FII Derivative Trade Statistics 18-Sep
(Rs Cr) Buy
Index Futures 2659.49 3276.10 24871.02
Index Options 95767.75 97087.53 83898.56
Stock Futures 11152.67 11881.53 89916.68
Stock Options 10304.35 10204.50 9745.45
Total 119884.26 122449.66 208431.71
Put Call Ratio (OI) 1.20 1.28 -0.09
Indian Debt Market
Put Call Ratio(Vol) 0.91 0.87 0.04
18-Sep Wk. Ago Mth. Ago
Call Rate 6.54% 6.49% 6.44% 5.94%
CBLO 6.50% 6.53% 5.84% 6.01%
Repo 6.50% 6.50% 6.50% 6.00%
Reverse Repo 6.25% 6.25% 6.25% 5.75%
91 Day T-Bill 7.00% 6.88% 6.78% 6.09%
364 Day T-Bill 7.62% 7.47% 7.28% 6.23%
10 Year Gilt 8.14% 8.18% 7.86% 6.61%
G-Sec Vol. (Rs.Cr) 52133 29824 24619 42871
Currency Market Update
FBIL MIBOR 6.67% 6.70% 6.46% 6.00%
3 Month CP Rate 7.95% 7.90% 7.70% 6.66%
5 Year Corp Bond 8.98% 8.96% 8.72% 7.36%
1 Month CD Rate 7.48% 7.17% 6.53% 6.09%
3 Month CD Rate 7.49% 7.28% 7.19% 6.14%
1 Year CD Rate 8.39% 8.36% 7.92% 6.51%
Commodity Market Update
Currency 18-Sep Prev_Day
USD/INR 72.38 72.55 -0.17
GBP/INR 95.29 94.94 0.35
EURO/INR 84.77 84.40 0.37
JPY/INR 0.65 0.65 0.00
Commodity 18-Sep Wk Ago Mth. Ago
NYMEX Crude($/bl) 69.82 69.24 65.88 49.83
Brent Crude($/bl) 79.19 78.16 69.33 56.24
Gold( $/oz) 1198 1198 1184 1307
Gold(Rs./10 gm) 30737 30605 29361 29723
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty Sep 2018 Futures settled at 11310.2, a premium of 31.30 points,
above the spot closing of 11,278.90. The turnover on NSE’s Futures and
Options segment improved to Rs. 12,40,622.18 on Sep 18 compared
with Rs. 7,94,587.42 on Sep 17.
• The Put-Call ratio stood at 0.80, compared with the previous session’s
close of 0.81.
• The Nifty Put-Call ratio stood at 1.20 compared with the previous
session’s close of 1.28.
• Open interest on Nifty Futures stood at 27.96 million as against the
previous session’s close at 27.86 million.
• After falling in the last three consecutive sessions, bond yields rose
following plunge in Indian rupee to a record low against the U.S. dollar
that increased worries of foreign fund outflows.
• Yield on the 10-year benchmark paper (7.17% GS 2028) increased 4
bps to 8.14% compared with the previous closing of 8.10% after trading
in a wide range of 8.04% to 8.14%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 8,660 crore (gross) on Sep 18 compared with a
borrowing of Rs. 20,256 crore (gross) on Sep 17. Sale of securities under
the Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 9,930
crore on Sep 17.
• Banks borrowed Rs. 2,600 crore under the central bank’s Marginal
Standing Facility on Sep 17 compared with borrowing of Rs. 300 crore on
• The Indian rupee plunged against the U.S. dollar as rising crude oil
prices and escalating trade conflicts between the U.S. and China
dampened demand for the domestic currency. The rupee declined
0.64% to close at 72.98 per dollar from the previous close of 72.51.
• The euro rose against the U.S. dollar as escalating trade tension
between the U.S. and China pushed greenback lower against the euro.
Euro was last seen trading at $1.1708 compared with the previous close
• Gold prices inched down on concerns over rate hike decision of
Federal Reserves in its upcoming policy meet.
• Brent crude prices moved up after Saudi Arabia- one of the major oil
producing companies stated that the country is comfortable with rising
• According to data from the statistical office ISTAT, Italy's industrial
orders fell again by 2.3% in Jul 2018 and at the fastest pace in six months
as against 1.5% fall in Jun 2018 whereas it grew 3.3% in May 2018.
• According to the preliminary data from the Census and Statistics
Department, Hong Kong's unemployment rate held steady for fourth
straight month at 2.8% in the Jun 2018 to Aug 2018 period. The report
also stated that the employment grew by around 9,700 persons to 3.88
• According to the data from the Enterprise Singapore, the country’s
non-oil domestic exports grew 5% YoY in Aug 2018 as against 11% rise in
Jul 2018. Exports of electronic products fell 1.5% in Aug as compared
with 5.8% fall in the previous month.