FII Derivative Trade Statistics 19-Oct
(Rs Cr) Buy
Index Futures 4926.78 3850.00 21633.31
Index Options 201782.14 201746.62 80604.46
Stock Futures 17932.75 17888.77 85035.80
Stock Options 8700.05 8804.02 9309.80
Total 233341.72 232289.41 196583.37
Put Call Ratio (OI) 1.07 1.11 -0.04
Indian Debt Market
Put Call Ratio(Vol) 0.88 0.94 -0.07
19-Oct Wk. Ago Mth. Ago
Call Rate 6.55% 6.42% 6.60% 5.97%
CBLO 6.41% 4.86% 6.46% 5.88%
Repo 6.50% 6.50% 6.50% 6.00%
Reverse Repo 6.25% 6.25% 6.25% 5.75%
91 Day T-Bill 6.87% 6.87% 7.06% 6.10%
364 Day T-Bill 7.46% 7.51% 7.63% 6.18%
10 Year Gilt 7.92% 7.98% 8.07% 6.76%
G-Sec Vol. (Rs.Cr) 20275 35220 43175 22788
Currency Market Update
FBIL MIBOR 6.60% 6.49% 6.65% 6.05%
3 Month CP Rate 7.90% 7.75% 8.05% 6.74%
5 Year Corp Bond 8.84% 8.86% 8.91% 7.49%
1 Month CD Rate 7.19% 6.82% 7.51% 6.05%
3 Month CD Rate 8.33% 7.14% 7.51% 6.19%
1 Year CD Rate 8.38% 8.42% 8.39% 6.59%
Commodity Market Update
Currency 19-Oct Prev_Day
USD/INR 73.44 73.48 -0.05
GBP/INR 95.65 96.87 -1.22
EURO/INR 84.17 84.98 -0.81
JPY/INR 0.65 0.65 0.00
Commodity 19-Oct Wk Ago Mth. Ago
NYMEX Crude($/bl) 69.11 71.36 71.03 52.00
Brent Crude($/bl) 81.17 81.05 79.87 58.34
Gold( $/oz) 1226 1218 1204 1281
Gold(Rs./10 gm) 31706 31565 30722 29611
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Bond yield increased marginally on fresh supply of government bonds
through weekly auction and on profit booking after prices rose in the
• Yield on the 10-year benchmark paper (7.17% GS 2028) increased 1
bps to 7.92% compared with the previous closing of 7.91% after trading
in the range of 7.88% to 7.93%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,994 crore (gross) on Oct 19 compared with a
borrowing of Rs. 16,708 crore (gross) on Oct 17. Sale of securities under
the Reserve Bank of India’s (RBI) reverse repo window stood at Rs.
12,829 crore on Oct 17.
• Banks did not borrowed under the central bank’s Marginal Standing
Facility on Oct 17 compared with borrowing of Rs. 3,240 crore on Oct 16.
• National Bureau of Statistics data showed China's economy grew at
the slowest pace since 2009, the time of the global financial crisis. Gross
domestic product expanded 6.5% YoY in the third quarter, which is
slower than 6.7% growth seen in the second quarter.
• According to a U.S. Conference Board report, index of leading
economic indicators showed a continued increase in Sep 2018. The
Conference Board’s leading economic index increased 0.5% in Sep after
rising 0.4% in Aug 2018.
• Nifty Oct 2018 Futures settled at 10,303.20, a discount of 0.35 points,
below the spot closing of 10,303.55. The turnover on NSE’s Futures and
Options segment decreased to Rs. 8,17,144.32 on Oct 19.
• The Put-Call ratio stood at 0.83, compared with the previous session’s
close of 0.87.
• The Nifty Put-Call ratio stood at 1.07 compared with the previous
session’s close of 1.11.
• India VIX rose 10.72% to 19.9075 from 17.9800 in the previous trading
• Open interest on Nifty Futures stood at 22.55 million as against the
previous session’s close at 22.92 million.
• The Indian rose against the greenback after India’s trade deficit
narrowed to a five-month low in Sep 2018. Selling of the greenback by
exporters further weakened the U.S. dollar. The rupee closed at 73.32 a
dollar, 0.37% up from the previous close of 73.60.
• The euro surged against the greenback on reports that the Prime
Minister of Britain may do away with a key Brexit demand (Irish Border
issue) in order to make a deal for Britain to leave the European Union.
The euro was last seen trading at 1.1510 a dollar, up 0.51% compared
with the previous close of 1.1452.
• Gold prices traded higher due to weak stock markets and reports that
China reported disappointing GDP data for third-quarter 2018.
• Brent Crude prices traded higher following indication of surging
demand in China, the world's second-biggest oil consumer. Refinery
throughput in China surged to 12.49 million bpd in Sep 2018.