FII Derivative Trade Statistics 25-Oct
(Rs Cr) Buy
Index Futures 11222.43 10609.25 28497.27
Index Options 181206.75 180385.80 82511.99
Stock Futures 32931.67 32394.27 89815.11
Stock Options 9567.33 9359.68 8759.48
Total 234928.18 232749.00 209583.85
Put Call Ratio (OI) 0.97 1.10 -0.13
Indian Debt Market
Put Call Ratio(Vol) 0.98 0.87 0.12
25-Oct Wk. Ago Mth. Ago
Call Rate 6.50% 6.58% 6.51% 5.88%
CBLO 6.50% 6.51% 6.29% 5.90%
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% 7.02% 6.10%
364 Day T-Bill 7.42% 7.47% 7.26% 6.21%
10 Year Gilt 7.87% 7.91% 8.13% 6.81%
G-Sec Vol. (Rs.Cr) 32817 22510 27124 36063
Currency Market Update
FBIL MIBOR 6.60% 6.60% 6.60% 6.00%
3 Month CP Rate 8.35% 7.90% 8.40% 6.75%
5 Year Corp Bond 8.79% 8.84% 8.99% 7.52%
1 Month CD Rate 7.12% 6.99% 7.19% 6.07%
3 Month CD Rate 8.39% 8.23% 7.62% 6.20%
1 Year CD Rate 8.34% 8.38% 8.36% 6.57%
Commodity Market Update
Currency 25-Oct Prev_Day
USD/INR 73.27 73.26 0.01
GBP/INR 94.62 95.05 -0.43
EURO/INR 83.65 83.99 -0.35
JPY/INR 0.65 0.65 0.00
Commodity 25-Oct Wk Ago Mth. Ago
NYMEX Crude($/bl) 67.15 69.58 73.02 51.96
Brent Crude($/bl) 78.19 80.48 82.65 58.94
Gold( $/oz) 1232 1222 1201 1277
Gold(Rs./10 gm) 31736 31722 30728 29372
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty Oct 2018 Futures closed at 10,124.90, same as the spot closing.
The turnover on NSE’s Futures and Options segment increased to Rs.
18,72,655.73 on Oct 25 compared with Rs. 13,33,824.38 on Oct 24.
• The Put-Call ratio stood at 0.80, compared with the previous session’s
close of 0.86.
• The Nifty Put-Call ratio stood at 0.97 compared with the previous
session’s close of 1.10.
• Open interest on Nifty Futures stood at 29.05 million as against the
previous session’s close at 26.31 million.
• Bond yield was nearly steady as losses to global crude oil prices which
continued to remain at elevated levels and weakness of the rupee
against the greenback was offset by the security purchase under open
• Yield on the 10-year benchmark paper (7.17% GS 2028) remained
unchanged at 7.87% compared with the previous closing after trading in
the range of 7.84% to 7.89%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 19,201 crore (gross) on Oct 25 compared with
a borrowing of Rs. 3,896 crore (gross) on Oct 24. Sale of securities under
the Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 9,920
crore on Oct 24.
• The Indian rupee declined tracking weakness in the global equity
market and subsequent loss in the domestic equity market. The rupee
closed at 73.28 a dollar, down 0.17% compared with the previous close
• The euro inched down against the greenback after the European
Central Bank chief opined that the euro zone monetary union remained
"fragile" and failed to ease concerns about financial instability in Italy.
The euro was last seen trading at 1.1381 a dollar, down 0.09% compared
with the previous close of 1.1391.
• Gold prices remained steady as market participants resorted to the
yellow metal after overnight fall in the U.S. equity market on concerns
over weak corporate results.
• Brent Crude prices plunged after the U.S. Equity market saw a steep
fall on worries over weak corporate earnings.
• According to the data released by the Commerce Department U.S. new
home sales fell sharply by 5.5% to an annual rate of 553,000 in Sep 2018
from the revised rate of 585,000 (629,000 originally reported) in Aug
2018. New home sales fell to their lowest level Dec 2016. The fall was
partially due to 40.6% decline in sales in the Northeast.
• The European Central Bank (ECB) kept its interest rates and forward
guidance neutral for the third consecutive policy session. This along it
reaffirmed its massive asset purchase program would end in Dec 2018.
The main refinance rate, deposit rate and marginal lending facility
stands at 0%, -0.40% and 0.25%, respectively. The ECB continues to
halve its monthly bond purchases to EUR 15 billion as announced in Jun
2018 and plans to end it in Dec 2018.