FII Derivative Trade Statistics 24-Oct
(Rs Cr) Buy
Index Futures 12148.10 12725.48 24851.24
Index Options 120978.32 120436.48 83060.92
Stock Futures 41053.90 41244.79 87419.57
Stock Options 6968.88 7014.85 8824.14
Total 181149.20 181421.60 204155.87
Put Call Ratio (OI) 1.10 1.04 0.06
Indian Debt Market
Put Call Ratio(Vol) 0.87 0.80 0.06
24-Oct Wk. Ago Mth. Ago
Call Rate 6.50% 6.58% 6.58% 5.86%
CBLO 6.47% 6.51% 6.47% 5.85%
Repo 6.50% 6.50% 6.50% 6.00%
Reverse Repo 6.25% 6.25% 6.25% 5.75%
91 Day T-Bill 6.94% 6.93% 7.09% 6.10%
364 Day T-Bill 7.45% 7.47% 7.60% 6.16%
10 Year Gilt 7.87% 7.91% 8.12% 6.78%
G-Sec Vol. (Rs.Cr) 41414 22510 26066 27456
Currency Market Update
FBIL MIBOR 6.60% 6.60% 6.65% 6.00%
3 Month CP Rate 8.25% 7.90% 8.20% 6.74%
5 Year Corp Bond 8.85% 8.84% 8.98% 7.50%
1 Month CD Rate 7.20% 6.99% 7.40% 6.07%
3 Month CD Rate 8.38% 8.23% 7.44% 6.20%
1 Year CD Rate 8.37% 8.38% 8.33% 6.57%
Commodity Market Update
Currency 24-Oct Prev_Day
USD/INR 73.26 73.78 -0.52
GBP/INR 95.05 95.56 -0.50
EURO/INR 83.99 84.47 -0.48
JPY/INR 0.65 0.66 0.00
Commodity 24-Oct Wk Ago Mth. Ago
NYMEX Crude($/bl) 66.46 69.58 72.85 52.27
Brent Crude($/bl) 78.23 80.48 81.33 58.33
Gold( $/oz) 1234 1222 1198 1276
Gold(Rs./10 gm) 31692 31722 30664 29611
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty Oct 2018 Futures settled at 10,228.55, a premium of 3.80 points,
above the spot closing of 10,224.75. The turnover on NSE’s Futures and
Options segment increased to Rs. 13,33,824.38 on Oct 24 compared
with Rs. 9,82,011.81 on Oct 23.
• The Put-Call ratio stood at 0.86, compared with the previous session’s
close of 0.78.
• The Nifty Put-Call ratio stood at 1.10 compared with the previous
session’s close of 1.04.
• Open interest on Nifty Futures stood at 26.31 million as against the
previous session’s close at 24.30 million.
• Bond yield eased with the rupee appreciation, sharp plunge in crude
oil prices, and rebound in the local equity market. This boosted the
overall market sentiments and alleviated inflationary concerns.
• Yield on the 10-year benchmark paper (7.17% GS 2028) declined 2 bps
to 7.87% compared with the previous closing of 7.89% after trading in
the range of 7.83% to 7.88%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,896 crore (gross) on Oct 24 compared with a
borrowing of Rs. 6,546 crore (gross) on Oct 23. Sale of securities under
the Reserve Bank of India’s (RBI) reverse repo window stood at Rs.
15,560 crore on Oct 23.
• Banks did not borrow under the central bank’s Marginal Standing
Facility on Oct 23, compared with borrowing of Rs. 30 crore on Oct 22.
• The Indian rupee appreciated following a steep decline in crude oil
prices after Saudi Arabia assured of keeping the oil market well supplied
and meet the supply deficit due to U.S. sanction on Iran. The local unit
was also supported by a rebound in the domestic equity market.
• The euro saw a steep decline following indications of weak economic
growth in the euro zone.
• Gold prices marginally fell as the risk-taking appetite of market
participants improved with recovery in the Chinese market.
• Brent Crude prices saw a sharp decline amid speculations of soft
demand due to uncertainties on global economic growth.
• IHS Markit data showed euro zone economy grew at the slowest pace
for over two years in Oct 2018. This happened as an export-led
slowdown continued to spread to the service sector. The composite
output index decreased to 52.7 from 54.1 in Sep 2018. Expectations
were for 53.9.
• Cabinet Office data showed Japan's leading index went up more than
initially estimated in Aug 2018. The leading index, measuring future
economic activity, rose to 104.5 in Aug from 103.9 in Jul 2018. The
preliminary reading was 104.4.