FII Derivative Trade Statistics 22-May
(Rs Cr) Buy
Index Futures 4654.81 4741.22 20929.61
Index Options 71849.38 71276.82 73373.60
Stock Futures 14597.50 15481.58 90623.42
Stock Options 6156.81 6268.28 8726.17
Total 97258.50 97767.90 193652.80
Put Call Ratio (OI) 1.13 1.20 -0.07
Indian Debt Market
Put Call Ratio(Vol) 0.74 0.82 -0.07
22-May Wk. Ago Mth. Ago
Call Rate 5.94% 5.95% 6.15% 5.97%
T-Repo 5.96% 5.88% 6.08% 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% 6.40% 6.32% 6.30%
364 Day T-Bill 6.41% 6.43% 6.42% 6.82%
10 Year Gilt 7.26% 7.38% 7.47% 7.81%
G-Sec Vol. (Rs.Cr) 46036 35854 25783 23202
Currency Market Update
FBIL MIBOR* 6.05% 6.05% 6.10% 6.05%
3 Month CP Rate 7.15% 7.50% 7.50% 8.40%
5 Year Corp Bond 8.29% 8.45% 8.62% 8.60%
1 Month CD Rate 6.71% 6.82% 6.95% 6.82%
3 Month CD Rate 7.09% 7.16% 7.14% 7.70%
1 Year CD Rate 7.49% 7.52% 7.49% 8.17%
Commodity Market Update
Currency 21-May Prev_Day
USD/INR 69.73 69.55 0.18
GBP/INR 88.62 88.54 0.08
EURO/INR 77.72 77.57 0.16
JPY/INR 0.63 0.63 0.00
Commodity 22-May Wk Ago Mth. Ago
NYMEX Crude($/bl) 61.37 61.98 65.61 72.04
Brent Crude($/bl) 72.93 74.08 70.45 81.41
Gold( $/oz) 1273 1296 1275 1291
Gold(Rs./10 gm) 31504 32243 31560 31065
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Nifty May 2019 Futures were at 11,781.65, a premium of 43.75 points,
above the spot closing of 11,737.90. The turnover on NSE’s Futures and
Options segment increased to Rs. 5,27,886.13 crore on May 22, 2019,
compared with Rs. 5,32,797.36 crore on May 21, 2019.
• The Put-Call ratio stood at 0.83 compared with the previous session’s
close of 0.95.
• The Nifty Put-Call ratio stood at 1.13 compared with the previous
session’s close of 1.20.
• Open interest on Nifty Futures stood at 21.64 million as against the
previous session’s close at 20.20 million.
• Bond yields declined on optimism of a stable government following the
outcome of the country’s multi-phased general election, which is due on
May 23, 2019.
• Yield on the 10-year benchmark paper (7.26% GS 2029) declined 4 bps
to 7.26% compared with the previous close of 7.30% after trading in a
range of 7.25% to 7.31%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 6,741 crore (gross) on May 22, 2019, compared
with Rs. 8,016 crore (gross) as on May 21, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 10,246
crore on May 21, 2019.
• Banks did not borrow under the central bank’s Marginal Standing
Facility on May 21, 2019 compared with borrowings of Rs. 425 crore on
May 20, 2019.
• The Indian rupee appreciated against the dollar as the domestic equity
market strengthened ahead of the outcome of the country’s general
election. The current government is expected to continue for the second
term, thus reducing political uncertainty. The rupee closed at 69.66 a
dollar compared with the previous close of 69.71.
• The euro was nearly steady as market participants preferred to stay on
the sidelines ahead of the European parliamentary elections and
European Central Bank chief’s speech.
• Gold prices were nearly flat as market participants await the outcome
of the Federal Reserve meeting.
• Brent crude prices edged lower after American Petroleum Institute (API)
reported a surge of 2.4 million barrels in U.S. crude inventories in the
week ending May 17, 2019.
• Data from the National Association of Realtors showed that existing
home sales in the U.S. unexpectedly fell in Apr 2019. The existing home
sales fell 0.4% to an annual rate of 5.19 million in Apr 2019 after plunging
by 4.9% to a rate of 5.21 million in Mar 2019.
• Preliminary data from the European Commission showed that Eurozone
consumer confidence rose more-than-expected in May to its highest level
in seven months, after weakening in the previous month. The flash
consumer confidence index grew to -6.5 in May from -7.3 in April, which
was revised from -7.9.