FII Derivative Trade Statistics 19-Sep
(Rs Cr) Buy
Index Futures 4130.75 3165.76 26088.27
Index Options 162967.98 161430.14 85940.78
Stock Futures 13963.09 15124.92 89686.08
Stock Options 11817.36 11863.13 9998.05
Total 192879.18 191583.95 211713.18
Put Call Ratio (OI) 1.14 1.20 -0.06
Indian Debt Market
Put Call Ratio(Vol) 0.87 0.91 -0.04
19-Sep Wk. Ago Mth. Ago
Call Rate 6.60% 6.45% 6.44% 5.96%
CBLO 6.46% 6.32% 5.84% 6.00%
Repo 6.50% 6.50% 6.50% 6.00%
Reverse Repo 6.25% 6.25% 6.25% 5.75%
91 Day T-Bill 7.06% 7.09% 6.78% 6.08%
364 Day T-Bill 7.63% 7.66% 7.28% 6.23%
10 Year Gilt 8.07% 8.13% 7.86% 6.59%
G-Sec Vol. (Rs.Cr) 43175 41095 24619 35501
Currency Market Update
FBIL MIBOR 6.65% 6.59% 6.46% 6.05%
3 Month CP Rate 8.05% 7.95% 7.70% 6.67%
5 Year Corp Bond 8.86% 8.91% 8.72% 7.40%
1 Month CD Rate 7.51% 7.12% 6.53% 6.08%
3 Month CD Rate 7.51% 7.25% 7.19% 6.15%
1 Year CD Rate 8.39% 8.39% 7.92% 6.49%
Commodity Market Update
Currency 19-Sep Prev_Day
USD/INR 72.68 72.38 0.30
GBP/INR 95.59 95.29 0.30
EURO/INR 84.91 84.77 0.14
JPY/INR 0.65 0.65 0.00
Commodity 20-Sep Wk Ago Mth. Ago
NYMEX Crude($/bl) 70.72 70.32 66.45 50.24
Brent Crude($/bl) 79.42 79.96 70.30 58.24
Gold( $/oz) 1207 1205 1190 1301
Gold(Rs./10 gm)* 30722 30478 29361 29661
Source: Thomson Reuters Eikon
*As on 19-Sep-18
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Derivative Statistics- Nifty Options
• Nifty Sep 2018 Futures settled at 11,272.80, a premium of 38.45
points, above the spot closing of 11,234.35. The turnover on NSE’s
Futures and Options segment improved to Rs. 20,50,327.67 on Sep 19
compared with Rs. 12,40,622.18 on Sep 18.
• The Put-Call ratio stood at 0.79, compared with the previous session’s
close of 0.80.
• The Nifty Put-Call ratio stood at 1.14 compared with the previous
session’s close of 1.20.
• Open interest on Nifty Futures stood at 27.63 million as against the
previous session’s close at 27.96 million.
• Bond yield eased after rupee recovered from the last session’s record
low as the government is expected to intervene and undertake
measures to prevent the local currency from witnessing further losses.
• Yield on the 10-year benchmark paper (7.17% GS 2028) declined 7 bps
to 8.07% compared with the previous closing of 8.14% after trading in a
wide range of 8.06% to 8.14%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 4,995 crore (gross) on Sep 19 compared with a
borrowing of Rs. 8,660 crore (gross) on Sep 18. Sale of securities under
the Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 5,626
crore on Sep 18.
• Banks borrowed Rs. 150 crore under the central bank’s Marginal
Standing Facility on Sep 18 compared with borrowing of Rs. 2,600 crore
on Sep 17.
• The Indian rupee recovered against the greenback with rising hopes
that the government will intervene and soon announce measures for
preventing further currency downside.
• The euro rose against the greenback as worries of escalating trade
tensions between U.S. and China eased to some extent on hopes that
the adverse impact of the ongoing trade row will take some time to get
reflected in the corporate earnings results.
• Gold prices inched higher with the intensifying trade friction between
U.S. and China.
• Brent crude prices stayed close to the 79-mark over supply tightening
tension from the impending U.S. sanction on Iran, which will be formally
applicable from Nov.
• The Organization for Economic Cooperation & Development (OECD)
downgraded its global growth projections for both 2018 and 2019.
According to OCED, the global economy will grow 3.7% in 2018 and
2019. OECD earlier in May had projected global growth at 3.8% for 2018
and 3.9% in 2019. On a separate note, OECD projected the U.S. to grow
2.9% in 2018 and 2.7% in 2019. For China, OECD projected the growth
rate at 6.7% for 2018 and 6.4% for 2019.
• Data from the U. Commerce Department showed that housing starts
in U.S. grew 9.2% to an annual rate of 1.282 million in Aug 2018 from
the revised estimate of 1.174 million in Jul 2018. However, building
permits fell 5.7% to an annual rate of 1.229 million in Aug 2018 from a
revised 1.303 million in Jul 2018.