FII Derivative Trade Statistics 19-Apr
(Rs Cr) Buy
Index Futures 3893.49 1573.74 19203.65
Index Options 92067.04 92570.60 73967.13
Stock Futures 8274.72 8463.19 81111.99
Stock Options 6624.66 6584.17 7314.68
Total 110859.91 109191.70 181597.45
Put Call Ratio (OI) 1.63 1.60 0.03
Indian Debt Market
Put Call Ratio(Vol) 1.44 1.20 0.24
19-Apr Wk. Ago Mth. Ago
Call Rate 5.93% 5.84% 5.91% 5.97%
CBLO 5.93% 5.81% 5.96% 6.08%
Repo 6.00% 6.00% 6.00% 6.25%
Reverse Repo 5.75% 5.75% 5.75% 6.00%
91 Day T-Bill 6.07% 6.03% 6.13% 6.06%
364 Day T-Bill 6.40% 6.45% 6.50% 6.15%
10 Year Gilt 7.63% 7.47% 7.61% 6.85%
G-Sec Vol. (Rs.Cr) 32914 38257 34854 34681
Currency Market Update
FBIL MIBOR 6.00% 6.00% 6.04% 6.15%
3 Month CP Rate 6.95% 6.90% 7.24% 6.73%
5 Year Corp Bond 8.29% 8.15% 7.95% 7.44%
1 Month CD Rate 6.52% 6.42% 6.83% 6.12%
3 Month CD Rate 6.96% 6.68% 6.79% 6.37%
1 Year CD Rate 7.40% 7.27% 7.26% 6.68%
Commodity Market Update
Currency 19-Apr Prev_Day
USD/INR 65.78 65.68 0.10
GBP/INR 93.42 93.98 -0.56
EURO/INR 81.39 81.30 0.09
JPY/INR 0.61 0.61 0.00
Commodity 19-Apr Wk Ago Mth. Ago
NYMEX Crude($/bl) 68.25 67.02 62.00 50.44
Brent Crude($/bl) 75.59 71.68 64.36 51.67
Gold( $/oz) 1345 1335 1317 1279
Gold(Rs./10 gm) 31305 31013 30154 29322
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty Apr 2018 Futures were at 10,578.1 points, a premium of 12.80
points, over the spot closing of 10,565.30. The turnover on NSE’s Futures
and Options segment went up to Rs. 12,15,965.45 crore on Apr 19 from
Rs. 7,91,941.99 crore on Apr 18.
• The Put-Call ratio stood at 0.94 against previous session’s close of 0.97.
• The Nifty Put-Call ratio stood at 1.63 against the previous session’s
close of 1.60.
• Open interest on Nifty Futures stood at 29.06 million as against the
previous session’s close of 28.70 million.
• Bond yields rose following surge in global crude oil prices. Losses in the
domestic currency against the greenback also weighed on market
sentiment. Persisting geopolitical tensions also dampened the risk
appetite of market participants.
• Yield on the 10-year benchmark paper (7.17% GS 2028) rose 9 bps to
close at 7.63% from the previous close of 7.54%. During the session,
bond yields traded in the range of 7.58% and 7.65%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 10,335 crore (gross) on Apr 19 compared with
Rs. 3,635 crore on Apr 18. Sale of securities under Reserve Bank of
India’s (RBI) reverse repo window stood at Rs. 5,497 crore on Apr 18.
• Banks borrowed Rs. 35 crore under the central bank’s Marginal
Standing Facility on Apr 18 compared with Rs. 350 crore borrowed on
• The Indian rupee weakened and touched more than 1-year low against
the U.S. dollar following surge in global crude oil prices that reached a 3-
year high. However, further losses were restricted by likely intervention
from the Reserve Bank of India. The rupee fell 0.20% to close at 65.79
per dollar from the previous close of 65.66.
• Euro was little changed against the U.S. dollar as rise in the long-term
U.S. bond yields supported the greenback. Euro was trading at $1.2381
compared with the previous close of $1.2372.
• Gold prices traded marginally lower as investors remained cautious
ahead of weekly jobless claims scheduled later during the day.
• Brent crude prices trader higher and touched highest level in over
three years after crude oil inventories in the U.S. fell during the week to
• According to the Global Financial Stability Report published by the
International Monetary Fund (IMF), short-term financial stability risks
have increased following slightly tighter financial conditions. The lender
also stated that medium-term risks are already at an elevated level and
can put overall growth at risk.
• According to U.S. Federal Reserve’s Beige Book, business firms are
cautious over possible trade war with China. As per the book, although
outlook remains positive across sectors, there are concerns over newly
imposed or proposed tariff rates. Simultaneously, the book showed
economic activity continued to expand at a modest to moderate rate
and a growth in employment.