FII Derivative Trade Statistics 13-Apr
(Rs Cr) Buy
Index Futures 2135.10 1819.84 16138.72
Index Options 104444.72 103678.93 67222.15
Stock Futures 8620.26 8375.23 79321.16
Stock Options 5954.32 5965.21 6273.64
Total 121154.40 119839.21 168955.67
Put Call Ratio (OI) 1.63 1.61 0.02
Indian Debt Market
Put Call Ratio(Vol) 1.26 1.32 -0.06
13-Apr Wk. Ago Mth. Ago
Call Rate 5.86% 5.89% 5.86% 5.96%
CBLO 4.86% 5.79% 5.73% 4.86%
Repo 6.00% 6.00% 6.00% 6.25%
Reverse Repo 5.75% 5.75% 5.75% 6.00%
91 Day T-Bill 6.05% 6.08% 6.05% 5.93%
364 Day T-Bill 6.47% 6.45% 6.54% 6.16%
10 Year Gilt 7.43% 7.17% 7.65% 6.82%
G-Sec Vol. (Rs.Cr) 37876 55428 26628 47042
Currency Market Update
FBIL MIBOR 6.00% 6.00% 6.00% 6.10%
3 Month CP Rate 6.90% 6.85% 7.74% 6.73%
5 Year Corp Bond 8.13% 7.89% 8.03% 7.44%
1 Month CD Rate 6.47% 6.11% 7.08% 6.12%
3 Month CD Rate 6.67% 6.66% 7.03% 6.35%
1 Year CD Rate 7.30% 7.12% 7.41% 6.70%
Commodity Market Update
Currency 13-Apr Prev_Day
USD/INR 65.22 65.35 -0.13
GBP/INR 92.77 92.70 0.07
EURO/INR 80.34 80.80 -0.46
JPY/INR 0.61 0.61 -0.01
Commodity 13-Apr Wk Ago Mth. Ago
NYMEX Crude($/bl) 67.30 62.02 60.68 53.14
Brent Crude($/bl) 73.62 65.70 64.19 55.23
Gold( $/oz) 1345 1333 1326 1287
Gold(Rs./10 gm) 30874 30396 30238 29313
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Bond yields fell as investors resorted to short covering due to recent
decline in bond prices. However, broader market sentiments remained
subdued due to increase in global crude oil prices and supply of
government securities arising out of debt auctions held this week.
• Yield on the 10-year benchmark paper (7.17% GS 2028) fell 4 bps to
close at 7.43% from the previous close of 7.47%. During the session,
bond yields traded in the range of 7.42% and 7.52%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 4,585 crore (gross) on Apr 13 compared with
Rs. 2,760 crore on Apr 12. Sale of securities under Reserve Bank of
India’s (RBI) reverse repo window stood at Rs. 51,860 crore on Apr 12.
• Banks did not borrow under the central bank’s Marginal Standing
Facility on Apr 12 compared with Rs. 1 crore borrowing on Apr 11.
• According to report from the Labor Department, U.S. initial jobless
claims decreased by 9,000 to 233,000 in the week ended Apr 7 from
previous week's level of 242,000. However, the less volatile four-week
moving average increased by 1,750 to 230,000 from the previous week's
average of 228,250.
• According to a report by the Labor Department, U.S. import prices
stood unchanged in Mar 2018 after increasing 0.3% in Feb 2018.
Meanwhile, export prices increased 0.3% in Mar after rising 0.2% in the
• Nifty Apr 2018 Futures were at 10490.40 points, a premium of 9.80
points, over the spot closing of 10,480.60. The turnover on NSE’s Futures
and Options segment went down from Rs. 13,58,258.11 crore on Apr 12
to Rs. 5,78,452.57 crore on Apr 13.
• The Put-Call ratio remained unchanged at 1.00 against previous close of
• The Nifty Put-Call ratio stood at 1.63 against the previous close of 1.61.
• India VIX moved down 2.88% to 14.1400 from 14.5225 in the previous
• Open interest on Nifty Futures stood at 27.25 million as against the
previous session’s close of 26.49 million.
• The Indian rupee initially fell against the U.S. dollar amid rise in global
crude oil prices but soon losses reversed and it posted a marginal gain
following rise in domestic equity market.
• The euro was steady against the U.S. dollar but showed a weekly uptick
supported by comments from European Central bank officials that
reinforced expectations towards monetary policy normalisation.
• Gold prices moved up as safe-haven appeal of the metal got support
because of geopolitical tension in Syria and political concerns between
U.S. and Russia.
• Brent crude prices moved up following geopolitical tension in Syria.