FII Derivative Trade Statistics 12-Apr
(Rs Cr) Buy
Index Futures 2015.52 1395.47 16353.69
Index Options 78229.33 77678.17 64929.20
Stock Futures 8444.62 8645.83 78497.69
Stock Options 5399.28 5319.16 5851.95
Total 94088.75 93038.63 165632.53
Put Call Ratio (OI) 1.61 1.50 0.11
Indian Debt Market
Put Call Ratio(Vol) 1.32 1.12 0.20
12-Apr Wk. Ago Mth. Ago
Call Rate 5.84% 5.91% 5.86% 5.93%
CBLO 5.81% 5.74% 5.77% 5.92%
Repo 6.00% 6.00% 6.00% 6.25%
Reverse Repo 5.75% 5.75% 5.75% 6.00%
91 Day T-Bill 6.03% 6.09% 6.24% 5.95%
364 Day T-Bill 6.45% 6.42% 6.57% 6.18%
10 Year Gilt 7.47% 7.13% 7.63% 6.78%
G-Sec Vol. (Rs.Cr) 38257 77712 29752 42094
Currency Market Update
1 Month CP Rate NA NA 7.79% 6.44%
3 Month CP Rate 6.90% 6.80% 7.79% 6.73%
5 Year Corp Bond 8.16% 7.82% 8.07% 7.50%
1 Month CD Rate 6.42% 6.21% 7.08% 6.13%
3 Month CD Rate 6.68% 6.67% 7.04% 6.36%
1 Year CD Rate 7.27% 7.21% 7.41% 6.65%
Commodity Market Update
Currency 12-Apr Prev_Day
USD/INR 65.35 65.13 0.22
GBP/INR 92.70 92.52 0.19
EURO/INR 80.80 80.59 0.21
JPY/INR 0.61 0.61 0.00
Commodity 12-Apr Wk Ago Mth. Ago
NYMEX Crude($/bl) 67.02 63.52 61.34 53.07
Brent Crude($/bl) 71.68 65.18 64.52 54.44
Gold( $/oz) 1335 1326 1323 1286
Gold(Rs./10 gm) 31013 30491 30271 29140
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty Apr 2018 Futures were at 10,465.00 points, a premium of 6.35
points, over the spot closing of 10,458.65. The turnover on NSE’s Futures
and Options segment went up from Rs. 7,34,207.42 crore on Apr 11 to
Rs. 13,58,258.11 crore on Apr 12.
• The Put-Call ratio remained unchanged from the previous session’s
close of 0.90.
• The Nifty Put-Call ratio stood at 1.61 against the previous session’s
close of 1.50.
• Open interest on Nifty Futures stood at 26.49 million as against the
previous session’s close of 25.41 million.
• Bond yields fell as investors resorted to value buying following the
recent decline in bond prices due to higher crude oil prices.
• Yield on the 10-year benchmark paper (7.17% GS 2028) fell 7 bps to
close at 7.47% from the previous close of 7.54%. During the session,
bond yields traded in the range of 7.44% and 7.55%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 2,760 crore (gross) on Apr 12 compared with
Rs. 3,810 crore on Apr 11. Sale of securities under Reserve Bank of
India’s (RBI) reverse repo window stood at Rs. 39,604 crore on Apr 11.
• Banks borrowed Rs. 1 crore under the central bank’s Marginal
Standing Facility on Apr 11 compared with Rs. 600 crore borrowing on
• The Indian rupee rose against the U.S. dollar following strong increase
in domestic equity market and greenback sales from state-run banks.
However, gains almost reversed due to rally in global crude oil prices.
The rupee rose 0.08% to close at 65.26 per dollar from the previous
close of 65.31.
• After rising in the last four consecutive sessions, euro fell against the
U.S. dollar as the threat of a clash between Western powers and Russia
in Syria appeared to ebb. Euro was trading at $1.2316 compared with
the previous close of $1.2365.
• Gold prices moved down on stronger dollar against the euro.
• Brent crude prices moved up as U.S. crude stockpiles rose by 3.306
million barrels for the week ended Apr 6 and crude oil production hit a
fresh record of 10.53 million barrels per day (bpd) during the same
• According to the Labor Department, initial jobless claims in the U.S.
dropped by 9,000 to 233,000 in the week ended Apr 7 from the previous
week's unrevised level of 242,000.
• The Labor Department revealed U.S. import prices remained steady in
Mar 2018 compared with the rise of 0.3% in Feb 2018. Export prices rose
0.3% in Mar 2018, higher than 0.2% increase in the prior month.
• Eurostat showed industrial production in the euro zone unexpectedly
dropped 0.8% MoM in Feb 2018, better than 0.6% fall in Jan 2018. It was
the third straight fall in output. Among sectors, capital goods output
plunged 3.6%, followed by a 2.1% drop in durable consumer goods