FII Derivative Trade Statistics 10-Jan
(Rs Cr) Buy
Index Futures 3809.87 3349.39 31476.85
Index Options 129123.93 127874.85 54781.09
Stock Futures 12377.69 12744.15 82898.30
Stock Options 7125.50 7089.91 7282.46
Total 152436.99 151058.30 176438.70
Put Call Ratio (OI) 1.46 1.43 0.03
Indian Debt Market
Put Call Ratio(Vol) 0.95 1.01 -0.07
10-Jan Wk. Ago Mth. Ago
Call Rate 6.36% 6.31% 6.42% 5.89%
T-Repo 6.45% 6.24% 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 6.62% 6.61% 6.67% 6.32%
364 Day T-Bill 6.85% 6.87% 7.06% 6.49%
10 Year Gilt 7.48% 7.43% 7.59% 7.26%
G-Sec Vol. (Rs.Cr) 35611 37998 34033 35340
Currency Market Update
FBIL MIBOR* 6.55% 6.50% 6.50% 6.00%
3 Month CP Rate 7.70% 7.85% 7.35% 7.34%
5 Year Corp Bond 8.37% 8.33% 8.48% 8.05%
1 Month CD Rate 6.61% 6.80% 7.01% 6.24%
3 Month CD Rate 6.64% 7.37% 7.12% 6.75%
1 Year CD Rate 7.77% 8.23% 8.24% 7.08%
Commodity Market Update
Currency 10-Jan Prev_Day
USD/INR 70.51 70.44 0.07
GBP/INR 90.17 89.72 0.44
EURO/INR 81.49 80.71 0.78
JPY/INR 0.65 0.65 0.01
Commodity 10-Jan Wk Ago Mth. Ago
NYMEX Crude($/bl) 52.37 46.87 51.02 63.55
Brent Crude($/bl) 60.31 53.12 60.31 70.61
Gold( $/oz) 1286 1294 1245 1317
Gold(Rs./10 gm) 32116 31883 31423 29563
Source: Thomson Reuters Eikon
*As on Jan 9, 2019
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Derivative Statistics- Nifty Options
• Nifty Jan 2019 Futures were at 10,857.75, a premium of 36.15 points,
over the spot closing of 10,821.60. The turnover on NSE’s Futures and
Options segment rose to Rs. 16,55,517.69 crore on Jan 10, 2019,
compared with Rs. 11,17,242.10 crore on Jan 9, 2019.
• The Put-Call ratio stood at 0.79 compared with previous close of 0.96.
• The Nifty Put-Call ratio stood at 1.46 compared with previous close of
• India VIX decreased 0.13% to 15.2900 compared with 15.2700 at the
previous trading session.
• Open interest on Nifty Futures stood at 26.43 million as against the
previous close at 26.62 million.
• Bond yield continued to rise tracking the rise in crude oil prices, which
dampened the market sentiment. This heightened concerns over foreign
fund outflow, particularly amid worries of widening current account
• Yield on the 10-year benchmark paper (7.17% GS 2028) increased 1 bps
to close at 7.48% as compared with 7.47% in the previous session after
trading in the range of 7.46% to 7.52%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,311 crore (gross) on Jan 10, 2019 compared
with a borrowing of Rs. 5,401 crore (gross) on Jan 9, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window stood
at Rs. 6,349 crore on Jan 9, 2019.
• Banks borrowed Rs. 450 crore under the central bank’s Marginal
Standing Facility on Jan 9, 2019 compared with borrowing of Rs. 1,700
crore on Jan 8, 2019.
• The Indian rupee rose against the greenback following dollar sales by
exporters. However, the local unit’s upside was limited by the continuous
surge in global crude oil prices amid worries of widening current account
deficit. The rupee closed at 70.41, up 0.07% compared with the previous
close of 70.46.
• The euro stood strong against the greenback following the U.S. Fed's
cautious stance on interest rate hikes. This reduced the safe-haven
appeal of dollar, making market participants buy euro. The euro was last
seen trading at 1.1526.
• Gold prices strengthened on dollar weakness amid concerns over the
U.S. government shutdown.
• Brent crude prices extended gains amid ongoing negotiations between
U.S. and China to improve trade relations.
• According to the latest minutes of U.S. Federal Reserve’s policy
meeting, the central bank will take a patient approach to further rate
hikes. The central bank had raised interest rate by quarter point
however, showed volatility in financial markets and increased concerns
about global economic growth.
• According to preliminary data from INSEE, industrial production in
France fell 1.3% in Nov 2018 as against increase of 1.3% in the previous
• According to the National Bureau of Statistics, consumer price inflation
in China came in at 1.9% YoY in Dec 2018 as against 2.2% in Nov 2018.
The producer prices of the country rose 0.9% YoY following 2.7%
increase in the previous month.