FII Derivative Trade Statistics 29-Oct
(Rs Cr) Buy
Index Futures 4619.45 4765.99 22900.51
Index Options 57259.97 56495.98 48146.91
Stock Futures 16696.10 16154.86 77292.40
Stock Options 5482.55 5393.56 2965.15
Total 84058.07 82810.39 151304.97
29-Oct Prev_Day
Put Call Ratio (OI) 1.51 1.44 0.07
Indian Debt Market
Put Call Ratio(Vol) 0.71 0.74 -0.03
29-Oct Wk. Ago Mth. Ago
Call Rate 6.44% 6.54% 6.51% 5.86%
CBLO 6.46% 6.50% 4.36% 4.90%
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% 6.93% 6.95% 6.09%
364 Day T-Bill 7.41% 7.46% 7.64% 6.19%
10 Year Gilt 7.81% 7.93% 8.02% 6.81%
G-Sec Vol. (Rs.Cr) 35716 19083 30033 50183
Currency Market Update
FBIL MIBOR 6.60% 6.60% 6.60% 5.95%
3 Month CP Rate 8.65% 7.90% 8.15% 6.77%
5 Year Corp Bond 8.83% 8.84% 9.02% 7.52%
1 Month CD Rate 7.07% 7.11% 6.62% 6.07%
3 Month CD Rate 7.73% 8.23% 7.43% 6.20%
1 Year CD Rate 8.35% 8.38% 8.40% 6.57%
Commodity Market Update
Currency 29-Oct Prev_Day
USD/INR 73.42 73.37 0.04
GBP/INR 94.26 94.05 0.21
EURO/INR 83.69 83.41 0.29
International News
JPY/INR 0.66 0.65 0.00
Commodity 29-Oct Wk Ago Mth. Ago
NYMEX Crude($/bl) 66.95 69.20 73.11 53.87
Brent Crude($/bl) 78.45 81.34 83.21 60.44
Gold( $/oz) 1229 1222 1192 1273
Gold(Rs./10 gm) 31784 31607 30296 29258
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty Nov 2018 Futures settled at 10,283.95, a premium of 33.10
points, above the spot closing of 10,250.85. The turnover on NSE’s
Futures and Options segment increased to Rs. 6,07,558.81 on Oct 29
compared with Rs. 5,07,173.93 on Oct 26.
• The Put-Call ratio stood at 0.77, compared with the previous session’s
close of 0.70.
• The Nifty Put-Call ratio stood at 1.51 compared with the previous
session’s close of 1.44.
• Open interest on Nifty Futures stood at 23.01 million as against the
previous session’s close at 23.02 million.
• Bond yield declined after the central bank revealed its plan of
purchasing bonds under open market operation in Nov. The RBI’s
announcement to purchase Rs. 40,000 crore worth of bonds lifted
market sentiments.
• Yield on the 10-year benchmark paper (7.17% GS 2028) declined 7 bps
to 7.81% compared with the previous close of 7.88% after trading in the
range of 7.80% to 7.84%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 5,746 crore (gross) on Oct 29 compared with a
borrowing of Rs. 12,446 crore (gross) on Oct 26. Sale of securities under
the Reserve Bank of India’s (RBI) reverse repo window stood at Rs.
46,759 crore on Oct 26.
• Banks did not borrow under the central bank’s Marginal Standing
Facility on Oct 26 compared with borrowing Rs. 100 crore on Oct 25.
• The Indian rupee inched up against the greenback as gains in the
domestic equity market helped in compensating for the loss due to
month end dollar demand from importers. The rupee closed at 73.44 a
dollar compared with the previous close of 73.46.
• The euro inched down amid political uncertainties after a report
revealed that German Chancellor said that she is not looking for re-
election as party chairwoman this December. The euro was last seen
trading at 1.1382, down 0.17% compared with the previous close of
1.1374.
• Gold prices saw a marginal fall due to the broad strength in the
greenback against a basket of currencies.
• Brent Crude prices remained below the $79 a barrel mark as traders
were cautious amid massive sell-off in the Chinese equity market that
triggered worries of a slowing economy.
• According to the University of Michigan, consumer sentiment in the
U.S. weakened slightly more than initially estimated for Oct 2018.
Consumer sentiment index for Oct was downwardly revised to 98.6 from
the preliminary reading of 99.0. Expectations were for consumer
sentiment index to be unrevised at 99.0.
• Bank of England data showed U.K. mortgage approvals declined in Sep
2018. The number of housing loan approvals decreased to 65,269 in Sep
from 66,101 in Aug 2018. It came above expectations of 64,700. Lending
secured on dwelling increased at a faster rate of GBP 3.9 billion, after
Aug's GBP 3.1 billion hike.