FII Derivative Trade Statistics 06-Sep
(Rs Cr) Buy
Index Futures 3746.60 6074.96 23116.23
Index Options 171793.21 167393.50 72303.37
Stock Futures 15427.55 15742.06 85032.63
Stock Options 9709.37 9741.55 7341.81
Total 200676.73 198952.07 187794.04
06-Sep Prev_Day
Put Call Ratio (OI) 1.40 1.37 0.03
Indian Debt Market
Put Call Ratio(Vol) 0.94 0.96 -0.02
06-Sep Wk. Ago Mth. Ago
Call Rate 6.31% 6.34% 6.29% 5.83%
CBLO 6.21% 6.28% 6.24% 5.82%
Repo 6.50% 6.50% 6.50% 6.00%
Reverse Repo 6.25% 6.25% 6.25% 5.75%
91 Day T-Bill 6.84% 6.80% 6.76% 6.08%
364 Day T-Bill 7.42% 7.31% 7.23% 6.22%
10 Year Gilt 8.06% 7.93% 7.77% 6.51%
G-Sec Vol. (Rs.Cr) 37281 32339 18937 55818
Currency Market Update
FBIL MIBOR 6.41% 6.45% 6.45% 5.97%
3 Month CP Rate 7.65% 7.70% 7.55% 6.64%
5 Year Corp Bond 8.83% 8.75% 8.64% 7.33%
1 Month CD Rate 6.95% 6.98% 6.60% 6.10%
3 Month CD Rate 7.17% 7.25% 6.98% 6.14%
1 Year CD Rate 8.20% 8.03% 7.95% 6.50%
Commodity Market Update
Currency 06-Sep Prev_Day
USD/INR 71.92 71.75 0.17
GBP/INR 92.80 92.23 0.58
EURO/INR 83.60 83.13 0.47
International News
JPY/INR 0.65 0.64 0.00
Commodity 06-Sep Wk Ago Mth. Ago
NYMEX Crude($/bl) 67.76 70.20 68.96 49.08
Brent Crude($/bl) 75.74 77.09 72.15 55.02
Gold( $/oz) 1200 1200 1206 1334
Gold(Rs./10 gm) 30535 30099 29491 30205
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty Sep 2018 Futures settled at 11,567.15, a premium of 30.25
points, above the spot closing of 11,536.90. The turnover on NSE’s
Futures and Options segment improved to Rs. 21,87,006.63 on Sep 6
compared with Rs. 13,57,421.34 on Sep 5.
• 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 1.40 compared with the previous
session’s close of 1.37.
• Open interest on Nifty Futures stood at 28.46 million as against the
previous session’s close at 27.42 million.
• Bond yields settled slightly higher after rupee continued to be on a
losing streak touching yet another record low and crude oil prices
continued to remain at elevated levels. Rising concerns over foreign
fund outflow, inflationary pressure and a possible monetary tightening
policy by the Monetary Policy Committee kept market sentiments low.
• Yield on the 10-year benchmark paper (7.17% GS 2028) increased 1
bps to close at 8.06% from the previous closing of 8.05% after trading in
a range of 8.03% to 8.09%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,846 crore (gross) on Sep 6 compared with a
borrowing of Rs. 3,591 crore (gross) on Sep 5. Sale of securities under
the Reserve Bank of India’s (RBI) reverse repo window stood at Rs.
27,296 crore on Sep 5.
• The Indian rupee plunged against the greenback as the latter was in
high demand from various foreign and state-run banks. This aggravated
worries over foreign fund outflows. The intensified U.S.-China trade
tariff war is also weighing on the local currency. The rupee fell 0.33% to
close at 71.99 per dollar from the previous close of 71.75.
• The euro saw an improvement against the greenback as the UK and
Germany moved ahead on a Brexit deal. Euro was last seen at $1.1647,
up from the previous close of $1.1629.
• Gold prices edged up and surpassed the $1,200-mark as the ngoing
U.S.-China trade tension added to the safe-haven appeal of the precious
metal.
• Brent crude inched higher with the impending U.S. sanction on Iran,
which will come into effect from November.
• Data from the U.S. Labour Department showed that the U.S. labour
productivity increased 2.9% in the second quarter of 2018 and was
unrevised from the preliminary estimate. However, labour productivity
increased significantly from an increase of 0.3% in the previous quarter.
• Data from the U.S. Labour Department showed that initial jobless
claims for the week ended Sep 1 fell 10,000 to 203,000 from the
previous week's unrevised level of 213,000. Initial jobless claims thus fell
to their lowest level since hitting 202,000 in December of 1969.
• A report released by payroll processor ADP showed that private sector
employment in U.S. increased 163,000 jobs in Aug 2018 after jumping by
a revised 217,000 jobs (219,000 jobs originally reported) in Jul 2018.