FII Derivative Trade Statistics 09-Apr
(Rs Cr) Buy
Index Futures 2625.48 3490.46 18193.57
Index Options 154149.17 152975.44 67734.93
Stock Futures 10392.14 11431.49 90171.79
Stock Options 5866.75 5917.39 6476.69
Total 173033.54 173814.78 182576.98
Put Call Ratio (OI) 1.47 1.38 0.09
Indian Debt Market
Put Call Ratio(Vol) 0.88 0.87 0.01
09-Apr Wk. Ago Mth. Ago
Call Rate 5.97% 6.19% 6.15% 5.91%
T-Repo 5.95% 6.22% 6.20% NA
Repo 6.00% 6.25% 6.25% 6.00%
Reverse Repo 5.75% 6.00% 6.00% 5.75%
91 Day T-Bill 6.17% 6.10% 6.42% 6.06%
364 Day T-Bill 6.32% 6.27% 6.45% 6.47%
10 Year Gilt 7.37% 7.27% 7.37% 7.23%
G-Sec Vol. (Rs.Cr) 33552 62265 30649 45982
Currency Market Update
FBIL MIBOR* 6.05% 8.80% 6.27% 6.00%
3 Month CP Rate 6.95% 7.55% 7.70% 6.85%
5 Year Corp Bond 8.44% 8.27% 8.36% 7.96%
1 Month CD Rate 6.61% 6.91% 7.31% 6.41%
3 Month CD Rate 6.72% 6.76% 7.26% 6.70%
1 Year CD Rate 7.19% 7.26% 7.69% 7.05%
Commodity Market Update
Currency 09-Apr Prev_Day
USD/INR 69.54 69.51 0.03
GBP/INR 90.95 90.78 0.17
EURO/INR 78.31 78.04 0.27
JPY/INR 0.62 0.62 0.00
Commodity 09-Apr Wk Ago Mth. Ago
NYMEX Crude($/bl) 64.00 62.48 55.72 63.39
Brent Crude($/bl) 71.66 70.27 63.07 67.98
Gold( $/oz) 1304 1293 1298 1336
Gold(Rs./10 gm) 31886 31499 32123 30526
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Bond yields eased with the rebound in the domestic currency following
an upbeat local share market and dollar sales by banks. However, surge in
oil prices restricted further drop in yield.
• Yield on the new 10-year benchmark paper (7.26% GS 2029) declined 3
bps at 7.38% compared with the previous session’s close of 7.41% after
trading in a range of 7.37% to 7.42%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 6,616 crore (gross) on Apr 9, 2019, compared
with Rs. 7,497 crore (gross) as on Apr 6, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 20,844
crore on Apr 6, 2019.
• Banks borrowed Rs. 3,320 crore under the central bank’s Marginal
Standing Facility on Apr 8, 2019 compared with borrowings of Rs. 5,410
crore on Apr 5, 2019.
• According to a Commerce Department report, new orders for U.S.
manufactured goods fell by slightly less than expected in Feb 2019.
Factory orders dropped 0.5% in Feb after staying almost unchanged in Jan
• The Bank of France has retained its growth forecast for the first quarter
of the year at 0.3%. The survey data from the bank showed that the
business confidence indicator in manufacturing industry was steady at
100 and was lower than expectations. The sentiment indicators for
services and constructions sectors were unchanged at 101 and 106,
• Nifty Apr 2019 Futures were at 11,742.30, a premium of 70.35 points,
above the spot closing of 11,671.95. The turnover on NSE’s Futures and
Options segment rose to Rs. 9,74,652.40 crore on Apr 9, 2019, compared
with Rs. 7,96,823.86 crore on Apr 8, 2019.
• The Put-Call ratio stood at 0.85 compared with the previous close of 0.96.
• The Nifty Put-Call ratio stood at 1.47 compared with previous close of
• India VIX increased 0.75% to 20.3050 compared with 20.1525 at the
previous trading session.
• Open interest on Nifty Futures stood at 17.32 million as against the
previous close at 17.06 million.
• The India rupee rose against the greenback following dollar sales by
banks and an upbeat domestic equity market. However, the upside was
capped by surge in crude prices. The rupee settled at 69.29 a dollar, up
0.55% compared with the previous close of 69.67.
• The euro rose on greenback as the latter remained under pressure after
the International Monetary Fund pared U.S. growth outlook for 2019. The
euro was last seen trading at 1.1279 a dollar, up 0.18% compared with the
previous close of 1.1259.
• Gold prices increased on greenback weakness as the currency sagged on
account of feeble U.S. economic data.
• Brent crude prices continued to move up amid rising disturbance in Libya,
supply cuts by OPEC and its allies and U.S. sanction against exports from
Iran and Venezuela.