FII Derivative Trade Statistics 25-Sep
(Rs Cr) Buy
Index Futures 12109.64 11223.43 24329.58
Index Options 267240.98 267259.42 77811.38
Stock Futures 45163.58 45981.83 100080.28
Stock Options 7434.20 7487.16 5333.58
Total 331948.40 331951.84 207554.82
Put Call Ratio (OI) 1.27 1.44 -0.16
Indian Debt Market
Put Call Ratio(Vol) 0.96 1.09 -0.13
25-Sep Wk. Ago Mth. Ago
Call Rate 5.33% 5.36% 5.34% 6.51%
T-Repo 5.22% 5.30% 5.19% NA
Repo 5.40% 5.40% 5.40% 6.50%
Reverse Repo 5.15% 5.15% 5.15% 6.25%
91 Day T-Bill 5.37% 5.26% 5.40% 7.02%
364 Day T-Bill 5.57% 5.60% 5.65% 7.26%
10 Year Gilt 6.76% 6.62% 6.57% 8.13%
G-Sec Vol. (Rs.Cr) 29494 50530 27556 27124
Currency Market Update
FBIL MIBOR* 5.45% 5.45% 5.40% 6.65%
3 Month CP Rate 6.05% 5.70% 5.90% 8.40%
5 Year Corp Bond 7.56% 7.54% 7.70% 8.99%
1 Month CD Rate 5.50% 5.35% 5.49% 7.19%
3 Month CD Rate 5.83% 5.63% 5.50% 7.62%
1 Year CD Rate 6.63% 6.41% 6.64% 8.36%
Commodity Market Update
Currency 25-Sep Prev_Day
USD/INR 71.04 70.85 0.19
GBP/INR 88.55 88.12 0.43
EURO/INR 78.14 77.86 0.28
JPY/INR 0.66 0.66 0.00
Commodity 25-Sep Wk Ago Mth. Ago
NYMEX Crude($/bl) 56.32 58.14 54.05 73.02
Brent Crude($/bl) 63.30 65.18 58.93 82.65
Gold( $/oz) 1504 1494 1526 1201
Gold(Rs./10 gm) 38006 37542 37599 30728
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Nifty Sep 2019 Futures stood at 11,613.85, a premium of 25.65 points
above the spot closing of 11,588.20. The turnover on NSE’s Futures and
Options segment rose to Rs.13,69,102.56 crore on Sep 24, 2019,
compared with Rs. 14,31,999.26 crore on Sep 23, 2019.
• The Put-Call ratio stood at 0.94 compared with the previous session’s
close of 0.84.
• The Nifty Put-Call ratio stood at 1.44 compared with the previous
session’s close of 1.51.
• Open interest on Nifty Futures stood at 22.12 million, compared with
the previous session’s close of 22.68 million.
• Bond yields lowered as crude oil prices decreased following
aggravating U.S.-China trade tension. Besides, investors are waiting for
the details of the borrowing plan, which is expected to be detailed on
Sep 30, for further cues.
• Yield on the 10-year benchmark paper (7.26% GS 2029) decreased 2
bps to 6.76% compared with the previous close of 6.78% after trading in
a range of 6.75% to 6.79%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,612 crore (gross) on Sep 25, 2019 compared
with borrowings of Rs. 4,232 crore (gross) on Sep 24, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window stood
at Rs. 45,521 crore on Sep 24, 2019.
• Banks borrowed Rs. 3,460 crore under the central bank’s Marginal
Standing Facility on Sep 24, 2019 compared with borrowings of Rs. 2,533
crore on Sep 23, 2019.
• The Indian rupee inched down against the greenback as market
participants preferred to remain on the sidelines and awaited the Indian
government's borrowing plan for the second half of the financial year for
further cues. However, fall in global crude oil prices restricted further
• The euro fell against the greenback as the safe haven appeal of the
latter improved amid reports of the launch of a formal impeachment
inquiry against U.S. President.
• Gold prices fell as market participants preferred the safe haven dollar
amid reports of the launch of a formal impeachment inquiry against U.S.
• Brent crude prices fell after U.S. crude inventories unexpectedly rose
2.4 million barrels for the week ended Sep 20.
• A Commerce Department report showed U.S. new home sales
rebounded strongly in Aug 2019 following a sharp pullback in the
previous month. New home sales surged up by 7.1% to an annual rate of
713,000 in Aug after plunging 8.6% to a revised rate of 666,000 in Jul
• Figures from U.K. Finance showed U.K. mortgage approvals increased
in Aug 2019 despite uncertainty surrounding Brexit. Mortgages approved
in Aug grew to 85,931. Approvals for home purchases rose 3.2% and
remortgages increased slightly by 0.1%.