FII Derivative Trade Statistics 06-Feb
(Rs Cr) Buy
Index Futures 2561.04 1766.52 24309.85
Index Options 66651.59 66477.88 58537.30
Stock Futures 11950.19 12270.74 86886.80
Stock Options 5517.28 5477.16 5796.83
Total 86680.10 85992.30 175530.78
Put Call Ratio (OI) 1.82 1.68 0.13
Indian Debt Market
Put Call Ratio(Vol) 1.13 1.09 0.04
06-Feb Wk. Ago Mth. Ago
Call Rate 6.42% 6.39% 6.31% 5.86%
T-Repo 6.34% 6.34% 6.23% --
Repo 6.50% 6.50% 6.50% 6.00%
Reverse Repo 6.25% 6.25% 6.25% 5.75%
91 Day T-Bill 6.51% 6.53% 6.58% 6.37%
364 Day T-Bill 6.78% 6.78% 6.85% 6.55%
10 Year Gilt 7.57% 7.55% 7.45% 7.57%
G-Sec Vol. (Rs.Cr) 27325 20280 34618 30961
Currency Market Update
FBIL MIBOR* 6.49% 6.50% 6.46% 6.00%
3 Month CP Rate 7.65% 7.60% 7.85% 7.79%
5 Year Corp Bond 8.53% 8.47% 8.38% 8.16%
1 Month CD Rate 6.60% 6.57% 6.73% 6.24%
3 Month CD Rate 7.17% 7.20% 7.49% 7.24%
1 Year CD Rate 8.02% 7.86% 8.16% 7.52%
Commodity Market Update
Currency 06-Feb Prev_Day
USD/INR 71.57 71.75 -0.17
GBP/INR 92.69 93.56 -0.87
EURO/INR 81.55 82.01 -0.47
JPY/INR 0.65 0.65 0.00
Commodity 06-Feb Wk Ago Mth. Ago
NYMEX Crude($/bl) 53.89 54.13 47.71 63.46
Brent Crude($/bl) 62.31 62.33 55.23 66.43
Gold( $/oz) 1306 1320 1285 1325
Gold(Rs./10 gm) 33210 33000 31769 30433
Source: Thomson Reuters Eikon
*As on Feb 5, 2019
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Derivative Statistics- Nifty Options
• Nifty Feb 2019 Futures were at 11,090.30, a premium of 27.85 points,
over the spot closing of 11,062.45. The turnover on NSE’s Futures and
Options segment rose to Rs. 6,50,160.10 crore on Feb 6, 2019,
compared with Rs. 5,58,363.03 crore on Feb 5, 2019.
• The Put-Call ratio stood at 0.93 compared with the previous session’s
close of 0.88.
• The Nifty Put-Call ratio stood at 1.82 compared with the previous
session’s close of 1.68.
• Open interest on Nifty Futures stood at 22.89 million as against the
previous session’s close at 20.40 million.
• Bond yields declined as market participants are hoping the Monetary
Policy Committee to change its stance from calibrated tightening to
neutral in the upcoming policy meeting due on Feb 7, 2019.
• Yield on the 10-year benchmark paper (7.17% GS 2028) declined 4 bps
to close at 7.57% as compared with 7.61% in the previous session after
trading in the range of 7.57% to 7.60%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 5,428 crore (gross) on Feb 6, 2019, compared
with Rs. 3,091 crore (gross) as on Feb 4, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 19,458
crore on Feb 5, 2019.
• Banks borrowed Rs. 451 crore under the central bank’s Marginal
Standing Facility on Feb 5, 2019 compared with borrowing of Rs. 1 crore
on Feb 4, 2019.
• The Indian rupee held steady as market participants preferred to
remain on the sidelines ahead of the monetary policy meeting due on
Feb 7, 2019. The rupee closed at 71.55 a dollar, up 0.02% compared
with the previous close of 71.56.
• The euro declined against the greenback as the European Union Bank
gave a cautionary stance on the eurozone’s economic outlook on the
back of weak economic data. The euro was last seen trading at 1.1386 a
dollar, down 0.23% compared with the previous close of 1.1412.
• Gold prices moved down following the U.S. President’s State of the
Union address where he stated that the trade deal with China should
incorporate structural reforms to end unfair trade practices.
• Brent crude prices plunged on concerns over a supply glut after
reports from API revealed surge in U.S. crude inventories.
• According to a preliminary report from the Federal Statistical Office,
Germany’s manufacturing orders fell 1.6% MoM (calendar and
seasonally adjusted) as against downwardly revised decline of 0.2% in
Nov 2018. The decline reflects weak demand from abroad, thereby
indicating that continued slowdown in the manufacturing sector.
Meanwhile, domestic orders fell 0.6% MoM and foreign orders fell 2.3%
MoM in Dec.
• According to a report from IHS Markit, eurozone’s final Composite
Purchasing Managers' Index fell to 51.0 in Jan 2019 as against 51.1 in
Dec 2018. The expansion slowed for the fifth month in a row.
Additionally, this marked to be the lowest level in five-and-a-half years.