FII Derivative Trade Statistics 26-Apr
(Rs Cr) Buy
Index Futures 9894.87 9742.97 20337.05
Index Options 386988.97 387497.30 45118.16
Stock Futures 27036.56 26457.86 81960.55
Stock Options 4847.81 4480.15 1507.26
Total 428768.21 428178.28 148923.02
Put Call Ratio (OI) 1.63 1.36 0.26
Indian Debt Market
Put Call Ratio(Vol) 0.80 0.99 -0.19
26-Apr Wk. Ago Mth. Ago
Call Rate 6.12% 6.08% 6.15% 5.88%
T-Repo 6.01% 5.98% 5.98% NA
Repo 6.00% 6.00% 6.25% 6.00%
Reverse Repo 5.75% 5.75% 6.00% 5.75%
91 Day T-Bill 6.37% 6.32% 6.26% 6.19%
364 Day T-Bill 6.46% 6.44% 6.36% 6.51%
10 Year Gilt 7.41% 7.42% 7.34% 7.76%
G-Sec Vol. (Rs.Cr) 35362 25688 20232 31280
Currency Market Update
FBIL MIBOR 6.22% 6.10% 6.25% 6.00%
3 Month CP Rate 7.50% 7.00% 7.55% 7.35%
5 Year Corp Bond 8.53% 8.54% 8.40% 8.41%
1 Month CD Rate 7.22% 6.93% 7.49% 6.61%
3 Month CD Rate 7.11% 7.13% 7.18% 7.07%
1 Year CD Rate 7.47% 7.49% 7.42% 7.60%
Commodity Market Update
Currency 26-Apr Prev_Day
USD/INR 70.14 69.94 0.20
GBP/INR 90.53 90.26 0.27
EURO/INR 78.13 78.05 0.08
JPY/INR 0.63 0.62 0.00
Commodity 29-Apr Wk Ago Mth. Ago
NYMEX Crude($/bl) 63.36 65.61 60.14 68.06
Brent Crude($/bl) 70.91 70.45 68.52 76.07
Gold( $/oz) 1280 1275 1292 1322
Gold(Rs./10 gm)^ 31764 31394 31987 31289
Source: Thomson Reuters Eikon
^As on 26th April 2019
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Derivative Statistics- Nifty Options
• Nifty May 2019 Futures were at 11,813.50, a premium of 58.85 points,
above the spot closing of 11,754.65. The turnover on NSE’s Futures and
Options segment declined to Rs. 7,32,837.82 crore on Apr 26, 2019,
compared with Rs. 25,68,108.08 crore on Apr 25, 2019.
• The Put-Call ratio stood at 0.83 compared with the previous session’s
close of 0.82.
• The Nifty Put-Call ratio stood at 1.63 compared with the previous
session’s close of 1.36.
• India VIX declined 7.65% to 21.4550 compared with 23.2325 at the
previous trading session.
• Open interest on Nifty Futures stood at 20.39 million as against the
previous session’s close at 24.57 million.
• Bond yields eased with RBI’s surprise announcement of conducting note
purchases worth Rs. 250 billion in May 2019 under open market
operation. However, the overall sentiment remains under pressure owing
to the steep surge in crude prices.
• Yield on the 10-year benchmark paper (7.26% GS 2029) declined 4 bps
at 7.41% compared with the previous session’s close of 7.45% after
trading in a range of 7.40% to 7.45%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 8,606 crore (gross) on Apr 26, 2019, compared
with Rs. 23,960 crore (gross) as on Apr 25, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 36,592
crore on Apr 25, 2019.
• Banks borrowed Rs. 49 crore under the central bank’s Marginal
Standing Facility on Apr 25, 2019 compared with no borrowings on Apr
• The India rupee rose against the greenback on dollar sales by exporters.
However, the domestic currency remains under pressure owing to the
rising crude oil prices and strong dollar. The rupee closed at 70.01 a dollar
compared with the previous close of 70.25.
• The euro stood steady against the dollar as electoral uncertainty
lowered with a stable government that reduced investor anxiety. The
euro was last seen trading at 1.1148.
• Gold prices moved down following better than expected U.S. economic
growth in the first quarter.
• Brent crude prices lost its upward momentum after the U.S. President
had discussions with OPEC to ease oil prices. Brent crude prices were last
seen trading at $70.84 per barrel.
• According to the Commerce Department, new orders for U.S.
manufactured durable goods increased much more than expected in Mar
2019, reflecting a significant rebound in orders for transportation
equipment. Durable goods orders increased 2.7% in Mar after tumbling
by a revised 1.1% in Feb 2019.
• Ministry of Economy, Trade and Industry said industrial output in Japan
decreased seasonally adjusted 0.9% MoM in Mar 2019. It missed
expectations for a flat reading following 0.7% increase in Feb 2019. On a
yearly basis, industrial production went down 4.6%, missing forecasts and
more than the 1.1% drop in the previous month.