FII Derivative Trade Statistics 10-May
(Rs Cr) Buy
Index Futures 1650.49 1433.74 15574.67
Index Options 65117.92 64541.29 66851.08
Stock Futures 8204.52 8094.86 82864.79
Stock Options 5012.88 4996.79 7776.13
Total 79985.81 79066.68 173066.67
Put Call Ratio (OI) 1.57 1.61 -0.05
Indian Debt Market
Put Call Ratio(Vol) 1.05 1.07 -0.02
10-May Wk. Ago Mth. Ago
Call Rate 5.89% 5.91% 5.89% 6.08%
CBLO 5.97% 5.90% 5.96% 6.22%
Repo 6.00% 6.00% 6.00% 6.25%
Reverse Repo 5.75% 5.75% 5.75% 6.00%
91 Day T-Bill 6.26% 6.23% 6.05% 6.23%
364 Day T-Bill 6.64% 6.58% 6.48% 6.48%
10 Year Gilt 7.72% 7.73% 7.38% 6.94%
G-Sec Vol. (Rs.Cr) 14375 21113 52728 30080
Currency Market Update
FBIL MIBOR 6.05% 6.00% 6.00% 6.26%
3 Month CP Rate 7.95% 7.60% 6.85% 6.78%
5 Year Corp Bond 8.52% 8.43% 8.10% 7.51%
1 Month CD Rate 6.68% 6.64% 6.35% 6.23%
3 Month CD Rate 7.10% 7.12% 6.34% 6.42%
1 Year CD Rate 7.94% 7.84% 7.29% 6.72%
Commodity Market Update
Currency 10-May Prev_Day
USD/INR 67.38 67.38 0.00
GBP/INR 91.39 91.09 0.30
EURO/INR 79.89 79.75 0.14
JPY/INR 0.61 0.61 0.00
Commodity 10-May Wk Ago Mth. Ago
NYMEX Crude($/bl) 71.31 68.40 65.43 47.23
Brent Crude($/bl) 78.58 74.44 70.09 47.30
Gold( $/oz) 1321 1311 1339 1219
Gold(Rs./10 gm) 31261 30905 30624 28087
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty May 2018 Futures were at 10,724.90 points, a premium of 8.35
points, above the spot closing of 10,716.55. The turnover on NSE’s
Futures and Options segment went up to Rs. 11,46,073.95 crore on May
10 from Rs. 6,50,876.98 crore on May 9.
• The Put-Call ratio stood at 1.09 against previous session’s close of 1.00.
• The Nifty Put-Call ratio stood at 1.57 against the previous session’s
close of 1.61.
• Open interest on Nifty Futures stood at 25.07 million as against the
previous session’s close of 25.37 million.
• Bond yields rose for the second consecutive day on concerns of
inflationary pressure due to elevated global crude oil prices, that
increased fear that Reserve Bank of India (RBI) will increased interest
rates in the near term.
• Yield on the 10-year benchmark paper (7.17% GS 2028) increased 1
bps to close at 7.72% from the previous close of 7.71%. During the
session, bond yields traded in the range of 7.71% and 7.76%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 5,608 crore (gross) on May 10 compared with
Rs. 16,746 crore on May 09. Sale of securities under Reserve Bank of
India’s (RBI) reverse repo window stood at Rs. 10,766 crore on May 09.
• Banks did not borrow under the central bank’s Marginal Standing
Facility on May 09 compared with Rs. 1,145 crore borrowing on May 08.
• The Indian rupee weakened for the second consecutive day and
touched 15-month low against the U.S. dollar due to sustained rise in
global crude oil prices that reached more than three year high. The
rupee fell 0.07% to close at 67.31 per dollar from the previous close of
• Euro rose after falling in the last four consecutive days against the U.S.
dollar as the greenback rally paused on fall in U.S. Treasury yields. Euro
was trading at $1.1909 compared with the previous close of $1.1850.
• Gold prices gained ahead of key U.S. economic data that will provide
further cues on Federal Reserve’s rate hike decision.
• Brent Crude prices continued with the upward momentum following
U.S. decision to withdraw from an international nuclear deal with Iran.
• A report from the Commerce Department showed that U.S. wholesale
inventories missed market expectations and grew 0.3% in Mar 2018 as
against a gain of 0.9% in Feb 2018. Inventories of durable goods grew
0.8%, while inventories of non-durable goods fell 0.4%.
• According to a report from the Labor Department, U.S. producer price
index for final demand inched up 0.1% in Apr 2018 as against a gain of
0.3% in Mar 2018.
• Bank of England has decided to keep its key interest rate at 0.50%.
Also, the policymakers decided to maintain the quantitative easing at
GBP 435 billion. It lowered its near-term growth outlook and expects the
economy to grow 1.4% by second quarter of 2018 instead of previous
expectation of 1.8%.