FII Derivative Trade Statistics 31-Dec
(Rs Cr) Buy
Index Futures 2774.17 2141.95 23720.52
Index Options 48309.51 45714.24 38175.25
Stock Futures 9999.40 9175.12 78463.10
Stock Options 3454.68 3158.49 2425.64
Total 64537.76 60189.80 142784.51
Put Call Ratio (OI) 1.53 1.54 -0.01
Indian Debt Market
Put Call Ratio(Vol) 0.96 0.93 0.03
31-Dec Wk. Ago Mth. Ago
Call Rate 6.53% 6.50% 6.41% 6.10%
T-Repo 6.35% 6.52% 6.29% --
Repo 6.50% 6.50% 6.50% 6.00%
Reverse Repo 6.25% 6.25% 6.25% 5.75%
91 Day T-Bill 6.60% 6.60% 6.77% 6.14%
364 Day T-Bill 6.92% 6.95% 7.19% 6.26%
10 Year Gilt 7.37% 7.29% 7.61% 7.33%
G-Sec Vol. (Rs.Cr) 32827 21720 38079 45921
Currency Market Update
FBIL MIBOR* 6.68% 6.60% 6.55% 6.20%
3 Month CP Rate 7.20% 7.20% 7.75% 7.06%
5 Year Corp Bond 8.29% 8.22% 8.43% 7.98%
1 Month CD Rate 6.99% 7.13% 6.65% 6.34%
3 Month CD Rate 6.90% 7.10% 7.24% 6.33%
1 Year CD Rate 7.96% 8.17% 8.48% 6.98%
Commodity Market Update
Currency 31-Dec Prev_Day
USD/INR 69.79 69.98 -0.19
GBP/INR 88.55 88.66 -0.11
EURO/INR 79.78 80.18 -0.40
JPY/INR 0.63 0.63 0.00
Commodity 31-Dec Wk Ago Mth. Ago
NYMEX Crude($/bl) Closed 45.33 50.73 60.41
Brent Crude($/bl) Closed 51.87 57.55 67.07
Gold( $/oz) 1283 1268 1222 1302
Gold(Rs./10 gm) 31566 31190 30240 29252
Source: Thomson Reuters Eikon
* As on Dec 28, 2018
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Derivative Statistics- Nifty Options
• Nifty Jan 2019 settled at 10,907.75, a premium of 47.85 points, over
the spot closing 10,859.90. The turnover on NSE’s Futures and Options
segment fell to Rs. 4,00,246.92 crore on Dec 28 compared with Rs. Rs.
21,62,816.58 crore on Dec 27.
• The Put-Call ratio stood at 0.90 against the previous day’s close of
• The Nifty Put-Call ratio stood at 1.54 compared with the previous
session’s close of 1.35.
• Open interest on Nifty Futures stood at 23.06 million as against the
previous session’s close at 30.07 million.
• Bond yields declined on optimism regarding easing monetary policy on
expectation of lower inflation rate. Besides, the weak trend in crude oil
prices aided the bond market sentiment.
• Yield on the 10-year benchmark paper (7.17% GS 2028) declined 2 bps
to close at 7.37% as compared with 7.39% in the previous session after
trading in the range of 7.34% to 7.39%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 4,138 crore (gross) on Dec 31 compared with a
borrowing of Rs. 4,124 crore (gross) on Dec 28. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 40,111
crore on Dec 28.
• Banks borrowed Rs. 126 crore under the central bank’s Marginal
Standing Facility on Dec 28 compared with borrowing of Rs. 710 crore
• The Indian rupee continued its upward trend from the previous
session, supported by progress in U.S.-China trade talks. The rupee
closed at 69.77 a dollar, up 0.24% compared with the previous close of
• The euro gained against the greenback, benefitting from the friction
between the U.S. President and the U.S. Federal Reserve on the interest
rate policy stance. The euro was last seen trading at 1.1447 a dollar, up
0.10% compared with the previous close of 1.1436.
• Gold traded higher on concerns over global economic slowdown and
on assumptions that the U.S. Federal Reserve will reduce the pace of
interest rate hike.
• Brent crude market remained closed due to public holiday.
• National Association of Realtors data showed pending home sales
index in the U.S. fell 0.7% to 101.4 in Nov 2018 after plunging 2.6% to
102.1 in Oct 2018. Compared with the same month in the previous year,
pending home sales declined 7.7%, the 11th consecutive month of
• MNI Indicators’ report showed Chicago business barometer dipped to
65.4 in Dec 2018 after going up to 66.4 in Nov 2018. MNI Indicators said
Nov 2018's order book strength translated into higher output in Dec
2018, with the production index rising to an 11-month high.
• According to the National Bureau of Statistics, manufacturing sector in
China fell into contraction in Dec 2018 with a Purchasing Managers’
Index (PMI) score of 49.4.