FII Derivative Trade Statistics 29-Mar
(Rs Cr) Buy
Index Futures 8832.42 7323.88 29684.48
Index Options 331342.70 333546.75 92879.32
Stock Futures 29992.45 29701.39 101439.98
Stock Options 7513.06 7670.39 9220.00
Total 377680.63 378242.41 233223.78
Put Call Ratio (OI) 1.49 1.96 -0.47
Indian Debt Market
Put Call Ratio(Vol) 0.93 1.04 -0.11
29-Mar Wk. Ago Mth. Ago
Call Rate 8.49% 6.19% 6.19% 7.57%
T-Repo 6.65% 6.14% 6.21% NA
Repo 6.25% 6.25% 6.25% 6.00%
Reverse Repo 6.00% 6.00% 6.00% 5.75%
91 Day T-Bill 6.05% 6.25% 6.39% 6.09%
364 Day T-Bill 6.28% 6.38% 6.55% 6.40%
10 Year Gilt 7.35% 7.34% 7.41% 7.40%
G-Sec Vol. (Rs.Cr) 26833 38231 28598 37511
Currency Market Update
FBIL MIBOR* 6.28% 6.25% 6.35% 9.39%
3 Month CP Rate 7.55% 7.50% 7.80% 7.40%
5 Year Corp Bond 8.36% 8.40% 8.33% 8.03%
1 Month CD Rate 7.81% 8.00% 7.19% 7.23%
3 Month CD Rate 7.21% 7.36% 7.40% 6.98%
1 Year CD Rate 7.34% 7.73% 7.95% 7.33%
Commodity Market Update
Currency 29-Mar Prev_Day
USD/INR 69.17 69.00 0.17
GBP/INR 90.48 91.03 -0.55
EURO/INR 77.70 77.69 0.02
JPY/INR 0.63 0.63 0.00
Commodity 29-Mar Wk Ago Mth. Ago
NYMEX Crude($/bl) 60.14 58.82 57.16 64.29
Brent Crude($/bl) 68.52 66.73 64.47 67.37
Gold( $/oz) 1292 1313 1313 1325
Gold(Rs./10 gm) 31601 32007 33250 30630
Source: Thomson Reuters Eikon
*As on March 28, 2019
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Derivative Statistics- Nifty Options
• Nifty Apr 2019 Futures were at 11,679.90, a premium of 56.00 points,
above the spot closing of 11,623.90. The turnover on NSE’s Futures and
Options segment declined to Rs. 4,97,595.29 crore on Mar 29, 2019,
compared with Rs. 22,75,906.54 crore on Mar 28, 2019.
• The Put-Call ratio stood at 0.96 compared with the previous session’s
close of 0.81.
• The Nifty Put-Call ratio stood at 1.49 compared with the previous
session’s close of 1.96.
• Open interest on Nifty Futures stood at 17.84 million as against the
previous session’s close at 27.15 million.
• Bond yields rose as market participants remained on the side-lines and
awaited the borrowing schedule of the government for the period from
Apr to Sep of 2019.
• Yield on the new 10-year benchmark paper (7.26% GS 2029) rose 3 bps
to close at 7.35% compared with the previous session’s close of 7.32%
after trading in the range of 7.31% to 7.35%.
• Yield on the old 10-year benchmark paper (7.17% GS 2028) rose 2 bps
to 7.49% as compared with the previous session’s close of 7.47% after
trading in the range of 7.45% to 7.50%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 14,685 crore (gross) on Mar 29, 2019, compared
with Rs. 6,461 crore (gross) as on Mar 28, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 46,984
crore on Mar 28, 2019.
• The Indian rupee rose against the U.S. dollar following gains in the
domestic equity market. The rupee closed at 69.15 a dollar, up 0.27%
compared with the previous close of 69.34.
• The euro rose against the U.S. dollar as downbeat U.S. consumer
spending data for Jan 2019 kept the greenback under pressure. The euro
was last seen trading at 1.1231, up 0.10% a dollar compared with the
previous close of 1.1220.
• Gold prices rose against the greenback, supported by the release of
weak U.S. GDP data.
• Brent Crude prices saw a steep surge, supported by supply cuts by OPEC
and its allies.
• A report from the National Association of Realtors showed that U.S.
pending home sales index fell 1% to 101.9 in Feb 2019 as against an
increase of 4.3% to a downwardly revised reading of 102.9 in Jan 2019.
Meanwhile, pending home sales were down by 4.9% YoY in Feb 2019,
thereby marking the fourteenth consecutive month of annual decline.
• A report from the Commerce Department showed that personal income
in U.S. rose 0.2% in Feb 2019 as against a fall of 0.1% in Jan 2019. Surge in
wages and salaries, government social benefits, and proprietors' income
were partially offset by a decline in personal interest income. Disposable
personal income also rose 0.2% in Feb as against a fall of 0.2% in Jan.