FII Derivative Trade Statistics 03-Apr
(Rs Cr) Buy
Index Futures 2316.33 2391.24 18500.10
Index Options 151755.52 151794.31 64258.08
Stock Futures 13195.74 12549.24 91284.94
Stock Options 7140.00 7137.88 5155.68
Total 174407.59 173872.67 179198.80
Put Call Ratio (OI) 1.42 1.52 -0.09
Indian Debt Market
Put Call Ratio(Vol) 0.90 0.92 -0.03
03-Apr Wk. Ago Mth. Ago
Call Rate 6.20% 6.22% 6.20% 5.93%
T-Repo 6.13% 6.02% 6.20% NA
Repo 6.25% 6.25% 6.25% 6.00%
Reverse Repo 6.00% 6.00% 6.00% 5.75%
91 Day T-Bill 6.23% 6.31% 6.38% 5.83%
364 Day T-Bill 6.31% 6.39% 6.51% 6.39%
10 Year Gilt 7.27% 7.33% 7.38% 7.33%
G-Sec Vol. (Rs.Cr) 54457 31053 32544 39408
Currency Market Update
FBIL MIBOR* 6.25% 6.25% 6.30% 9.39%
3 Month CP Rate 6.80% 7.55% 7.80% 6.75%
5 Year Corp Bond 8.31% 8.34% 8.32% 8.01%
1 Month CD Rate 6.77% 8.13% 6.96% 6.34%
3 Month CD Rate 6.74% 7.26% 7.30% 6.54%
1 Year CD Rate 7.19% 7.49% 7.69% 7.13%
Commodity Market Update
Currency 03-Apr Prev_Day
USD/INR 68.49 69.12 -0.63
GBP/INR 90.02 90.21 -0.19
EURO/INR 76.88 77.45 -0.57
JPY/INR 0.61 0.62 -0.01
Commodity 03-Apr Wk Ago Mth. Ago
NYMEX Crude($/bl) 62.41 59.34 55.71 63.40
Brent Crude($/bl) 69.80 67.94 63.15 66.28
Gold( $/oz) 1290 1309 1293 1332
Gold(Rs./10 gm) 31454 32067 32819 30684
Source: Thomson Reuters Eikon *As on previous trading day
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Derivative Statistics- Nifty Options
• Nifty Apr 2019 Futures were at 11,729.65, a premium of 85.70 points,
above the spot closing of 11,643.95. The turnover on NSE’s Futures and
Options segment went up to Rs. 9,80,408.76 crore on Apr 3, 2019,
compared with Rs. 7,56,602.32 crore on Apr 2, 2019.
• The Nifty Put-Call ratio stood at 1.42 compared with the previous
session’s close of 1.52.
• India VIX increased 3.58% to 18.7300 compared with 18.0825 at the
previous trading session.
• Open interest on Nifty Futures stood at 16.80 million as against the
previous session’s close at 17.03 million.
• Bond yields held steady ahead of the outcome of the Monetary Policy
Committee meeting due on Apr 4, 2019. However, the overall market
sentiment remained optimistic of a policy rate cut.
• Yield on the new 10-year benchmark paper (7.26% GS 2029) remained
unchanged at 7.27% compared with the previous session’s close after
trading in a range of 7.25% to 7.29%.
• Yield on the old 10-year benchmark paper (7.17% GS 2028) remained
unchanged at 7.42% as compared with the previous session’s close after
trading in a range of 7.39% to 7.44%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 4,092 crore (gross) on Apr 3, 2019, compared
with Rs. 5,761 crore (gross) as on Apr 2, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 64,039
crore on Apr 2, 2019.
• The India rupee appreciated amid inflows from initial public offering in
the domestic market. The rupee settled at 68.42 a dollar, up 0.47%
compared with the previous close of 68.75.
• The euro improved on greenback weakness after China reported better-
than-expected service sector activity data for Mar 2019 and positive
development in U.S.-China trade talks. The euro was last seen trading at
1.1244 a dollar, up 0.37% compared with the previous close of 1.1202.
• Gold prices traded flat as market participants awaited further
development on the matter.
• Brent crude prices continued to rise, supported by OPEC-led output cut,
speculations on additional U.S. sanction on Iran and production stoppage
at a key crude terminal in Venezuela.
• According to preliminary report from Eurostat, euro zone retail sales
surpassed market expectations and grew 0.4% MoM in Feb 2019 as
against downwardly revised growth of 0.9% (1.3% growth originally
reported) in Jan 2019. Retail sales grew 2.8% YoY in Feb 2019 as against
an increase of 2.20% in Jan 2019.
• According to a report from the IHS Markit, Spain’s services PMI
surpassed market expectations and grew to 56.8 in Mar 2019 as against
54.5 in Feb 2019. The upside reflects strong domestic demand and
• According to a report from the IHS Markit, Caixin China services PMI
grew to 54.4 in Mar 2019 as against a reading of 51.1 in Feb 2019.