FII Derivative Trade Statistics
Index Futures 2572.15 2144.09 13752.72
Index Options 115872.12 114440.36 49601.53
Stock Futures 14731.26 13636.13 89185.71
Stock Options 4144.21 4185.23 2959.59
Total 137319.74 134405.81 155499.55
04-Nov Prev_Day
Put Call Ratio (OI) 1.47 1.41 0.06
Put Call Ratio(Vol) 1.03 1.03 0.00
04-Nov Wk. Ago Mth. Ago
Call Rate 5.03% 5.10% 5.19% 6.41%
T-Repo 4.84% 4.89% 4.81% NA
Repo 5.15% 5.15% 5.15% 6.50%
Reverse Repo 4.90% 4.90% 4.90% 6.25%
91 Day T-Bill 5.05% 5.00% 5.18% 6.90%
364 Day T-Bill 5.15% 5.26% 5.40% 7.42%
10 Year Gilt 6.48% 6.50% 6.46% 7.78%
G-Sec Vol. (Rs.Cr) 16949 20088 64959 52876
FBIL MIBOR* 5.25% 5.25% 5.45% 6.59%
3 Month CP Rate 5.45% 5.65% 6.05% 8.60%
5 Year Corp Bond 7.45% 7.50% 7.38% 8.65%
1 Month CD Rate 5.28% 4.88% 5.24% 6.97%
3 Month CD Rate 5.34% 5.42% 5.41% 7.56%
1 Year CD Rate 5.93% 5.87% 6.23% 8.34%
Currency 04-Nov Prev_Day
USD/INR 70.68 70.88 -0.20
GBP/INR 91.42 91.85 -0.43
EURO/INR 78.93 79.12 -0.19
JPY/INR 0.65 0.66 0.00
Commodity 04-Nov Wk Ago Mth. Ago
56.28 55.55 52.79 63.07
Brent Crude($/bl) 62.46 60.13 60.02 70.20
Gold( $/oz) 1509 1492 1504 1232
Gold(Rs./10 gm) 38692 38630 38151 31565
Source: Thomson Reuters Eikon *As on previous trading day
Mutual Fund Investments are subject to market risks, read all scheme related documents carefully.
Derivative Statistics- Nifty Options
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• Nifty Nov 2019 Futures stood at 11,979.70, a premium of 38.40 points above
the spot closing of 11,941.30. The turnover on NSE’s Futures and Options
segment rose to Rs. 8,17,067.63 crore on November 04, 2019, compared with
Rs. 6,19,198.85 crore on November 01, 2019.
• The Put-Call ratio stood at 0.94 compared with the previous session’s close of
0.9.
• The Nifty Put-Call ratio stood at 1.44 compared with the previous session’s
close of 1.41.
• Open interest on Nifty Futures stood at 15.34 million, compared with the
previous session’s close of 15.2 million.
• Bond yields increased as market participants resorted to profit booking
following ambiguity over bond purchases under open market operation.
• Yield on the new 10-year benchmark paper (6.45% GS 2029) rose 3 bps to
close at 6.48% compared with the previous close of 6.45% after trading in a
range of 6.45% to 6.48%.
• Yield on the old 10-year benchmark paper (7.26% GS 2029) increased 3 bps to
close at 6.69% compared with the previous close of 6.66% after trading in a
range of 6.66% to 6.69%.
• Banks borrowings under the repo window of the Liquidity Adjustment Facility
(LAF) stood at Rs. 4,052 crore (gross) on Nov 4, 2019 compared with
borrowings of Rs. 3,552 crore (gross) on Nov 1, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 18,338 crore on
Nov 1, 2019.
• Banks borrowed Rs. 4,030 crore under the central bank’s Marginal Standing
Facility on Nov 1, 2019 compared with borrowings of Rs. 5,100 crore on Oct 31,
2019.
• The Indian rupee inched up against the greenback as the investor risk
sentiment improved amid progress in the trade talks between U.S. and China.
The rupee rose 0.06% to close at Rs. 70.77 per dollar compared with the
previous close of Rs. 70.81.
• Euro fell against the greenback as the latter strengthened after the U.S.
nonfarm payroll report for Oct 2019 came better than market expectations.
Euro was trading at $1.1126, down 0.35% compared with the previous close of
$1.1165.
• Gold prices fell as market participants turned optimistic over the ongoing
trade talks between U.S. and China.
• Brent crude prices surged on growing expectations of a U.S -China trade deal.
However, further gains were capped after euro zone factory activity contracted
sharply in Oct 2019.
• Data from the U.S. Commerce Department showed that U.S. construction
spending grew more than expected in Sep 2019. Construction spending grew
0.5% to an annual rate of $1.294 trillion in Sep 2019 after falling by 0.3% (0.1%
uptick originally reported) to a revised rate of $1.287 trillion in Aug 2019.
• Final data from IHS Markit showed that the manufacturing sector of the euro
zone economy contracted less than expected in Oct 2019. The factory
Purchasing Managers' Index (PMI) stood at 45.9 in Oct 2019 as compared to
45.7 in Sep 2019. The manufacturing PMI for Germany stood at 42.1 in Oct
2019 as compared to 41.7 in Sep 2019. The manufacturing PMI for Italy fell to
47.7 in Oct 2019 from 47.8 in Sep 2019. The manufacturing PMI for Spain fell to
46.8 in Oct 2019 from 47.7 in Sep 2019. However, the manufacturing PMI for
France improved to 50.7 in Oct 2019 from 50.1 in Sep 2019.