FII Derivative Trade Statistics 17-May
(Rs Cr) Buy
Index Futures 3748.54 4568.07 16885.14
Index Options 334808.87 336820.47 60511.06
Stock Futures 12174.37 11753.49 85914.70
Stock Options 4514.34 4346.67 7121.85
Total 355246.12 357488.70 170432.75
Put Call Ratio (OI) 1.36 1.35 0.02
Indian Debt Market
Put Call Ratio(Vol) 0.71 0.84 -0.14
17-May Wk. Ago Mth. Ago
Call Rate 5.99% 5.95% 6.04% 5.92%
T-Repo 5.95% 5.96% 5.96% NA
Repo 6.00% 6.00% 6.00% 6.00%
Reverse Repo 5.75% 5.75% 5.75% 5.75%
91 Day T-Bill 6.32% 6.43% 6.33% 6.25%
364 Day T-Bill 6.43% 6.50% 6.40% 6.82%
10 Year Gilt 7.36% 7.41% 7.39% 7.88%
G-Sec Vol. (Rs.Cr) 32164 25102 25688 14113
Currency Market Update
FBIL MIBOR 6.05% 6.05% 6.09% 6.05%
3 Month CP Rate 7.25% 7.70% 7.00% 8.20%
5 Year Corp Bond 8.42% 8.57% 8.54% 8.61%
1 Month CD Rate 7.24% 6.78% 6.72% 6.78%
3 Month CD Rate 7.07% 7.29% 6.85% 7.46%
1 Year CD Rate 7.29% 7.63% 7.50% 8.09%
Commodity Market Update
Currency 17-May Prev_Day
USD/INR 70.17 70.25 -0.11
GBP/INR 89.73 90.19 -0.52
EURO/INR 78.43 78.72 -0.37
JPY/INR 0.64 0.64 -0.23
Commodity 17-May Wk Ago Mth. Ago
NYMEX Crude($/bl) 62.72 61.60 63.96 71.42
Brent Crude($/bl) 74.93 72.07 71.38 81.08
Gold( $/oz) 1277 1286 1276 1290
Gold(Rs./10 gm) 31911 31751 31641 30826
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Bond yields eased as market participants purchased notes ahead of the
results of the country’s general election. The multi-phased poll will end
on May 19, 2019, while the outcome will be announced on May 23, 2019.
• Yield on the 10-year benchmark paper (7.26% GS 2029) fell 2 bps to
7.36% compared with the previous close of 7.38% after trading in a range
of 7.36% to 7.39%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 9,061 crore (gross) on May 17, 2019, compared
with Rs. 6,136 crore (gross) as on May 16, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 11,385
crore on May 16, 2019.
• Banks borrowed Rs. 7 crore under the central bank’s Marginal Standing
Facility on May 16, 2019 compared with borrowings of Rs. 182 crore on
May 15, 2019.
• A Labor Department report showed first-time claims for U.S.
unemployment benefits dropped more than expected in the week ended
May 11, 2019. The report said initial jobless claims slid to 212,000, a
decrease of 16,000 from the previous week's unrevised level of 228,000.
• Eurostat data showed euro zone construction output fell in Mar 2019,
after rising in the previous month, amid a decline in building activity and
slower growth in civil engineering. Construction output declined a
calendar and seasonally adjusted 0.3% MoM in Mar, after a 3.0% rise in
• Nifty May 2019 Futures were at 11,425.80, a premium of 18.65 points,
above the spot closing of 11,407.15. The turnover on NSE’s Futures and
Options segment declined to Rs. 3,30,070.97 crore on May 17, 2019,
compared with Rs. 19,86,219.46 crore on May 16, 2019.
• The Put-Call ratio stood at 0.69 compared with the previous session’s
close of 0.72.
• The Nifty Put-Call ratio stood at 1.36 compared with the previous
session’s close of 1.35.
• Open interest on Nifty Futures stood at 17.57 million as against the
previous session’s close at 17.57 million.
• The Indian rupee slipped against the greenback amid escalating U.S.-
China trade conflict and rise in crude oil prices. The rupee closed at 70.19 a
dollar, down 0.24% compared with the previous close of 70.03.
• The euro declined against the greenback ahead of the European
parliamentary elections scheduled for next week. Investors risk appetite
remained low, keeping the single currency under pressure. The euro was
last seen trading at 1.1163, down 0.08% compared with the previous
session’s close of 1.1172.
• Gold prices were down following the release of upbeat U.S. domestic
data, which also boosted its equity market and investors’ risk-taking
• Brent crude prices breached the $75 per barrel mark as the geopolitical
scenario in the Middle East continued to worsen.