FII Derivative Trade Statistics 07-Jan
(Rs Cr) Buy
Index Futures 2873.56 3224.64 29036.64
Index Options 87925.33 88587.35 48356.81
Stock Futures 12590.23 12444.93 80762.53
Stock Options 6116.74 5985.24 6160.94
Total 109505.86 110242.16 164316.92
Put Call Ratio (OI) 1.36 1.34 0.02
Indian Debt Market
Put Call Ratio(Vol) 0.80 0.76 0.04
07-Jan Wk. Ago Mth. Ago
Call Rate 6.38% 6.53% 6.41% 5.88%
T-Repo 6.34% 6.35% 6.44% --
Repo 6.50% 6.50% 6.50% 6.00%
Reverse Repo 6.25% 6.25% 6.25% 5.75%
91 Day T-Bill 6.60% 6.60% 6.67% 6.13%
364 Day T-Bill 6.88% 6.92% 7.01% 6.47%
10 Year Gilt 7.51% 7.37% 7.46% 7.17%
G-Sec Vol. (Rs.Cr) 38657 32827 39650 52738
Currency Market Update
FBIL MIBOR* 6.46% 6.73% 6.48% 5.98%
3 Month CP Rate 7.80% 7.20% 7.35% 7.24%
5 Year Corp Bond 8.44% 8.25% 8.37% 7.95%
1 Month CD Rate 6.69% 6.99% 6.68% 6.20%
3 Month CD Rate 7.24% 6.90% 7.23% 6.77%
1 Year CD Rate 8.18% 7.96% 8.17% 7.10%
Commodity Market Update
Currency 07-Jan Prev_Day
USD/INR 69.48 69.87 -0.38
GBP/INR 88.59 88.26 0.33
EURO/INR 79.39 79.57 -0.18
JPY/INR 0.64 0.65 0.00
Commodity 07-Jan Wk Ago Mth. Ago
NYMEX Crude($/bl) 48.22 45.10 52.71 61.44
Brent Crude($/bl) 56.69 50.51 61.73 68.50
Gold( $/oz) 1289 1283 1248 1320
Gold(Rs./10 gm) 31764 31566 31050 29443
Source: Thomson Reuters Eikon
*As on 04-01-19
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Derivative Statistics- Nifty Options
• Nifty Jan 2019 Futures were at 10,803.45, a premium of 26.85 points,
over the spot closing of 10,776.60. The turnover on NSE’s Futures and
Options segment declined to Rs. 5,40,742.44 crore on Jan
• The Nifty Put-Call ratio stood at 1.36 compared with the previous
session’s close of 1.34.
• India VIX increased 0.13% to 16.1850 compared with 16.1625 at the
previous trading session.
• Open interest on Nifty Futures stood at 26.26 million as against the
previous session’s close at 26.43 million.
• Bond yields continued to rise on concerns over rising fiscal deficit amid
increasing crude oil prices and an uptick in U.S. yield.
• Yield on the 10-year benchmark paper (7.17% GS 2028) increased 6 bps
to close at 7.51% as compared with 7.45% in the previous session after
trading in the range of 7.43% to 7.52%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 5,012 crore (gross) on Jan 7, 2019 compared
with a borrowing of Rs. 3,082 crore (gross) on Jan 4, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window stood
at Rs. 25,540 crore on Jan 4, 2019.
• Banks borrowed Rs. 310 crore under the central bank’s Marginal
Standing Facility on Jan 4, 2019 compared with no borrowing on Jan 3,
• The Indian rupee continued to gain from dollar weakness as the latter
reels under the pressure of the Federal Reserve’s policy stance on
interest rate hikes. The rupee closed at 69.68 a dollar, up 0.06%
compared with the previous close of 69.72.
• The euro continued to surge on dollar weakness with rising
speculations on the slowing pace of interest rate hikes in 2019. The euro
was last seen trading at 1.1437 a dollar, up 0.39% compared with the
previous close of 1.1393.
• Gold prices rises on dollar weakness amid Federal Reserve’s monetary
policy that indicates slowdown in pace of interest rate hikes in 2019.
• Brent crude prices edged higher on alleviating global growth worries
and easing concerns regarding the demand outlook for oil.
• According to data from Sentix, eurozone’s investor confidence index
fell for fifth consecutive month to -1.5 for Jan 2019 from -0.3 for Dec
2018. The decline was however less severe than expected.
• According to a preliminary data from Destatis, Germany’s retail sales
rose 1.4% MoM in Nov 2018 as against 0.1% rise in Oct 2018. On yearly
basis, retail sales grew 1.1% in Nov following 5.2% rise in Oct.
• According to preliminary data from Destatis, Germany’s factory orders
decreased for the first time in four months by 1% MoM on Nov 2018 as
against 0.2% rise in Oct 2018. Orders for manufacture of intermediate
goods and consumer goods decreased 4.4% and 3.2%, respectively, while
increased 1.4% for capital goods in Nov.