FII Derivative Trade Statistics 30-May
(Rs Cr) Buy
Index Futures 8829.11 9165.17 26239.33
Index Options 111231.78 110036.48 75759.43
Stock Futures 29073.95 28667.43 86673.22
Stock Options 10093.83 10174.77 10742.11
Total 159228.67 158043.85 199414.09
Put Call Ratio (OI) 1.39 1.40 -0.01
Indian Debt Market
Put Call Ratio(Vol) 0.87 1.01 -0.14
30-May Wk. Ago Mth. Ago
Call Rate 5.90% 5.97% 6.02% 6.02%
CBLO 5.84% 6.01% 5.53% 6.06%
Repo 6.00% 6.00% 6.00% 6.25%
Reverse Repo 5.75% 5.75% 5.75% 6.00%
91 Day T-Bill 6.40% 6.35% 6.19% 6.26%
364 Day T-Bill 6.90% 6.82% 6.45% 6.43%
10 Year Gilt 7.78% 7.85% 7.77% 6.66%
G-Sec Vol. (Rs.Cr) 23584 21519 23708 20187
Currency Market Update
FBIL MIBOR 5.99% 6.10% 6.00% 6.25%
3 Month CP Rate 7.90% 8.40% 7.40% 6.70%
5 Year Corp Bond 8.63% 8.65% 8.45% 7.42%
1 Month CD Rate 6.82% 6.83% 6.69% 6.21%
3 Month CD Rate 7.33% 7.84% 7.07% 6.40%
1 Year CD Rate 8.25% 8.25% 7.71% 6.84%
Commodity Market Update
Currency 30-May Prev_Day
USD/INR 67.63 67.82 -0.19
GBP/INR 89.70 90.17 -0.46
EURO/INR 78.20 78.70 -0.50
JPY/INR 0.62 0.62 0.00
Commodity 30-May Wk Ago Mth. Ago
NYMEX Crude($/bl) 68.24 71.80 68.51 49.58
Brent Crude($/bl) 76.18 79.68 76.66 50.29
Gold( $/oz) 1301 1293 1315 1263
Gold(Rs./10 gm) 30924 31176 31033 28849
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty May 2018 Futures were at 10604.5 points, a discount of 9.85
points, below the spot closing of 10,614.35. Turnover on NSE’s Futures
and Options segment went up to Rs. 13,59,131.65 crore on May 30 from
Rs. 10,00,152.35 crore on May 29.
• The Put-Call ratio stood at 0.84 against previous session’s close of 0.95.
• The Nifty Put-Call ratio stood at 1.39 against the previous session’s
close of 1.40.
• Open interest on Nifty Futures stood at 28.13 million as against the
previous session’s close of 27.06 million.
• Bond yields rose as market participants remained on the sidelines and
awaited the outcome of the second bi-monthly monetary policy review
due Jun 6, 2018. Market activity also remained subdued as banks were
observing a two-day strike starting May 30.
• Yield on the 10-year benchmark paper (7.17% GS 2028) rose 2 bps to
close at 7.78% from the previous close of 7.76%. During the session,
bond yields traded in the range of 7.72% and 7.78%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,618 crore (gross) on May 30 compared with
May 29 when banks borrowed the same amount. Sale of securities
under RBI’s reverse repo window stood at Rs. 23,017 crore on May 29.
• Banks did not borrow under the central bank’s Marginal Standing
Facility on May 29 as well as May 28.
• The Indian rupee rose against the greenback because of selling of the
greenback by corporates and exporters. The rupee rose 0.64% to close
at 67.43 per dollar from the previous close of 67.86 per dollar.
• The euro rose against the greenback on reports that Italy's biggest
party would make a renewed attempt to form a coalition government to
bring an end to months of political turmoil. Euro rose 0.82% and was
trading at $1.1633, up from the previous close of 1.1538.
• Gold prices inched down ahead of the release of U.S. inflation data,
scheduled later during the week.
• Brent crude prices recouped from around three-week lows seen in the
previous trading session as investors became optimist ahead of the
weekly crude oil production data.
• The Organization for Economic Cooperation & Development (OECD)
expects the global economy to grow 3.8% in 2018 and 3.9% in 2019 as
against its previous expectation of 3.9% for 2018 as well as 2019. The
think tank stated that global economy is witnessing stronger growth
supported by a rebound in trade, higher investment and buoyant job
creation. However, it focused on significant risks owing to trade
tensions, weaknesses in financial market and rising oil prices that are
impacting the global economy.
• According to data from Destatis, Germany's unemployment rate fell
3.4% in Apr 2018 from 3.5% in Mar 2018 and 3.8% in Apr 2017. The
number of unemployed decreased by 20,000 from the previous month
to 1.47 million.