FII Derivative Trade Statistics 05-Sep
(Rs Cr) Buy
Index Futures 5678.11 4639.55 11329.55
Index Options 307752.32 308893.64 58404.61
Stock Futures 11566.56 11490.24 87008.53
Stock Options 5093.65 5067.09 2870.94
Total 330090.64 330090.52 159613.63
Put Call Ratio (OI) 1.01 1.08 -0.07
Indian Debt Market
Put Call Ratio(Vol) 0.83 0.79 0.04
05-Sep Wk. Ago Mth. Ago
Call Rate 5.35% 5.37% 5.56% 6.31%
T-Repo 5.20% 5.25% 5.56% NA
Repo 5.40% 5.40% 5.75% 6.50%
Reverse Repo 5.15% 5.15% 5.50% 6.25%
91 Day T-Bill 5.33% 5.34% 5.60% 6.78%
364 Day T-Bill 5.67% 5.70% 5.80% 7.35%
10 Year Gilt 6.58% 6.55% 6.39% 8.05%
G-Sec Vol. (Rs.Cr) 27501 40974 46833 42961
Currency Market Update
FBIL MIBOR* 5.45% 5.45% 5.75% 6.45%
3 Month CP Rate 5.85% 5.90% 6.05% 7.65%
5 Year Corp Bond 7.39% 7.75% 7.82% 8.80%
1 Month CD Rate 5.14% 5.23% 5.74% 6.36%
3 Month CD Rate 5.47% 5.79% 6.05% 7.18%
1 Year CD Rate 6.43% 6.50% 6.64% 8.07%
Commodity Market Update
Currency 05-Sep Prev_Day
USD/INR 71.86 72.07 -0.21
GBP/INR 87.89 87.28 0.61
EURO/INR 79.21 79.11 0.10
JPY/INR 0.67 0.68 0.00
Commodity 05-Sep Wk Ago Mth. Ago
NYMEX Crude($/bl) 56.28 56.62 54.58 68.64
Brent Crude($/bl) 62.94 60.68 58.46 76.75
Gold( $/oz) 1519 1527 1464 1196
Gold(Rs./10 gm) 39006 38743 36289 30274
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Nifty Sep 2019 Futures stood at 10,886.30, a premium of 41.65 points
above the spot closing of 10,844.65. The turnover on NSE’s Futures and
Options segment fell to Rs. 15,02,054.73 crore on Sep 4, 2019, compared
with Rs. 9,31,077.92 croreon Sep 3, 2019.
• The Put-Call ratio stood at 0.87, compared with the previous session’s
close of 0.83.
• The Nifty Put-Call ratio stood at 1.08 compared with the previous
session’s close of 1.04.
• Open interest on Nifty Futures stood at 18.14 million, compared with
the previous session’s close of 18.64 million.
• Bond yields continued to increase for the second consecutive day on
worries over the possible rise in government spending, which is
expected to widen the fiscal deficit. Besides, surge in crude oil prices
also weighed on sentiments.
• Yield on the 10-year benchmark paper (7.26% GS 2029) rose 3 bps to
6.58% compared with the previous close of 6.55% after trading in a
range of 6.55% to 6.60%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,824 crore (gross) on Sep 5, 2019 compared
with borrowings of Rs. 3,754 crore (gross) on Sep 4, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window
stood at Rs. 31,881 crore on Sep 4, 2019.
• Banks borrowed Rs. 963 crore under the central bank’s Marginal
Standing Facility on Sep 4, 2019 compared with borrowings of Rs. 900
crore on Sep 3, 2019.
• The Indian rupee rose against the U.S. dollar as investor’s risk appetite
improved on reports that the U.S. and China agreed to hold trade talks in
Oct 2019. The rupee closed at 71.84 a dollar compared with the previous
• The euro remained unchanged against the U.S. dollar despite reports
said that the German factory orders for Jul 2019 fell by a more-than-
expected. The euro closed at 1.1033 compared with the previous close
• Gold prices fell on reports of upbeat U.S. private sector employment
and services sectors growth data in Aug 2019.
• Brent crude prices grew following reports from Energy Information
Administration (EIA) that oil inventories fell by 4.8 million barrels in the
week ended Aug 30, 2019.
• Data from payroll processor ADP showed U.S. private sector
employment jumped by much more than expected in Aug 2019. Private
sector employment surged up by 195,000 jobs in Aug after climbing by
142,000 jobs in Jul 2019.
• An Institute for Supply Management report showed a notable
acceleration in the pace of growth in U.S. service sector activity in Aug
2019. ISM’s non-manufacturing index climbed to 56.4 in Aug after falling
to 53.7 in Jul 2019.