FII Derivative Trade Statistics 23-Oct
(Rs Cr) Buy
Index Futures 7962.52 7437.56 21527.84
Index Options 114330.74 113388.73 85240.07
Stock Futures 30749.93 30400.41 85008.72
Stock Options 9280.48 9125.34 9108.72
Total 162323.67 160352.04 200885.35
Put Call Ratio (OI) 1.04 1.10 -0.06
Indian Debt Market
Put Call Ratio(Vol) 0.80 0.90 -0.09
23-Oct Wk. Ago Mth. Ago
Call Rate 6.53% 6.54% 6.58% 5.85%
CBLO 6.48% 6.47% 6.42% 5.86%
Repo 6.50% 6.50% 6.50% 6.00%
Reverse Repo 6.25% 6.25% 6.25% 5.75%
91 Day T-Bill 6.93% 6.87% 7.08% 6.06%
364 Day T-Bill 7.45% 7.49% 7.58% 6.15%
10 Year Gilt 7.89% 7.87% 8.08% 6.80%
G-Sec Vol. (Rs.Cr) 33965 42832 39390 23079
Currency Market Update
FBIL MIBOR 6.60% 6.57% 6.65% 6.00%
3 Month CP Rate 8.20% 7.80% 8.05% 6.74%
5 Year Corp Bond 8.82% 8.80% 8.93% 7.51%
1 Month CD Rate 6.96% 6.88% 7.54% 6.06%
3 Month CD Rate 8.38% 7.46% 7.40% 6.19%
1 Year CD Rate 8.37% 8.41% 8.34% 6.57%
Commodity Market Update
Currency 23-Oct Prev_Day
USD/INR 73.78 73.30 0.48
GBP/INR 95.56 95.93 -0.37
EURO/INR 84.47 84.57 -0.10
JPY/INR 0.66 0.65 0.01
Commodity 23-Oct Wk Ago Mth. Ago
NYMEX Crude($/bl) 66.44 71.88 70.75 51.86
Brent Crude($/bl) 79.56 80.97 79.34 58.18
Gold( $/oz) 1230 1224 1199 1282
Gold(Rs./10 gm) 31909 31799 30697 29611
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty Oct 2018 Futures settled at 10,147.90, a premium of 1.10 points,
above the spot closing of 10,146.80. The turnover on NSE’s Futures and
Options segment increased to Rs. 9,82,011.81 on Oct 23 compared with
Rs. 8,71,268.00 on Oct 22.
• The Put-Call ratio stood at 0.78, compared with the previous session’s
close of 0.88.
• The Nifty Put-Call ratio stood at 1.04 compared with the previous
session’s close of 1.10.
• Open interest on Nifty Futures stood at 24.30 million as against the
previous session’s close at 22.61 million.
• Bond yield eased as rupee remained steady and crude oil prices
lowered. These factors reduced inflationary concerns to some extent
lifting market sentiments. Traders are now awaiting the announcement
of the next round of note purchases under open market operation.
• Yield on the 10-year benchmark paper (7.17% GS 2028) declined 4 bps
to 7.89% compared with the previous closing of 7.93% after trading in
the range of 7.88% to 7.94%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 6,546 crore (gross) on Oct 23 compared with a
borrowing of Rs. 18,768 crore (gross) on Oct 22. Sale of securities under
the Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 8,953
crore on Oct 22.
• Banks borrowed Rs. 30 crore under the central bank’s Marginal
Standing Facility on Oct 22 compared with no borrowing on Oct 21.
• The Indian rupee was nearly steady against the greenback following
the drop in crude oil price below the $80 a barrel mark. The rupee
closed at 73.57 a dollar compared with the previous close of 73.56.
• The euro improved against the greenback ahead of the European
Commission’s meeting to decide on the Italian budget. Brussels is
expected to reject the budget and demand changes in the spending
plan. The euro was last seen trading at 1.1475 a dollar, up 0.10%
compared with the previous close of 1.1463.
• Gold prices went up amid tumbling global stock market following the
escalating geopolitical unrest and ambiguity on short term growth
• Brent Crude prices weakened as market participants grew wary amid
rising uncertainty on global economic growth outlook.
• The central bank of Indonesia kept its key interest rate unchanged in
Oct 2018 after increasing the same in the previous two policy sessions.
The central bank kept the 7-day reverse repo rate unchanged at 5.75%.
The central bank aims to reduce the current account deficit to 2.5% of
GDP projected in 2019.
• Preliminary data from the Census and Statistics Department showed
that Hong Kong's consumer price inflation accelerated strongly in Sep
2018. The consumer price index rose 2.7% on a yearly basis in Sep 2018
following a 2.3% increase in Aug 2018. This was the highest inflation rate
since Feb 2018 when inflation was 3.1%.