FII Derivative Trade Statistics 23-Sep
(Rs Cr) Buy
Index Futures 19054.61 13975.82 23336.49
Index Options 365957.80 365796.83 68030.00
Stock Futures 33700.64 32019.00 97326.28
Stock Options 20326.47 19883.60 5154.05
Total 439039.52 431675.25 193846.82
Put Call Ratio (OI) 1.39 0.83 0.56
Indian Debt Market
Put Call Ratio(Vol) 0.87 0.76 0.11
23-Sep Wk. Ago Mth. Ago
Call Rate 5.36% 5.36% 5.34% 6.58%
T-Repo 5.33% 5.35% 5.19% NA
Repo 5.40% 5.40% 5.40% 6.50%
Reverse Repo 5.15% 5.15% 5.15% 6.25%
91 Day T-Bill 5.37% 5.25% 5.40% 7.08%
364 Day T-Bill 5.55% 5.60% 5.65% 7.58%
10 Year Gilt 6.75% 6.72% 6.57% 8.08%
G-Sec Vol. (Rs.Cr) 50815 45279 27556 39390
Currency Market Update
FBIL MIBOR* 5.45% 5.43% 5.30% 6.65%
3 Month CP Rate 5.75% 5.65% 5.90% 8.05%
5 Year Corp Bond 7.64% 7.60% 7.70% 8.93%
1 Month CD Rate 5.46% 5.35% 5.49% 7.54%
3 Month CD Rate 5.48% 5.43% 5.50% 7.40%
1 Year CD Rate 6.39% 6.23% 6.64% 8.34%
Commodity Market Update
Currency 23-Sep Prev_Day
USD/INR 70.92 70.94 -0.02
GBP/INR 88.48 89.21 -0.73
EURO/INR 78.18 78.44 -0.26
JPY/INR 0.66 0.66 0.00
Commodity 23-Sep Wk Ago Mth. Ago
NYMEX Crude($/bl) 58.64 63.05 54.05 70.75
Brent Crude($/bl) 65.55 69.31 58.93 79.34
Gold( $/oz) 1522 1498 1526 1199
Gold(Rs./10 gm) 37743 37780 37599 30697
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Nifty Sep 2019 Futures stood at 11,607.30, a premium of 7.10 points
above the spot closing of 11,600.20. The turnover on NSE’s Futures and
Options segment fell to Rs. 14,31,999.26 crore on September 23, 2019,
compared with Rs. 19,96,254.74 crore on September 20, 2019.
• The Put-Call ratio stood at 0.84 compared with the previous session’s
close of 0.81.
• The Nifty Put-Call ratio stood at 1.51 compared with the previous
session’s close of 1.39.
• Open interest on Nifty Futures stood at 22.68 million, compared with
the previous session’s close of 23 million.
• Bond yields lowered as market participants resorted to value buying.
Besides, the finance minister’s announcement that the government does
not plan to change the fiscal deficit target currently, also helped ease the
• Yield on the 10-year benchmark paper (7.26% GS 2029) decreased 4
bps to 6.75% compared with the previous close of 6.79% after trading in
a range of 6.73% to 6.81%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 4,312 crore (gross) on Sep 23, 2019 compared
with borrowings of Rs. 4,358 crore (gross) on Sep 20, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window stood
at Rs. 11,027 crore on Sep 20, 2019.
• Banks borrowed Rs. 1,925 crore under the central bank’s Marginal
Standing Facility on Sep 20, 2019 compared with borrowings of Rs. 950
crore on Sep 19, 2019.
• The Indian rupee inched up against the greenback following gains in
the domestic equity market. The rupee closed at 70.93 a dollar, up
0.01% compared with the previous close 70.94.
• The euro fell against the greenback after Euro Zone Composite Flash
Purchasing Managers' Index (PMI) fell in Sep 2019 fuelling concerns
about the state of the euro zone economy. The euro closed at 1.0991,
down 0.24% compared with previous close of 1.1017.
• Gold prices rose as its safe haven appeal improved after Euro Zone
Composite Purchasing Managers' Index fell in Sep 2019 triggering
concerns of a global recession.
• Brent crude prices fell on growing possibility of a faster-than-expected
restoration of oil output facilities of Saudi Arabia.
• IHS Markit data showed Germany's private sector contracted the most
since late 2012 as the downturn in manufacturing deepened and service
sector growth lost momentum. The flash composite Purchasing
Managers' Index declined to 49.1 in Sep 2019 from 51.7 in Aug 2019.
• IHS Markit data showed euro area private sector moved close to
stagnation in Sep 2019 as demand for both goods and services declined
the most in over six years. The flash composite output index fell
unexpectedly to a 75-month low of 50.4 in Sep from 51.9 in Aug 2019.