FII Derivative Trade Statistics 03-Dec
(Rs Cr) Buy
Index Futures 3455.46 3283.65 21351.00
Index Options 48789.86 47268.14 52923.59
Stock Futures 15186.51 15154.44 82782.13
Stock Options 5835.11 5546.22 3620.78
Total 73266.94 71252.45 160677.50
Put Call Ratio (OI) 1.70 1.68 0.02
Indian Debt Market
Put Call Ratio(Vol) 1.02 1.03 -0.01
03-Dec Wk. Ago Mth. Ago
Call Rate 6.33% 6.44% 6.41% 5.89%
T-Repo 6.25% 6.44% - -
Repo 6.50% 6.50% 6.50% 6.00%
Reverse Repo 6.25% 6.25% 6.25% 5.75%
91 Day T-Bill 6.70% 6.70% 6.90% 6.12%
364 Day T-Bill 7.19% 7.20% 7.42% 6.23%
10 Year Gilt 7.63% 7.73% 7.78% 7.06%
G-Sec Vol. (Rs.Cr) 40281 38057 52876 48027
Currency Market Update
FBIL MIBOR 6.50% 6.60% 6.55% 6.00%
3 Month CP Rate 7.75% 7.85% 8.60% 6.80%
5 Year Corp Bond 8.50% 8.52% 8.65% 7.71%
1 Month CD Rate 6.69% 6.88% 6.97% 6.05%
3 Month CD Rate 7.27% 7.34% 7.56% 6.25%
1 Year CD Rate 8.48% 8.49% 8.34% 6.61%
Commodity Market Update
Currency 03-Dec Prev_Day
USD/INR 70.03 69.66 0.37
GBP/INR 89.50 89.08 0.42
EURO/INR 79.59 79.36 0.23
JPY/INR 0.62 0.61 0.00
Commodity 03-Dec Wk Ago Mth. Ago
NYMEX Crude($/bl) 52.93 51.36 63.07 58.30
Brent Crude($/bl) 60.01 59.29 70.20 65.36
Gold( $/oz) 1231 1222 1232 1280
Gold(Rs./10 gm) 30664 30705 31565 29176
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty Dec 2018 Futures were at 10,924.00 points, a premium of 40.25
points, above the spot closing of 10,876.75. The turnover on NSE’s
Futures and Options segment decreased to Rs. 4,25,998.99 crore on Dec
3 compared with Rs. 4,39,239.97 crore on Nov 30.
• The Put-Call ratio stood at 0.97 compared with the previous session’s
close of 0.99.
• The Nifty Put-Call ratio stood at 1.68 compared with the previous
session’s close of 1.70.
• Open interest on Nifty Futures stood at 20.25 million as against the
previous session’s close at 19.83 million.
• Bond yield rose as a section of investors resorted to selling notes after
crude oil prices rebound. Besides, the overall market remains cautious
ahead of the Monetary Policy Committee’s (MPC) fifth bi-monthly
Monetary Policy Statement for FY19, scheduled for Dec 3 to Dec 5, 2018.
• Yield on the 10-year benchmark paper (7.17% GS 2028) rose 2 bps to
7.63% compared with 7.61% in the previous session after trading in the
range of 7.62% to 7.68%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,621 crore (gross) on Dec 3 compared with a
borrowing of Rs. 8,231 crore (gross) on Nov 30. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 24,905
crore on Nov 30.
• The Indian rupee depreciated against the greenback as crude oil prices
saw a sharp surge. In addition, weak domestic data and slow economic
growth in the Jul-Sep quarter dampened investor sentiments and
weighed down on the local currency.
• The euro rose on dollar weakness after the U.S.-China trade tension
eased following their presidents’ decision to halt additional tariffs and
hold talks to resolve trade differences.
• Gold prices surged against the greenback as the later weakened on
expectations that the Federal Reserve may not go ahead with the
multiple interest rate hike plan in 2019.
• Brent crude prices rebound by more than 5% as the trade tension
between U.S. and China eased.
• According to an IHS Markit survey, U.K. manufacturing sector
expanded at the fastest pace in two months in Nov 2018 and came in
more than expectations. The CIPS manufacturing purchasing managers
index increased to 53.1 from Oct 2018's 27-month low of 51.1.
• IHS Markit survey showed euro zone's manufacturing growth slowed
less than expected in Nov 2018 as output grew marginally and so did
business confidence. It was the lowest since Aug 2016. The
manufacturing purchasing managers' index decreased to 51.8 from 52 in
Oct 2018. The flash reading was 51.5.
• Nikkei’s latest survey showed Japan’s manufacturing sector continued
to expand in Nov 2018 but at a slower pace. Manufacturing PMI score
came in at 52.2, down from 52.9 in Oct 2018.