FII Derivative Trade Statistics 04-Sep
(Rs Cr) Buy
Index Futures 4239.87 4026.35 13305.47
Index Options 160228.92 159088.58 54144.94
Stock Futures 10426.94 11330.63 86582.57
Stock Options 4602.11 4580.57 2569.59
Total 179497.84 179026.13 156602.57
Put Call Ratio (OI) 1.08 1.04 0.04
Indian Debt Market
Put Call Ratio(Vol) 0.79 0.79 0.00
04-Sep Wk. Ago Mth. Ago
Call Rate 5.35% 5.36% 5.60% 6.32%
T-Repo 5.22% 5.25% 5.58% NA
Repo 5.40% 5.40% 5.75% 6.50%
Reverse Repo 5.15% 5.15% 5.50% 6.25%
91 Day T-Bill 5.37% 5.38% 5.55% 6.75%
364 Day T-Bill 5.67% 5.71% 5.80% 7.32%
10 Year Gilt 6.55% 6.57% 6.35% 8.06%
G-Sec Vol. (Rs.Cr) 33606 36101 73832 41362
Currency Market Update
FBIL MIBOR* 5.45% 5.45% 5.75% 6.50%
3 Month CP Rate 5.85% 5.90% 6.03% 7.70%
5 Year Corp Bond 7.44% 7.74% 7.79% 8.81%
1 Month CD Rate 5.19% 5.26% 5.64% 6.94%
3 Month CD Rate 5.63% 5.60% 6.09% 7.29%
1 Year CD Rate 6.49% 6.43% 6.79% 8.06%
Commodity Market Update
Currency 04-Sep Prev_Day
USD/INR 72.07 72.19 -0.12
GBP/INR 87.28 86.72 0.56
EURO/INR 79.11 79.00 0.11
JPY/INR 0.68 0.68 0.00
Commodity 04-Sep Wk Ago Mth. Ago
NYMEX Crude($/bl) 56.17 55.71 55.62 69.77
Brent Crude($/bl) 60.92 60.51 60.26 77.58
Gold( $/oz) 1552 1539 1440 1191
Gold(Rs./10 gm) 39011 38795 35341 30191
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Nifty Sep 2019 Futures stood at 10,886.30, a premium of 41.65 points
above the spot closing of 10,844.65. The turnover on NSE’s Futures and
Options segment fell to Rs. 15,02,054.73 crore on Sep 4, 2019, compared
with Rs. 9,31,077.92 crore on Sep 3, 2019.
• The Put-Call ratio stood at 0.87, compared with the previous session’s
close of 0.83.
• The Nifty Put-Call ratio stood at 1.08 compared with the previous
session’s close of 1.04.
• Open interest on Nifty Futures stood at 18.14 million, compared with
the previous session’s close of 18.64 million.
• Bond yields increased as investors resorted to profit booking to
capitalize on the recent rally after speculations on the government’s
growth program and fiscal spending weighed on sentiments.
• Yield on the 10-year benchmark paper (7.26% GS 2029) rose 3 bps to
6.55% compared with the previous close of 6.52% after trading in a
range of 6.50% to 6.55%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,754 crore (gross) on Sep 4, 2019 compared
with borrowings of Rs. 3,754 crore (gross) on Sep 3, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window
stood at Rs. 20,127 crore on Sep 3, 2019.
• Banks borrowed Rs. 900 crore under the central bank’s Marginal
Standing Facility on Sep 3, 2019 compared with borrowings of Rs. 55
crore on Aug 30, 2019.
• The Indian rupee rose against the U.S. dollar following selling of
greenback by few private banks and a retreat in the dollar index. The
rupee closed at 72.12 a dollar compared with the previous close 72.40.
• The euro strengthened against the U.S. dollar after comment from
European policymakers raised doubts over the scale of a European
Central Bank stimulus package expected next week. The euro closed at
1.1033 compared with the previous close of 1.0972.
• Gold prices grew following decline in U.S. Treasury yields and U.S.-
China trade tensions.
• Brent crude prices rebounded and grew on reports of China’s upbeat
services sector data in Aug 2019 and easing geopolitical concerns in
• The U.S. Federal Reserve’s Beige Book said the U.S. economy expanded
at a modest pace through the end of Aug 2019. The Beige Book, which is
a compilation of anecdotal evidence on economic conditions in the 12
Fed districts, will be used by Fed officials to make their decision on
interest rates at a meeting on Sep 17 and 18, 2019.
• Data from IHS Markit showed U.K. service sector growth weakened in
Aug 2019. The IHS Markit/Chartered Institute of Procurement & Supply
Purchasing Managers' Index fell more than expected to 50.6 in Aug from
51.4 in Jul 2019.