FII Derivative Trade Statistics 30-Nov
(Rs Cr) Buy
Index Futures 11735.86 8433.33 21175.63
Index Options 134591.16 132327.84 45759.98
Stock Futures 26363.51 25706.12 79623.38
Stock Options 7540.07 7339.81 1613.33
Total 180230.60 173807.10 148172.32
Put Call Ratio (OI) 1.70 2.17 -0.47
Indian Debt Market
Put Call Ratio(Vol) 1.02 1.10 -0.08
30-Nov Wk. Ago Mth. Ago
Call Rate 6.41% 6.48% 6.45% 5.89%
T-Repo 6.29% 6.48% -- --
Repo 6.50% 6.50% 6.50% 6.00%
Reverse Repo 6.25% 6.25% 6.25% 5.75%
91 Day T-Bill 6.77% 6.68% 6.92% 6.12%
364 Day T-Bill 7.19% 7.20% 7.44% 6.23%
10 Year Gilt 7.61% 7.71% 7.83% 7.06%
G-Sec Vol. (Rs.Cr) 38079 47027 15695 48027
Currency Market Update
FBIL MIBOR 6.55% 6.60% 6.60% 6.00%
3 Month CP Rate 7.75% 8.00% 8.65% 6.80%
5 Year Corp Bond 8.48% 8.51% 8.73% 7.69%
1 Month CD Rate 6.65% 6.85% 7.06% 6.05%
3 Month CD Rate 7.24% 7.31% 7.52% 6.25%
1 Year CD Rate 8.48% 8.12% 8.36% 6.61%
Commodity Market Update
Currency 30-Nov Prev_Day
USD/INR 69.66 69.92 -0.26
GBP/INR 89.08 89.74 -0.65
EURO/INR 79.36 79.58 -0.22
JPY/INR 0.61 0.62 0.00
Commodity 30-Nov Wk Ago Mth. Ago
NYMEX Crude($/bl) 50.73 54.38 66.13 57.35
Brent Crude($/bl) 57.55 60.25 75.82 64.32
Gold( $/oz) 1222 1227 1223 1274
Gold(Rs./10 gm) 30240 30834 31688 29236
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• • Nifty Dec 2018 Futures were at 10,900.65 points, a premium of 23.90
points, above the spot closing of 10,876.75. The turnover on NSE’s
Futures and Options segment decreased to Rs. 4,39,239.97 crore on Nov
30 compared with Rs. 18,84,936.48 crore on Nov 29.
• The Put-Call ratio stood at 0.99 compared with the previous session’s
close of 0.96.
• The Nifty Put-Call ratio stood at 1.70 compared with the previous
session’s close of 2.17.
• India VIX increased 1.83% to 19.0400 compared with 18.6975 at the
previous trading session.
• Bond yield stood steady as investors remained cautious ahead of
Monetary Policy Committee’s (MPC) fifth bi-monthly Monetary Policy
Statement for FY19, which is scheduled during Dec 3 to Dec 5, 2018.
Investors also waited for the outcome of meetings between global
leaders at the key G-20 summit and India’s third quarter gross domestic
product growth data due post market hours.
• Yield on the 10-year benchmark paper (7.17% GS 2028) stood steady
at 7.61% after trading in the range of 7.59% to 7.63%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 8,231 crore (gross) on Nov 30 compared with a
borrowing of Rs. 3,896 crore (gross) on Nov 29. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 25,887
crore on Nov 29.
• The Indian rupee rose against the greenback as the latter remained
under pressure ahead of the outcome of the G20 meeting due Dec 1.
Fall in global crude oil prices also boosted the rupee. The rupee rose
0.36% to close at 69.59 a dollar compared with the previous close of
• The euro fell against the greenback as market participants remained
on the sidelines ahead of the outcome of trade talks between the U.S.
and China at the G20 meeting due Dec 1.
• Gold prices fell on anticipation of interest rate hike by the U.S. Fed in
upcoming Dec 2018 policy review.
• Brent crude prices fell as production level in the U.S. increased.
However, downside was restricted on expectations that Russia might
agree to reduce output in the upcoming OPEC's’ meeting.
• According to the minutes of U.S. Federal Reserve’s latest monetary
policy meeting, almost all participants agreed for another increase in
rates and it was "likely to be warranted fairly soon." The meeting was
held earlier in Nov 2018.
• Eurostat preliminary data showed euro zone's consumer price growth
eased to its lowest level in three months in Nov 2018 and the core figure
unexpectedly eased on the back of slower growth in food and energy
inflation. The consumer price index increased 2% YoY following a 2.2%
increase in Oct 2018, the highest since Dec 2012. The data met