FII Derivative Trade Statistics 12-Dec
(Rs Cr) Buy
Index Futures 4270.68 4906.63 25849.79
Index Options 192211.45 192167.77 61029.27
Stock Futures 15614.35 14942.35 83406.86
Stock Options 9766.10 9771.98 7441.89
Total 221862.58 221788.73 177727.81
Put Call Ratio (OI) 1.47 1.33 0.13
Indian Debt Market
Put Call Ratio(Vol) 0.99 0.95 0.04
12-Dec Wk. Ago Mth. Ago
Call Rate 6.52% 6.36% 6.46% 5.82%
T-Repo 6.56% 6.34% 6.50% --
Repo 6.50% 6.50% 6.50% 6.00%
Reverse Repo 6.25% 6.25% 6.25% 5.75%
91 Day T-Bill 6.69% 6.71% 6.89% 6.13%
364 Day T-Bill 7.00% 7.15% 7.39% 6.24%
10 Year Gilt 7.41% 7.44% 7.80% 7.19%
G-Sec Vol. (Rs.Cr) 72777 85464 23298 42456
Currency Market Update
FBIL MIBOR* 6.54% 6.51% 6.51% 6.00%
3 Month CP Rate 7.40% 7.55% 8.45% 6.82%
5 Year Corp Bond 8.36% 8.35% 8.58% 7.83%
1 Month CD Rate 7.02% 6.67% 6.96% 6.19%
3 Month CD Rate 6.97% 7.29% 7.69% 6.25%
1 Year CD Rate 8.25% 8.25% 8.30% 6.72%
Commodity Market Update
Currency 12-Dec Prev_Day
USD/INR 72.04 71.93 0.11
GBP/INR 90.04 90.43 -0.39
EURO/INR 81.59 81.73 -0.14
JPY/INR 0.64 0.64 0.00
Commodity 12-Dec Wk Ago Mth. Ago
NYMEX Crude($/bl) 50.99 52.59 59.80 57.07
Brent Crude($/bl) 59.96 61.42 68.90 65.65
Gold( $/oz) 1245 1237 1201 1243
Gold(Rs./10 gm) 31577 30855 31200 28443
Source: Thomson Reuters Eikon
*As on 11-Dec-2018
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Derivative Statistics- Nifty Options
• Bond yield lowered on optimism regarding lowering inflation rate,
which is expected to ease the monetary policy. Besides, appointment of
the new governor of the central bank lifted the bond market sentiment.
• Yield on the 10-year benchmark paper (7.17% GS 2028) plunged 12
bps to 7.41% compared with 7.53% in the previous session after trading
in the range of 7.41% to 7.52%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 21,271 crore (gross) on Dec 12 compared with
a borrowing of Rs. 20,137 crore (gross) on Dec 11. Sale of securities
under Reserve Bank of India’s (RBI) reverse repo window stood at Rs.
9,092 crore on Dec 11.
• Banks borrowed Rs. 587 crore under the central bank’s Marginal
Standing Facility on Dec 11 compared with borrowing of Rs. 2,730 crore
on Dec 10.
• According to a report from the Labor Department, U.S. producer price
index for final demand edged up 0.1% in Nov 2018 as against an
increase of 0.6% in Oct 2018. Food prices grew 1.3% in Nov as against an
increase of 1% in Oct 2018. However, energy prices fell 5% in Nov as
against an increase of 2.7% in Oct.
• A report from the Eurostat showed that eurozone’s industrial
production rose 0.2% in Oct MoM as against a revised decline of 0.6% in
Sep 2018. Capital good production witnessed 1% increase followed by
durable consumer goods that grew 0.4%.
• Nifty Dec 2018 Futures were at 10,783.65 points, a premium of 46.05
points, above the spot closing of 10,737.60. The turnover on NSE’s
Futures and Options segment declined to Rs. 9,56,463.76 crore on Dec
12 compared with Rs. 12,19,439.02 crore on Dec 11.
• The Put-Call ratio stood at 0.98 compared with previous close of 0.88.
• The Nifty Put-Call ratio stood at 1.47 compared with previous close of
• India VIX declined 10.10% to 16.1325 compared with 17.9450 at
previous trading session.
• Open interest on Nifty Futures stood at 22.69 million as against
previous session’s close at 22.17 million.
• The Indian rupee fell for the third straight session as the market grew
cautious with the appointment of a former economic affair secretary as
the new central bank governor. Increase in global crude oil prices added
to the losses. The rupee plunged 0.22% to close at 72.01 compared with
the previous close of 71.85.
• The euro rose against the greenback on reports that Italy may propose a
budget deficit target of 2%, well below the previous target of 2.4%. The
euro was last seen trading at 1.1343, up 0.26% compared with previous
close of 1.1314.
• Gold prices edged higher, supported by the recent comment of the U.S.
• Brent crude prices rose with lower than anticipated production cut by
OPEC and its allies and a sudden production cut in Libya due to the
shutdown of an oil and gas major.