FII Derivative Trade Statistics 18-Sep
(Rs Cr) Buy
Index Futures 4755.32 4163.14 18457.72
Index Options 251813.76 252714.61 65174.86
Stock Futures 13070.10 12705.34 89567.33
Stock Options 6365.67 6422.10 4101.93
Total 276004.85 276005.19 177301.84
Put Call Ratio (OI) 1.02 0.99 0.03
Indian Debt Market
Put Call Ratio(Vol) 0.84 0.79 0.05
18-Sep Wk. Ago Mth. Ago
Call Rate 5.36% 5.32% 5.31% 6.54%
T-Repo 5.30% 5.17% 5.25% NA
Repo 5.40% 5.40% 5.40% 6.50%
Reverse Repo 5.15% 5.15% 5.15% 6.25%
91 Day T-Bill 5.26% 5.32% 5.47% 7.00%
364 Day T-Bill 5.60% 5.65% 5.72% 7.62%
10 Year Gilt 6.62% 6.68% 6.54% 8.14%
G-Sec Vol. (Rs.Cr) 50530 39952 56660 52133
Currency Market Update
FBIL MIBOR* 5.45% 5.45% 5.37% 6.60%
3 Month CP Rate 5.70% 5.80% 6.00% 7.95%
5 Year Corp Bond 7.54% 7.56% 7.83% 8.90%
1 Month CD Rate 5.35% 5.10% 5.42% 7.48%
3 Month CD Rate 5.63% 5.66% 5.67% 7.49%
1 Year CD Rate 6.41% 6.46% 6.70% 8.39%
Commodity Market Update
Currency 18-Sep Prev_Day
USD/INR 71.31 71.82 -0.51
GBP/INR 89.06 89.12 -0.06
EURO/INR 78.91 78.96 -0.06
JPY/INR 0.66 0.66 0.00
Commodity 18-Sep Wk Ago Mth. Ago
NYMEX Crude($/bl) 58.14 55.61 54.78 69.82
Brent Crude($/bl) 65.18 63.91 58.99 79.19
Gold( $/oz) 1494 1497 1514 1198
Gold(Rs./10 gm) 37542 37902 37466 30737
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Bond yields saw a steep fall as crude oil prices declined, which lowered
concerns over domestic inflation. In addition, appreciation of the
domestic currency also lifted the market sentiment.
• Yield on the 10-year benchmark paper (7.26% GS 2029) fell 11 bps to
6.62% compared with the previous close of 6.73% after trading in a
range of 6.60% to 6.69%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,946 crore (gross) on Sep 18, 2019 compared
with borrowings of Rs. 4,636 crore (gross) on Sep 17, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window stood
at Rs. 11,291 crore on Sep 17, 2019.
• Banks borrowed Rs. 1 crore under the central bank’s Marginal Standing
Facility on Sep 17, 2019 compared with borrowings of Rs. 1,411 crore on
Sep 16, 2019.
• The U.S. Federal Reserve cut rates by another 25 basis points, lowering
the target range for the federal funds rate to 1-3/4 to 2%. This is the
second reduction in 2019. The cut was once again attributed to the
implications of global developments for the economic outlook as well as
muted inflation pressures. The accompanying statement was mostly
unchanged from Jul 2019. The Fed reiterating that the labor market
remains strong and that economic activity has been rising at a moderate
• Eurostat data showed euro zone inflation was stable in Aug 2019 at 1%,
the same as in Jul 2019. The rate was the lowest since Nov 2016. Price
growth remained below the European Central Bank's target of "below,
but close to 2 %."
• Nifty Sep 2019 Futures stood at 10,855.45, a premium of 14.80 points
above the spot closing of 10,840.65. The turnover on NSE’s Futures and
Options segment rose to Rs.14,33,688.44 on September 18, 2019,
compared with Rs.13,66,981.65 crore on September 17, 2019.
• The Put-Call ratio remained unchanged compared with the previous
session’s close of 0.86.
• The Nifty Put-Call ratio stood at 1.02 compared with the previous
session’s close of 0.99.
• Open interest on Nifty Futures stood at 20.46 million, compared with
the previous session’s close of 20.6 million.
• The Indian rupee strengthened against the greenback and witnessed
the biggest single session gain in more than six months following fall in
global crude oil prices. The rupee closed at 71.23 a dollar, up 0.77%
compared with the previous close 71.78.
• The euro fell against the greenback after the U.S. Federal Reserve cut
interest rates by 25 bps as expected but gave an uncertain outlook on
future easing. The euro closed at 1.1029, down 0.638% compared with
previous close of 1.1071.
• Gold prices slide even though the U.S. Fed cut the key interest rate in
its latest policy meet, as widely anticipated. This, in turn, boosted the U.S.
dollar which in turn impacted the bullion price.
• Brent crude prices slipped following the first U.S. inventory build in four