FII Derivative Trade Statistics 09-Apr
(Rs Cr) Buy
Index Futures 1270.26 1477.97 15678.55
Index Options 54421.58 53480.70 59997.53
Stock Futures 8362.53 8421.05 76725.49
Stock Options 5048.51 5297.41 4318.86
Total 69102.88 68677.13 156720.43
Put Call Ratio (OI) 1.44 1.45 -0.01
Indian Debt Market
Put Call Ratio(Vol) 1.03 1.19 -0.15
09-Apr Wk. Ago Mth. Ago
Call Rate 5.91% 7.57% 5.89% 5.92%
CBLO 5.87% 6.24% 5.85% 5.80%
Repo 6.00% 6.00% 6.00% 6.25%
Reverse Repo 5.75% 5.75% 5.75% 6.00%
91 Day T-Bill 6.06% 6.09% 6.22% 5.90%
364 Day T-Bill 6.47% 6.40% 6.62% 6.12%
10 Year Gilt 7.23% 7.40% 7.67% 6.82%
G-Sec Vol. (Rs.Cr) 45982 37511 29326 36413
Currency Market Update
1 Month CP Rate NA NA 7.80% 6.51%
3 Month CP Rate 6.85% 7.40% 7.83% 6.74%
5 Year Corp Bond 7.96% 8.04% 8.11% 7.52%
1 Month CD Rate 6.41% 7.23% 7.09% 6.13%
3 Month CD Rate 6.70% 6.98% 7.13% 6.33%
1 Year CD Rate 7.05% 7.33% 7.44% 6.60%
Commodity Market Update
Currency 09-Apr Prev_Day
USD/INR 64.93 64.99 -0.06
GBP/INR 91.50 90.96 0.54
EURO/INR 79.69 79.51 0.17
JPY/INR 0.61 0.61 0.00
Commodity 09-Apr Wk Ago Mth. Ago
NYMEX Crude($/bl) 63.39 63.04 62.01 52.20
Brent Crude($/bl) 67.98 68.21 65.28 54.38
Gold( $/oz) 1336 1341 1324 1254
Gold(Rs./10 gm) 30526 30443 30369 28845
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Bond yields rose for the second consecutive session as the increase in
limits for foreign investment in government securities was lower than
what market had anticipated.
• Yield on the 10-year benchmark paper (7.17% GS 2028) rose 6 bps to
close at 7.23% from the previous close of 7.17%. During the session,
bond yields traded in the range of 7.15% and 7.24%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,535 crore (gross) on Apr 9 compared with Rs.
3,685 crore on Apr 6. Sale of securities under Reserve Bank of India’s
(RBI) reverse repo window stood at Rs. 34,485 crore on Apr 6.
• Banks borrowed Rs. 1,300 crore under the central bank’s Marginal
Standing Facility on Apr 6 compared with no borrowing on Apr 5.
• According to a report from the U.S. Federal Reserve, growth in U.S.
consumer credit missed market expectations. It grew $10.6 billion in Feb
2018 as against $15.6 billion ($13.9 billion increase originally reported)
in Jan 2018. The contributor to the slow-down was primarily non-
revolving credit that grew by only $10.5 billion in Feb compared with an
increase of $14.1 billion in Jan.
• According to a report from the Sentix, eurozone’s investor sentiment
index fell to 19.6 in Apr 2018 from 24.0 in Mar 2018. This marked third
consecutive decline amid trade war fears and significant fall in economic
• Nifty Apr 2018 Futures were at 10393.90 points, a premium of 14.55
points, over the spot closing of 10,379.35. The turnover on NSE’s Futures
and Options segment went up from Rs. 4,65,313.10 crore on Apr 6 to Rs.
4,89,832.89 crore on Apr 9.
• The Put-Call ratio, stood at 0.92 against previous session’s close of
• The Nifty Put-Call ratio stood at 1.44 against the previous session’s
close of 1.45.
• Open interest on Nifty Futures stood at 24.01 million as against the
previous session’s close of 23.58 million.
• The Indian rupee dropped marginally against the U.S. dollar, amid
reports that China was evaluating yuan devaluation as an option in
offsetting ongoing trade tensions with the U.S.
• Euro gained for the second consecutive session against the U.S. dollar
despite German exports plunged in Feb 2018 and recorded its biggest
monthly fall in more than two years and a survey showed that investor
morale in the euro zone declined for the third month in Apr 2018.
• Gold prices traded marginally lower as investors awaited the U.S.
inflation data and the minutes of U.S. Fed’s latest meeting.
• Brent Crude prices traded higher after a private survey showed that the
crude oil production by the OPEC fell by 170,000 bpd in Mar 2018 to
32.04 million bpd.