FII Derivative Trade Statistics 07-Feb
(Rs Cr) Buy
Index Futures 4820.87 2002.89 27450.84
Index Options 76070.34 75807.41 60938.07
Stock Futures 12264.85 11399.02 88290.85
Stock Options 7522.42 7440.24 6463.83
Total 100678.48 96649.56 183143.59
Put Call Ratio (OI) 1.78 1.82 -0.03
Indian Debt Market
Put Call Ratio(Vol) 1.06 1.13 -0.07
07-Feb Wk. Ago Mth. Ago
Call Rate 6.48% 6.38% 6.38% 5.88%
T-Repo 6.47% 6.34% 6.34% --
Repo 6.25% 6.50% 6.50% 6.00%
Reverse Repo 6.00% 6.25% 6.25% 5.75%
91 Day T-Bill 6.29% 6.50% 6.60% 6.40%
364 Day T-Bill 6.60% 6.73% 6.88% 6.58%
10 Year Gilt 7.50% 7.48% 7.51% 7.53%
G-Sec Vol. (Rs.Cr) 67344 35641 38657 38287
Currency Market Update
FBIL MIBOR* 6.48% 6.50% 6.50% 6.00%
3 Month CP Rate 7.45% 7.60% 7.80% 7.79%
5 Year Corp Bond 8.47% 8.41% 8.41% 8.09%
1 Month CD Rate 6.58% 6.57% 6.69% 6.25%
3 Month CD Rate 6.97% 7.27% 7.24% 7.24%
1 Year CD Rate 8.19% 8.05% 8.18% 7.52%
Commodity Market Update
Currency 07-Feb Prev_Day
USD/INR 71.47 71.57 -0.10
GBP/INR 92.45 92.69 -0.24
EURO/INR 81.20 81.55 -0.34
JPY/INR 0.65 0.65 0.00
Commodity 07-Feb Wk Ago Mth. Ago
NYMEX Crude($/bl) 52.63 53.79 48.22 61.89
Brent Crude($/bl) 61.10 62.90 56.69 65.48
Gold( $/oz) 1310 1321 1289 1318
Gold(Rs./10 gm) 33000 33209 31764 30182
Source: Thomson Reuters Eikon
*As on Feb 6, 2019
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Derivative Statistics- Nifty Options
• Nifty Feb 2019 Futures were at 11,093.80, a premium of 24.40 points,
over the spot closing of 11,069.40. The turnover on NSE’s Futures and
Options segment rose to Rs. 17,97,505.44 crore on Feb 7, 2019,
compared with Rs. 6,50,160.10 crore on Feb 6, 2019.
• The Put-Call ratio stood at 0.84 compared with the previous session’s
close of 0.93.
• The Nifty Put-Call ratio stood at 1.78 compared with the previous
session’s close of 1.82.
• Open interest on Nifty Futures stood at 23.06 million as against the
previous session’s close at 22.89 million.
• Bond yields saw a steep decline after the Monetary Policy Committee
surprised market participants by trimming the key policy interest rate by
25 basis points to 6.25%. The committee anticipates inflation to be
below target in the next year despite the expansionary fiscal stance.
• Yield on the 10-year benchmark paper (7.17% GS 2028) declined 7 bps
to close at 7.50% as compared with 7.57% in the previous session after
trading in the range of 7.47% to 7.59%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 12,211 crore (gross) on Feb 7, 2019, compared
with Rs. 5,428 crore (gross) as on Feb 6, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 5,188
crore on Feb 6, 2019.
• The Indian rupee appreciated against the greenback following the
Monetary Policy Committee’s unexpected policy rate cut by 25 basis
points to 6.25%. The rupee closed at 71.45 a dollar, up 0.14% compared
with the previous close of 71.55.
• The euro moved down after the European Commission sharply
lowered the economic growth forecast of the eurozone. The euro was
last seen trading at 1.1330 a dollar, down 0.26% compared with the
previous close of 1.1360.
• Gold prices were subdued following the U.S. Federal Reserve
Chairman’s optimistic assessment of the economy, which lifted the
• Brent crude prices plunged on reports of increasing crude inventory
and record U.S. output.
• A report from the Commerce Department showed that U.S. trade
deficit narrowed to $49.3 billion in Nov 2018 as against a revised deficit
of $55.7 billion ($55.5 billion originally reported) in Oct 2018. The trade
deficit narrowed more than market expectations following a steep
decline in the value of imports that plunged 2.9% in Nov. Meanwhile,
value of exports fell 0.6% in Nov.
• According to a preliminary report from the Federal Statistical Office,
Germany’s industrial production fell 0.4% MoM (calendar and seasonally
adjusted) in Dec 2018 as against a revised decline of 1.3% (1.9% decline
originally reported) in Nov 2018. This marked the fourth consecutive
monthly decline owing to slump in construction.