FII Derivative Trade Statistics 03-Jan
(Rs Cr) Buy
Index Futures 3753.34 4570.43 26870.00
Index Options 142014.11 141933.40 43081.61
Stock Futures 12988.57 13959.07 79296.25
Stock Options 6368.68 6274.82 4486.31
Total 165124.70 166737.72 153734.17
Put Call Ratio (OI) 1.34 1.47 -0.14
Indian Debt Market
Put Call Ratio(Vol) 0.84 0.85 -0.01
03-Jan Wk. Ago Mth. Ago
Call Rate 6.31% 6.58% 6.33% 5.84%
T-Repo 6.24% 6.60% 6.25% --
Repo 6.50% 6.50% 6.50% 6.00%
Reverse Repo 6.25% 6.25% 6.25% 5.75%
91 Day T-Bill 6.61% 6.66% 6.70% 6.11%
364 Day T-Bill 6.87% 6.92% 7.19% 6.46%
10 Year Gilt 7.43% 7.28% 7.63% 7.32%
G-Sec Vol. (Rs.Cr) 37998 31874 40281 41316
Currency Market Update
FBIL MIBOR* 6.50% 6.65% 6.50% 5.99%
3 Month CP Rate 7.85% 7.25% 7.75% 7.23%
5 Year Corp Bond 8.35% 8.24% 8.53% 8.00%
1 Month CD Rate 6.80% 7.07% 6.69% 6.22%
3 Month CD Rate 7.37% 7.07% 7.27% 6.60%
1 Year CD Rate 8.23% 8.06% 8.48% 7.04%
Commodity Market Update
Currency 03-Jan Prev_Day
USD/INR 70.36 69.61 0.75
GBP/INR 88.28 88.83 -0.55
EURO/INR 79.92 79.96 -0.04
JPY/INR 0.66 0.64 0.02
Commodity 03-Jan Wk Ago Mth. Ago
NYMEX Crude($/bl) 46.87 44.43 52.93 61.56
Brent Crude($/bl) 53.12 51.43 60.01 68.24
Gold( $/oz) 1294 1275 1231 1313
Gold(Rs./10 gm) 31883 31513 30664 29434
Source: Thomson Reuters Eikon
* As on Jan-2-2019
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Derivative Statistics- Nifty Options
• Nifty Jan 2019 settled at 10,718.50, a premium of 46.25 points, over
the spot closing of 10,672.25. The turnover on NSE’s Futures and Options
segment rose to Rs. 18,81,982.17 crore on Jan 3, 2019, compared with
Rs. 5,67,285.76 crore on Jan 2.
• The Put-Call ratio stood at 0.75.
• The Nifty Put-Call ratio stood at 1.34 compared with the previous
session’s close of 1.47.
• India VIX increased 2.45% to 16.7900 compared with 16.3875 at the
previous trading session.
• Open interest on Nifty Futures stood at 26.15 million as against the
previous session’s close at 24.95 million.
• Bond yields rose on fears of widening fiscal deficit, which dampened
investor sentiment. The depreciation of rupee also triggered the yield to
• Yield on the 10-year benchmark paper (7.17% GS 2028) increased 8 bps
to close at 7.43% as compared with 7.35% in the previous session after
trading in the range of 7.38% to 7.43%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,661 crore (gross) on Jan 3, 2019 compared
with a borrowing of Rs. 3,401 crore (gross) on Jan 2, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window stood
at Rs. 39,348 crore on Jan 2, 2019.
• Banks borrowed Rs. 60 crore under the central bank’s Marginal
Standing Facility on Jan 2, 2019 compared with borrowing of Rs. 572
crore Jan 1, 2019.
• The Indian rupee was steady against the greenback as weak global cues
that weighed down on investors’ risk appetite were more than
compensated after foreign banks increased dollar sales. The rupee
closed at 70.15 a dollar, up 0.03% compared with the previous close of
• The euro edged higher as the greenback came under the pressure due
to concerns over U.S. economic growth and the Federal Reserve’s policy
stance on slowing the pace of interest rate hikes.
• Gold prices traded higher on signs of weak Chinese economy, concerns
over Brexit and U.S.-China trade dispute.
• Brent crude prices slumped on signs of weak Chinese economy and
disturbance in the global equity and currency markets.
• According to a report from the IHS Markit U.K. CIPS Purchasing
Managers' Index (PMI) fell to 52.8 in Dec 2018 from 53.4 in Nov 2018.
This marked the weakest growth in three months due to slower rise in
commercial work. New order growth was subdued in Dec 2018, thereby
resulting in softer output growth.
• A report from the IHS Markit showed that China’s headline Caixin
Factory PMI (seasonally adjusted) declined to 49.7 in Dec 2018 from 50.2
in Nov 2018. The total new work witnessed decline for the first time
since Jun 2016. Meanwhile, new export business fell for the ninth
consecutive month, though at a softer pace.