FII Derivative Trade Statistics 01-Nov
(Rs Cr) Buy
Index Futures 5758.74 5021.72 27078.51
Index Options 145890.83 145952.61 59265.28
Stock Futures 19516.94 18344.60 81924.12
Stock Options 7405.77 7308.55 5931.68
Total 178572.28 176627.48 174199.59
01-Nov Prev_Day
Put Call Ratio (OI) 1.56 1.53 0.02
Indian Debt Market
Put Call Ratio(Vol) 0.93 0.95 -0.02
01-Nov Wk. Ago Mth. Ago
Call Rate 6.41% 6.50% 6.37% 5.87%
CBLO 6.32% 6.50% 5.94% 5.88%
Repo 6.50% 6.50% 6.50% 6.00%
Reverse Repo 6.25% 6.25% 6.25% 5.75%
91 Day T-Bill 6.91% 6.94% 6.90% 6.10%
364 Day T-Bill 7.45% 7.42% 7.60% 6.20%
10 Year Gilt 7.82% 7.87% 7.99% 6.89%
G-Sec Vol. (Rs.Cr) 32592 32817 34997 33317
Currency Market Update
FBIL MIBOR 6.59% 6.60% 6.50% 6.00%
3 Month CP Rate 8.65% 8.35% 8.00% 6.78%
5 Year Corp Bond 8.76% 8.82% 8.94% 7.57%
1 Month CD Rate 7.10% 7.12% 6.78% 6.08%
3 Month CD Rate 7.47% 8.39% 7.46% 6.21%
1 Year CD Rate 8.36% 8.34% 8.35% 6.57%
Commodity Market Update
Currency 01-Nov Prev_Day
USD/INR 73.83 73.99 -0.16
GBP/INR 94.82 94.10 0.72
EURO/INR 83.73 83.93 -0.20
International News
JPY/INR 0.65 0.65 0.00
Commodity 01-Nov Wk Ago Mth. Ago
NYMEX Crude($/bl) 63.62 67.15 75.32 54.27
Brent Crude($/bl) 70.54 78.19 85.33 61.42
Gold( $/oz) 1233 1232 1188 1274
Gold(Rs./10 gm) 31697 31736 30499 29264
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Bond yield eased as crude oil prices plunged and rupee strengthened.
The security purchase by the central bank under open market operation
also lifted the market sentiment.
• Yield on the 10-year benchmark paper (7.17% GS 2028) decreased 3
bps to 7.82% compared with the previous close of 7.85% after trading in
the range of 7.82% to 7.84%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,871 crore (gross) on Nov 1 compared with a
borrowing of Rs. 3,976 crore (gross) on Oct 31. Sale of securities under
the Reserve Bank of India’s (RBI) reverse repo window stood at Rs.
29,142 crore on Oct 31.
• Banks borrowed Rs. 405 crore under the central bank’s Marginal
Standing Facility on Oct 31 compared with no borrowing on Oct 30.
• According to report from IHS Markit and Chartered Institute of
Procurement & Supply, U.K’s manufacturing Purchasing Managers' Index
fell to 51.1 in Oct 2018 from revised score of 53.6 in Sep 2018. This
marked the slowest pace over a period of more than two years. New
orders fell in Oct following lower new work from overseas and softer
growth of domestic demand.
• A report from the Nationwide Building Society showed that U.K. house
price index grew 1.6% YoY as against an increase of 2% in Sep 2018. This
marked the slowest increase since May 2013.
• Nifty Nov 2018 Futures settled at 10,413.45, a premium of 33.00 points,
above the spot closing of 10,380.45. The turnover on NSE’s Futures and
Options segment increased to Rs. 18,17,981.83 on Nov 1 compared with
Rs. 10,53,926.14 on Oct 31.
• The Put-Call ratio stood at 0.89 compared with previous close of 0.88.
• The Nifty Put-Call ratio stood at 1.53 compared with previous close of
1.56.
• India VIX declined 2.90% to 19.2225 from 20.1300 in previous trading
session.
• Open interest on Nifty Futures stood at 23.97 million as against
previous close at 23.98 million.
• The Indian rupee appreciated against the greenback as crude oil price
declined below the $75 a barrel mark. The improvement in euro and
pound weakened dollar and lifted investors’ risk-taking appetite, which
lifted the local currency. The rupee closed at 73.45 a dollar, up 0.68%
compared with the previous close of 73.95.
• The euro moved up against dollar with the rise in investors’ risk-taking
appetite at the start of the month. The euro was last seen trading at
1.1399 a dollar, up 0.79% compared with the previous close of 1.1310.
• Gold prices edged up against the greenback as the latter weakened
following reports of development in Brexit negotiations.
• Brent Crude prices lowered with signs of increasing supplies and strong
inventory build. U.S. crude stockpile improved 3.22 million barrels in the
week of Oct 26.