FII Derivative Trade Statistics 29-Nov
(Rs Cr) Buy Sell Open Int.
Index Futures 6100.93 6859.64 12729.78
Index Options 352892.67 347524.04 38492.86
Stock Futures 27816.80 26016.79 98110.72
Stock Options 2072.86 1933.10 888.97
Total 388883.26 382333.57 150222.33
29-Nov Prev_Day Change
Put Call Ratio (OI) 1.54 1.71 -0.18
Put Call Ratio(Vol) 1.03 1.01 0.02
29-Nov Wk. Ago Mth. Ago Year Ago
Call Rate 5.06% 5.04% 5.09% 6.36%
T-Repo 4.90% 5.04% 4.84% 6.30%
Repo 5.15% 5.15% 5.15% 6.50%
Reverse Repo 4.90% 4.90% 4.90% 6.25%
91 Day T-Bill 4.85% 5.01% 5.05% 6.72%
364 Day T-Bill 5.11% 5.14% 5.27% 7.19%
10 Year Gilt 6.47% 6.50% 6.52% 7.61%
G-Sec Vol. (Rs.Cr) 36131 34718 19609 62918
FBIL MIBOR 5.15% 5.25% 5.25% 6.53%
3 Month CP Rate 5.30% 5.45% 5.65% 7.75%
5 Year Corp Bond 7.47% 7.51% 7.52% 8.45%
1 Month CD Rate 5.00% 5.16% 4.95% 6.94%
3 Month CD Rate 5.08% 5.23% 5.48% 7.13%
1 Year CD Rate 5.79% 5.81% 5.88% 8.48%
Currency 29-Nov Prev_Day Change
USD/INR 71.73 71.51 0.21
GBP/INR 92.66 92.59 0.08
EURO/INR 78.98 78.73 0.24
JPY/INR 0.66 0.65 0.00
Commodity 29-Nov Wk Ago Mth. Ago Year Ago
NYMEX Crude($/bl
Closed 57.63 55.29 51.41
Brent Crude($/bl) 66.34 66.07 60.81 57.88
Gold( $/oz) 1464 1462 1487 1224
Gold(Rs./10 gm) 37876 38157 38630 30360
Source: Thomson Reuters Eikon
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Indian Debt Market
Currency Market Update
Commodity Market Update
International News
02 December 2019
Derivative Statistics- Nifty Options
Disclaimer:
Derivatives Market
Debt Watch
Currency Market
Commodity Prices
• Nifty Dec 2019 Futures stood at 12,099.85, a premium of 43.80 points above
the spot closing of 12,056.05. The turnover on NSE’s Futures and Options
segment fell to Rs. 7,78,769.84 crore on November 29, 2019, compared with Rs.
24,60,451.17 crore on November 28, 2019.
• The Put-Call ratio stood at 0.99 compared with the previous session’s close of
0.89.
• The Nifty Put-Call ratio stood at 1.54 compared with the previous session’s
close of 1.71.
• Open interest on Nifty Futures stood at 14.18 million, compared with the
previous session’s close of 18.45 million.
• Bond yields rose amid fiscal worries, which could likely result in additional
borrowing. However, rise in yield was limited by hopes on monetary policy
easing in the upcoming policy review meeting.
• Yield on the new 10-year benchmark paper (6.45% GS 2029) increased 1 bps to
close at 6.47% compared with the previous close of 6.46% after trading in a
range of 6.45% to 6.48%.
• Banks borrowings under the repo window of the Liquidity Adjustment Facility
(LAF) stood at Rs. 3,522 crore (gross) on Nov 29, 2019 compared with
borrowings of Rs. 3,537 crore (gross) on Nov 28, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 13,549 crore on
Nov 28, 2019.
• Banks borrowed Rs. 3,330 crore under the central bank’s Marginal Standing
Facility on Nov 28, 2019 compared with borrowings of Rs. 3,915 crore on Nov
27, 2019.
• The Indian rupee weakened against the greenback amid concerns of a
slowdown in the growth of the domestic economy which led to losses in the
domestic equity market.
• The euro was almost steady against the greenback as market participants
awaited further developments on how U.S.-China trade talks would proceed
after China said it would take retaliatory measures against U.S. for passing a law
in support of Hong Kong protesters.
• Gold prices rose as market participants awaited further developments on how
U.S.-China trade talks would proceed.
• Brent crude prices was almost steady as market participants preferred to
remain on the sidelines ahead of the next week’s meeting of the Organization
of the Petroleum Exporting Countries and its allies.
• Data from Eurostat showed euro area unemployment rate declined to 7.5 % in
Oct 2019, as expected, from 7.6% in Sep 2019. This was the lowest rate since Jul
2008.
• Flash data from Eurostat showed Eurozone inflation accelerated more than
expected in Nov 2019 to 1% in Nov 2019 from 0.7% in Oct 2019.
• Data from the Federal Employment Agency showed German unemployment
declined notably in Nov 2019 by a seasonally adjusted 16,000 after rising 5,000 a
month ago.
• Data from Destatis revealed Germany retail sales grew at a much slower pace
in Oct 2019 at 0.8% YoY after expanding 3.4% in Sep 2019.
• Market research group GfK’s survey results showed U.K. consumer sentiment
remained unchanged in Nov 2019 as consumer sentiment index held steady at -
14. The score matched economists' expectations.
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