FII Derivative Trade Statistics 04-Jan
(Rs Cr) Buy
Index Futures 2852.03 3329.04 28118.97
Index Options 156098.00 154396.04 45362.19
Stock Futures 11042.05 11955.46 79360.82
Stock Options 5219.46 5079.06 5403.88
Total 175211.54 174759.60 158245.86
Put Call Ratio (OI) 1.34 1.34 0.01
Indian Debt Market
Put Call Ratio(Vol) 0.76 0.84 -0.08
04-Jan Wk. Ago Mth. Ago
Call Rate 6.31% 6.57% 6.35% 5.81%
T-Repo 6.23% 6.52% 6.30% --
Repo 6.50% 6.50% 6.50% 6.00%
Reverse Repo 6.25% 6.25% 6.25% 5.75%
91 Day T-Bill 6.58% 6.52% 6.70% 6.11%
364 Day T-Bill 6.85% 6.93% 7.18% 6.47%
10 Year Gilt 7.45% 7.39% 7.57% 7.33%
G-Sec Vol. (Rs.Cr) 34618 29338 50826 25971
Currency Market Update
FBIL MIBOR 6.46% 6.68% 6.47% 5.95%
3 Month CP Rate 7.85% 7.25% 7.55% 7.19%
5 Year Corp Bond 8.38% 8.26% 8.48% 8.02%
1 Month CD Rate 6.73% 7.09% 6.61% 6.21%
3 Month CD Rate 7.49% 7.01% 7.37% 6.75%
1 Year CD Rate 8.16% 8.05% 8.27% 7.12%
Commodity Market Update
Currency 04-Jan Prev_Day
USD/INR 69.87 70.36 -0.50
GBP/INR 88.26 88.28 -0.02
EURO/INR 79.57 79.92 -0.35
JPY/INR 0.65 0.66 -0.01
Commodity 04-Jan Wk Ago Mth. Ago
NYMEX Crude($/bl) 47.71 45.10 53.16 61.93
Brent Crude($/bl) 55.23 50.51 61.24 69.22
Gold( $/oz) 1285 1281 1238 1323
Gold(Rs./10 gm) 31769 31547 30945 29341
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty Jan 2019 Futures were at 10,777.60, a premium of 50.25 points,
over the spot closing of 10,727.35. The turnover on NSE’s Futures and
Options segment declined to Rs. 6,87,035.88 crore on Jan 4, 2019,
compared with Rs. 18,81,982.17 crore on Jan 3.
• The Put-Call ratio stood at 0.84 compared with the previous session’s
close of 0.75.
• The Nifty Put-Call ratio stood at 1.34, unchanged from the previous
• Open interest on Nifty Futures stood at 26.43 million as against the
previous session’s close at 26.15 million.
• Bond yields rose on fears of widening fiscal deficit, which dampened
the bond market sentiment. In addition, the steep rise in crude oil prices
also triggered the yield to end higher.
• Yield on the 10-year benchmark paper (7.17% GS 2028) increased 2
bps to close at 7.45% as compared with 7.43% in the previous session
after trading in the range of 7.40% to 7.47%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,082 crore (gross) on Jan 4, 2019 compared
with a borrowing of Rs. 3,661 crore (gross) on Jan 3, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window
stood at Rs. 25,664 crore on Jan 3, 2019.
• Banks did not borrow under the central bank’s Marginal Standing
Facility on Jan 3, 2019 compared with borrowing of Rs. 60 crore on Jan
• The Indian rupee strengthened on dollar weakness. The greenback is
reeling under the pressure of concerns over U.S. economic growth and
the Federal Reserve’s policy stance on interest rate hikes. The rupee
closed at 69.72 a dollar, up 0.67% compared with the previous close of
• The euro continued to gain as anticipation of weak U.S. factory activity
and concerns over the Federal Reserve’s policy stance on slowing the
pace of interest rate hikes weighed down on the greenback.
• Gold prices tumbled on signs of easing trade tension between U.S. and
China as the two economies scheduled to hold trade talks for resolving
• Brent crude prices rebound on signs of easing global growth worries.
• According to the Labor Department, non-farm payroll employment
soared by 312,000 jobs in Dec 2018 after climbing by 176,000 jobs in
• IHS Markit data showed British services sector expanded at a faster
than expected pace at the end of 2018. This happened as modest gains
were seen in activity and demand. The CIPS U.K. Services PMI increased
to 51.2 from 50.4 in Nov 2018, which is a 28-month low.
• Nikkei data showed Japan’s manufacturing sector continued to expand
in Dec 2018 at a faster rate. The PMI score came in at 52.6, up from the
15-month low of 52.2 in Nov 2018.