FII Derivative Trade Statistics 10-May
(Rs Cr) Buy
Index Futures 3244.57 5312.93 19968.20
Index Options 358547.32 356500.44 57132.65
Stock Futures 10676.94 11628.71 83419.33
Stock Options 4140.01 4299.99 6263.62
Total 376608.84 377742.07 166783.80
Put Call Ratio (OI) 1.30 1.02 0.28
Indian Debt Market
Put Call Ratio(Vol) 0.88 0.78 0.10
10-May Wk. Ago Mth. Ago
Call Rate 5.95% 6.03% 5.99% 5.89%
T-Repo 5.96% 5.83% 5.94% NA
Repo 6.00% 6.00% 6.00% 6.00%
Reverse Repo 5.75% 5.75% 5.75% 5.75%
91 Day T-Bill 6.43% 6.44% 6.27% 6.26%
364 Day T-Bill 6.50% 6.51% 6.39% 6.64%
10 Year Gilt 7.41% 7.39% 7.37% 7.72%
G-Sec Vol. (Rs.Cr) 25102 29579 34345 14375
Currency Market Update
FBIL MIBOR 6.07% 6.21% 6.05% 6.05%
3 Month CP Rate 7.70% 7.70% 6.95% 7.95%
5 Year Corp Bond 8.54% 8.48% 8.46% 8.49%
1 Month CD Rate 6.78% 7.03% 6.73% 6.68%
3 Month CD Rate 7.29% 7.23% 6.82% 7.10%
1 Year CD Rate 7.63% 7.64% 7.25% 7.94%
Commodity Market Update
Currency 10-May Prev_Day
USD/INR 69.92 69.87 0.05
GBP/INR 90.93 90.99 -0.06
EURO/INR 78.49 78.25 0.24
JPY/INR 0.64 0.64 0.00
Commodity 10-May Wk Ago Mth. Ago
NYMEX Crude($/bl) 61.60 61.93 64.57 71.31
Brent Crude($/bl) 72.07 72.09 72.27 78.58
Gold( $/oz) 1286 1279 1308 1321
Gold(Rs./10 gm) 31751 31220 31907 31261
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty May 2019 Futures were at 11,307.20, a premium of 28.30 points,
above the spot closing of 11,278.90. The turnover on NSE’s Futures and
Options segment declined to Rs. 6,73,089.52 crore on May 10, 2019,
compared with Rs. 21,48,919.95 crore on May 9, 2019.
• The Put-Call ratio stood at 0.87 compared with the previous session’s
close of 0.71.
• The Nifty Put-Call ratio stood at 1.30 compared with the previous
session’s close of 1.02.
• Open interest on Nifty Futures stood at 18.25 million as against the
previous session’s close at 19.22 million.
• Bond yields rose with surge in crude oil prices, which raised inflationary
concerns. Besides, market participants are awaiting the outcome of the
two-day trade discussion between U.S. and China to take further cues.
• Yield on the 10-year benchmark paper (7.26% GS 2029) rose 1 bps to
7.41% compared with the previous session’s close of 7.40% after trading
in a range of 7.40% to 7.43%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 5,621 crore (gross) on May 10, 2019, compared
with Rs. 16,461 crore (gross) as on May 9, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 12,447
crore on May 9, 2019.
• Banks borrowed Rs. 385 crore under the central bank’s Marginal
Standing Facility on May 9, 2019 compared with borrowings of Rs. 50
crore on May 8, 2019.
• The Indian rupee was marginally higher against the greenback on likely
inflows from corporates. The rupee closed at 69.91 a dollar, up 0.04%
compared with the previous close of 69.94.
• The euro moved up against the greenback on anticipation that the U.S.
Federal Reserve may resort to a rate cut following the economy’s
escalated trade conflict with China. The euro was last seen trading at
1.1228, up 0.07% compared with the previous close of 1.1220.
• Gold prices were steady to marginally higher as investors await the
outcome of the two-day trade discussion between U.S. and China at
• Brent crude prices surged on optimism over U.S-China trade talks.
• A Commerce Department report showed an unexpectedly modest
decrease in U.S. wholesale inventories in Mar 2019. Wholesale
inventories went down 0.1% in Mar after climbing 0.4% in Feb 2019. The
slight drop in wholesale inventories came as inventories of non-durable
goods slid 0.6%.
• A Labor Department report showed first-time claims for U.S.
unemployment benefits pulled back by less than expected in the week
ended May 4, 2019. The report said initial jobless claims dipped to
228,000, a decrease of 2,000 from the previous week's 230,000.
Meanwhile, the Labor Department said the less volatile four-week moving
average rose to 220,250, an increase of 7,750 from the previous week's
unrevised average of 212,500.