FII Derivative Trade Statistics 30-Oct
(Rs Cr) Buy
Index Futures 11815.37 10572.09 15870.78
Index Options 222902.39 220352.92 59340.83
Stock Futures 41507.39 41280.19 92350.02
Stock Options 6847.46 6840.48 6256.05
Total 283072.61 279045.68 173817.68
30-Oct Prev_Day
Put Call Ratio (OI) 1.48 1.48 0.00
Put Call Ratio(Vol) 1.05 0.97 0.09
30-Oct Wk. Ago Mth. Ago
Call Rate 5.10% 5.06% 5.40% 6.45%
T-Repo 4.82% 4.91% 5.33% NA
Repo 5.15% 5.15% 5.40% 6.50%
Reverse Repo 4.90% 4.90% 5.15% 6.25%
91 Day T-Bill 5.04% 5.08% 5.24% 6.92%
364 Day T-Bill 5.27% 5.28% 5.50% 7.44%
10 Year Gilt 6.49% 6.51% 6.70% 7.83%
G-Sec Vol. (Rs.Cr) 31786 21392 28071 15695
FBIL MIBOR* 5.25% 5.25% 5.45% 6.60%
3 Month CP Rate 5.60% 5.80% 5.85% 8.65%
5 Year Corp Bond 7.52% 7.51% 7.48% 8.73%
1 Month CD Rate 5.19% 4.94% 5.49% 7.06%
3 Month CD Rate 5.48% 5.23% 5.89% 7.52%
1 Year CD Rate 5.90% 5.88% 6.42% 8.36%
Currency 30-Oct Prev_Day
USD/INR 70.99 70.73 0.26
GBP/INR 91.36 90.91 0.45
EURO/INR 78.89 78.44 0.45
JPY/INR 0.65 0.65 0.00
Commodity 30-Oct Wk Ago Mth. Ago
54.80 55.85 54.04 66.13
Brent Crude($/bl) 59.98 61.36 61.88 75.82
Gold( $/oz) 1495 1492 1472 1223
Gold(Rs./10 gm) 38630 38295 37475 31688
Source: Thomson Reuters Eikon *As on previous trading day
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Derivative Statistics- Nifty Options
• Nifty Oct 2019 Futures stood at 11,840.20, a discount of 3.90 points below the
spot closing of 11,844.10. The turnover on NSE’s Futures and Options segment
rose to Rs. 14,00,089.13 crore on October 30, 2019, compared with Rs.
12,36,632.72 crore on October 29, 2019.
• The Put-Call ratio stood at 0.94 compared with the previous session’s close of
0.83.
• The Nifty Put-Call ratio remained unchanged compared with the previous
session’s close of 1.48.
• Open interest on Nifty Futures stood at 16.54 million, compared with the
previous session’s close of 17.1 million.
• Bond yields eased ahead of the outcome of the U.S. Federal Reserve policy
meeting where the Fed is expected to trim policy rate. In addition, foreign
buying of government bonds also aided the market sentiment.
• Yield on the new 10-year benchmark paper (6.45% GS 2029) which is set to
replace the existing benchmark note soon, declined 3 bps to close at 6.49%
compared with the previous close of 6.52% after trading in a range of 6.48% to
6.51%.
• Yield on the old 10-year benchmark paper (7.26% GS 2029) declined 2 bps to
close at 6.67% compared with the previous close of 6.69% after trading in a
range of 6.66% to 6.68%.
• Banks borrowings under the repo window of the Liquidity Adjustment Facility
(LAF) stood at Rs. 3,832 crore (gross) on Oct 30, 2019 compared with
borrowings of Rs. 3,882 crore (gross) on Oct 29, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 47,574 crore on
Oct 29, 2019.
• The Indian rupee inched down against the greenback as concerns over a delay
in the U.S.-China trade deal weighed on the market sentiment. Market
participants also awaited the outcome of the U.S. Federal Reserve monetary
policy review due Oct 30, 2019.
• Euro rose against the greenback as the latter came under pressure after the
U.S. Federal Reserve in its monetary policy review cut interest rates for the third
time this year. However, indication by the U.S. Federal Reserve that further rate
cuts in the near-term are unlikely capped the gains.
• The Indian rupee inched down against the greenback as concerns over a delay
in the U.S.-China trade deal weighed on the market sentiment.
• Euro rose against the greenback as the latter came under pressure after the
U.S. Federal Reserve in its monetary policy review cut interest rates for the third
time this year.
• The U.S. Federal Reserve in its monetary policy review lowered interest rates
for the third time in this year as it lowered its benchmark funds rate by 25 basis
points to a range of 1.50% to 1.75%, as expected. However, the U.S. Federal
Reserve indicated that further rate cuts in the near-term are unlikely.
• Data from a Commerce Department report, U.S. economic growth slowed
much less than expected in the third quarter. Real gross domestic product
increased 1.9% in the third quarter after climbing 2.0% in the second quarter.
• A report by payroll processor ADP showed U.S. private sector employment
increased by slightly more than anticipated in Oct 2019. ADP said private sector
employment climbed by 125,000 jobs in Oct 2019 compared with estimates.
However, the report also showed private sector job growth in Sep 2019 was
downwardly revised to 93,000 from the previously reported addition of 135,000
jobs.