FII Derivative Trade Statistics 21-Dec
(Rs Cr) Buy
Index Futures 3555.56 3255.30 31083.89
Index Options 150964.18 148524.47 66597.70
Stock Futures 19954.17 20506.24 87446.90
Stock Options 8691.44 8573.09 9313.89
Total 183165.35 180859.10 194442.38
Put Call Ratio (OI) 1.28 1.66 -0.38
Indian Debt Market
Put Call Ratio(Vol) 0.88 1.08 -0.20
21-Dec Wk. Ago Mth. Ago
Call Rate 6.45% 6.41% 6.43% 5.94%
T-Repo 6.48% 6.26% 6.46% --
Repo 6.50% 6.50% 6.50% 6.00%
Reverse Repo 6.25% 6.25% 6.25% 5.75%
91 Day T-Bill 6.65% 6.64% 6.77% 6.19%
364 Day T-Bill 6.95% 7.00% 7.26% 6.36%
10 Year Gilt 7.28% 7.44% 7.79% 7.21%
G-Sec Vol. (Rs.Cr) 34307 73572 29111 38338
Currency Market Update
FBIL MIBOR 6.59% 6.55% 6.50% 6.03%
3 Month CP Rate 7.20% 7.20% 8.00% 7.03%
5 Year Corp Bond 8.22% 8.33% 8.56% 7.91%
1 Month CD Rate 6.97% 6.95% 6.89% 6.35%
3 Month CD Rate 6.95% 7.05% 7.45% 6.45%
1 Year CD Rate 8.16% 8.17% 8.17% 6.90%
Commodity Market Update
Currency 21-Dec Prev_Day
USD/INR 70.04 70.28 -0.25
GBP/INR 88.70 88.85 -0.14
EURO/INR 80.21 80.05 0.16
JPY/INR 0.63 0.63 0.00
Commodity 21-Dec Wk Ago Mth. Ago
NYMEX Crude($/bl) 45.33 51.21 54.38 58.31
Brent Crude($/bl) 51.87 58.50 60.79 64.98
Gold( $/oz) 1256 1238 1226 1267
Gold(Rs./10 gm) 31114 31374 30862 28676
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty Dec 2018 Futures were at 10,767.50 points, a premium of 13.50
points, above the spot closing of 10,754.00. The turnover on NSE’s
Futures and Options segment declined to Rs. 9,58,378.42 crore on Dec
21 compared with Rs. 18,22,475.52 crore on Dec 20.
• The Put-Call ratio stood at 0.93 against the previous day’s close of
• The Nifty Put-Call ratio stood at 1.28 compared with the previous
session’s close of 1.66.
• Open interest on Nifty Futures stood at 25.34 million as against the
previous session’s close at 24.28 million.
• Bond yields rose slightly amid weakness in rupee on expectation of a
global economic slowdown. However, decline in crude oil prices
restricted the losses.
• Yield on the 10-year benchmark paper (7.17% GS 2028) rose 1 bps to
close at 7.28% as compared to 7.27% in the previous session after
trading in the range of 7.26% to 7.32%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 13,658 crore (gross) on Dec 21 compared with
a borrowing of Rs. 18,434 crore (gross) on Dec 20. Sale of securities
under Reserve Bank of India’s (RBI) reverse repo window stood at Rs.
13,634 crore on Dec 20.
• Banks borrowed Rs. 1,505 crore under the central bank’s Marginal
Standing Facility on Dec 20 compared with borrowing of Rs. 135 crore
on Dec 19.
• The Indian rupee declined against the greenback as investors’ risk-
taking appetite was dampened by the expectation of a global economic
slowdown. The rupee depreciated 0.64% to close at 70.15 a dollar
compared with the previous close of 69.70.
• The euro declined against the greenback as investor sentiments were
dampened by concerns over global economic slowdown and increasing
borrowing cost in the U.S. The euro was last seen trading at 1.1404 a
dollar, down 0.35% compared with the previous close of 1.1444.
• Gold prices saw a marginal fall driven by the rising borrowing cost in
• Brent crude prices weakened amid concerns over global economic
slowdown, which threatens the demand outlook of the commodity.
• According to a report from the Commerce Department, U.S. real gross
domestic product (GDP) surged 3.4% in the third quarter 2018 as against
the previous expectation of growth of 3.5%. The slightly slower than
expected GDP growth reflects downward revisions to consumer
spending and exports.
• A report from the Labor Department showed that U.S. initial jobless
claims grew to 214,000 for the week ended Dec 15, 2018, up 8,000 from
the previous week's level of 206,000. Continuing claims grew 27,000 to
1.688 million for the week ended Dec 8, 2018.