FII Derivative Trade Statistics
Index Futures 4810.61 4016.75 12216.06
Index Options 383265.98 378682.80 53802.52
Stock Futures 13876.94 12641.59 91659.37
Stock Options 5334.49 5310.23 5207.01
Total 407288.02 400651.37 162884.96
18-Oct Prev_Day
Put Call Ratio (OI) 1.44 1.58 -0.15
Put Call Ratio(Vol) 0.92 1.03 -0.12
18-Oct Wk. Ago Mth. Ago
Call Rate 5.10% 5.04% 5.36% 6.58%
T-Repo 4.90% 4.58% 5.30% NA
Repo 5.15% 5.15% 5.40% 6.50%
Reverse Repo 4.90% 4.90% 5.15% 6.25%
91 Day T-Bill 5.05% 5.15% 5.26% 6.93%
364 Day T-Bill 5.25% 5.38% 5.60% 7.47%
10 Year Gilt 6.70% 6.73% 6.62% 7.91%
G-Sec Vol. (Rs.Cr) 24960 36469 50530 22510
FBIL MIBOR* 5.25% 5.20% 5.45% 6.60%
3 Month CP Rate 5.80% 6.00% 5.70% 7.90%
5 Year Corp Bond 7.55% 7.59% 7.54% 8.84%
1 Month CD Rate 4.94% 5.00% 5.35% 6.99%
3 Month CD Rate 5.67% 5.31% 5.63% 8.23%
1 Year CD Rate 5.86% 6.21% 6.41% 8.38%
Currency 18-Oct Prev_Day
USD/INR 71.20 71.41 -0.21
GBP/INR 91.52 91.11 0.41
EURO/INR 79.19 79.06 0.13
JPY/INR 0.66 0.66 0.00
Commodity 21-Oct Wk Ago Mth. Ago
53.23 53.52 57.87 69.11
Brent Crude($/bl) 59.79 59.45 66.12 81.17
Gold( $/oz) 1484 1493 1517 1226
Gold(Rs./10 gm)^ 38241 38154 37542 31722
Source: Thomson Reuters Eikon *As on previous trading day
Disclaimer:
^As on 18-Oct-19
Mutual Fund Investments are subject to market risks, read all scheme related documents carefully.
Derivative Statistics- Nifty Options
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• Nifty Oct 2019 Futures stood at 11,670.00, a premium of 8.15 points above
the spot closing of 11,661.85. The turnover on NSE’s Futures and Options
segment fell to Rs. 7,45,110.04 crore on October 18, 2019, compared with Rs.
26,50,662.03 crore on October 17, 2019.
• The Put-Call ratio stood at 0.81 compared with the previous session’s close of
0.77.
• The Nifty Put-Call ratio stood at 1.44 compared with the previous session’s
close of 1.58.
• Open interest on Nifty Futures stood at 15.3 million, compared with the
previous session’s close of 15.65 million.
• Bond yields went down on speculations of additional policy rate cuts in the
next monetary policy meeting. However, further fall in yield was restricted by
concerns over a fiscal slippage.
• Yield on the 10-year benchmark paper (7.26% GS 2029) dropped 1 bps to
6.70% compared with the previous close of 6.71% after trading in a range of
6.69% to 6.71%.
• Banks borrowings under the repo window of the Liquidity Adjustment Facility
(LAF) stood at Rs. 3,832 crore (gross) on Oct 18, 2019 compared with
borrowings of Rs. 3,812 crore (gross) on Oct 17, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 37,676 crore on
Oct 17, 2019.
• Banks borrowed Rs. 5,275 crore under the central bank’s Marginal Standing
Facility on Oct 17, 2019 compared with borrowings of Rs. 4,401 crore on Oct
16, 2019.
• The Indian rupee was little changed against the U.S. dollar as market
participants remained on the sidelines ahead of the U.K. parliament acceptance
on the Brexit deal. The rupee rose 0.03% to close at Rs. 71.14 per dollar
compared with the previous close of Rs. 71.16.
• Euro was almost unchanged against the greenback due to renewed
uncertainty over Brexit after the U.K. Prime Minister was denied a
parliamentary vote on his Brexit deal. Euro was trading at $1.1149, up 0.01%
compared with the previous close of $1.1148.
• Gold prices fell as the investor risk appetite improved on hopes for a
resolution to the protracted U.S.-China trade war.
• Brent crude prices fell as the demand outlook of the commodity dampened
amid concerns of a slowdown in global growth.
• A Federal Reserve report showed a bigger than expected drop in industrial
production in U.S. in Sep 2019. The Fed said industrial production fell 0.4% in
Sep after climbing 0.8% in Aug 2019.
• Data from the National Bureau of Statistics showed China’s gross domestic
product expanded 6% YoY in the third quarter after rising 6.2% in the second
quarter. This was the slowest growth since 1992 and below expectations.
• Japan's government has lowered its economic assessment as exports are
expected to remain weak for a longer period. The cabinet office repeated that
the economy is recovering at a moderate pace but said the "weakness lasting
longer mainly in exports."