FII Derivative Trade Statistics 06-Dec
(Rs Cr) Buy
Index Futures 2744.11 3908.79 25077.66
Index Options 84462.18 85376.96 55263.24
Stock Futures 12092.65 12935.68 83669.08
Stock Options 6513.60 6203.90 5593.58
Total 105812.54 108425.33 169603.56
Put Call Ratio (OI) 1.44 1.63 -0.19
Indian Debt Market
Put Call Ratio(Vol) 0.90 0.97 -0.07
06-Dec Wk. Ago Mth. Ago
Call Rate 6.34% 6.36% 6.43% 5.80%
T-Repo 6.36% 6.30% 6.39% --
Repo 6.50% 6.50% 6.50% 6.00%
Reverse Repo 6.25% 6.25% 6.25% 5.75%
91 Day T-Bill 6.67% 6.72% 6.93% 6.12%
364 Day T-Bill 7.08% 7.19% 7.42% 6.10%
10 Year Gilt 7.42% 7.61% 7.80% 7.03%
G-Sec Vol. (Rs.Cr) 78883 62918 15785 53249
Currency Market Update
FBIL MIBOR* 6.51% 6.55% 6.50% 5.95%
3 Month CP Rate 7.35% 7.75% 8.55% 6.81%
5 Year Corp Bond 8.41% 8.45% 8.58% 7.71%
1 Month CD Rate 6.60% 6.94% 7.02% 6.18%
3 Month CD Rate 7.21% 7.13% 7.63% 6.24%
1 Year CD Rate 8.19% 8.48% 8.34% 6.65%
Commodity Market Update
Currency 06-Dec Prev_Day
USD/INR 71.04 70.52 0.52
GBP/INR 90.30 89.45 0.85
EURO/INR 80.55 79.84 0.71
JPY/INR 0.63 0.62 0.01
Commodity 06-Dec Wk Ago Mth. Ago
NYMEX Crude($/bl) 51.49 51.41 62.11 55.77
Brent Crude($/bl) 57.85 57.88 69.73 62.71
Gold( $/oz) 1238 1224 1226 1264
Gold(Rs./10 gm) 30987 30360 31773 28977
Source: Thomson Reuters Eikon
*As on 05 Dec 2018
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Derivative Statistics- Nifty Options
• Nifty Dec 2018 Futures were at 10,626.30 points, a premium of 25.15
points, above the spot closing of 10,601.15. The turnover on NSE’s
Futures and Options segment rose to Rs. 18,78,740.17 crore on Dec 6
compared with Rs. 7,46,751.53 crore on Dec 5.
• The Put-Call ratio stood at 0.81 compared with the previous session’s
close of 0.83.
• The Nifty Put-Call ratio stood at 1.44 compared with the previous
session’s close of 1.63.
• Open interest on Nifty Futures stood at 22.06 million as against the
previous session’s close at 20.90 million.
• Bond yield declined following the steep fall in crude oil prices on poor
demand outlook and expectations that the production cut by OPEC
would be lower than earlier projected. In addition, the outcome of the
Monetary Policy Committee’s policy review meeting continued to keep
the market sentiment positive.
• Yield on the 10-year benchmark paper (7.17% GS 2028) declined 2 bps
to 7.42% compared with 7.44% in the previous session after trading in
the range of 7.37% to 7.44%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,611 crore (gross) on Dec 6 compared with a
borrowing of Rs. 2,716 crore (gross) on Dec 5. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 19,277
crore on Dec 5.
• The Indian rupee depreciated against the greenback with the arrest of
an executive of a Chinese tech company, which raised concerns over the
U.S.-China trade discussions. The rupee fell 0.58% to close at 70.87 a
dollar compared with the previous close of 70.46.
• The euro was marginally lower against the greenback as the latter
firmed up following the arrest of an executive of a Chinese tech company
that triggered concerns over U.S.-China trade terms. The euro was last
seen trading at 1.1334 a dollar, down 0.09% from the previous close of
• Gold prices were flat to slightly lower against the greenback as the
latter firmed up on expectation of interest rate hike at the upcoming
Federal Reserve meeting scheduled for Dec 18-19.
• Brent crude prices plunged more than 4% following the arrest of the
CFO of a multinational company in Canada.
• According to survey by IHS Markit, eurozone’s composite purchasing
managers' index (PMI) fell to 52.7 in Nov 2018 from 53.1 in Oct 2018.
Similarly, eurozone’s services PMI fell to 53.4 in Nov, lowest in over two
years, from 53.7 in Oct.
• According to preliminary data from the Federal Statistical Office,
Germany’s factory orders rose 0.3% MoM in Oct 2018 from Sep 2018’s
0.1% rise. On a yearly basis, factory orders declined 2.7% in Oct as
against 2.6% fall in Sep.
• According to survey result by HIS Markit, U.K. services PMI fell to 50.4
in Nov 2018 from 52.2 in Oct 2018. The decline came due to weaker
growth in both business activity and new work as Brexit concerns
intensified, defying expectations for a modest improvement.