed China's economy grew at
the slowest pace since 2009, the time of the global financial crisis. Gross
domestic product expanded 6.5% YoY in the third quarter, which is
slower than 6.7% growth seen in the second quarter.
• According to a U.S. Conference Board report, index of leading
economic indicators showed a continued increase in Sep 2018. The
Conference Board’s leading economic index increased 0.5% in Sep after
rising 0.4% in Aug 2018.
• Nifty Oct 2018 Futures settled at 10,303.20, a discount of 0.35 points,
below the spot closing of 10,303.55. The turnover on NSE’s Futures and
Options segment decreased to Rs. 8,17,144.32 on Oct 19.
• The Put-Call ratio stood at 0.83, compared with the previous session’s
close of 0.87.
• The Nifty Put-Call ratio stood at 1.07 compared with the previous
session’s close of 1.11.
• India VIX rose 10.72% to 19.9075 from 17.9800 in the previous trading
session.
• Open interest on Nifty Futures stood at 22.55 million as against the
previous session’s close at 22.92 million.
• The Indian rose against the greenback after India’s trade deficit
narrowed to a five-month low in Sep 2018. Selling of the greenback by
exporters further weakened the U.S. dollar. The rupee closed at 73.32 a
dollar, 0.37% up from the previous close of 73.60.
• The euro surged against the greenback on reports that the Prime
Minister of Britain may do away with a key Brexit demand (Irish Border
issue) in order to make a deal for Britain to leave the European Union.
The euro was last seen trading at 1.1510 a dollar, up 0.51% compared
with the previous close of 1.1452.
• Gold prices traded higher due to weak stock markets and reports that
China reported disappointing GDP data for third-quarter 2018.
• Brent Crude prices traded higher following indication of surging
demand in China, the world's second-biggest oil consumer. Refinery
throughput in China surged to 12.49 million bpd in Sep 2018.