FII Derivative Trade Statistics 05-Mar
(Rs Cr) Buy
Index Futures 1540.66 2208.36 13686.25
Index Options 101093.92 100142.72 58923.49
Stock Futures 7941.64 8210.07 74200.43
Stock Options 4835.38 4829.03 4367.61
Total 115411.60 115390.18 151177.78
Put Call Ratio (OI) 1.22 1.29 -0.07
Indian Debt Market
Put Call Ratio(Vol) 0.84 0.89 -0.05
05-Mar Wk. Ago Mth. Ago
Call Rate 5.88% 5.97% 5.86% 5.90%
CBLO 5.75% 5.91% 5.80% 3.99%
Repo 6.00% 6.00% 6.00% 6.25%
Reverse Repo 5.75% 5.75% 5.75% 5.75%
91 Day T-Bill 6.27% 6.28% 6.37% 6.00%
364 Day T-Bill 6.62% 6.62% 6.56% 6.14%
10 Year Gilt 7.78% 7.69% 7.60% 6.77%
G-Sec Vol. (Rs.Cr) 9664 22590 18355 49488
Currency Market Update
1 Month CP Rate 7.90% 6.88% 6.94% 6.59%
3 Month CP Rate 7.88% 7.90% 7.76% 6.76%
5 Year Corp Bond 8.11% 8.00% 7.93% 7.52%
1 Month CD Rate 7.24% 6.25% 6.24% 6.21%
3 Month CD Rate 7.28% 7.26% 7.25% 6.31%
1 Year CD Rate 7.59% 7.53% 7.56% 6.66%
Commodity Market Update
Currency 05-Mar Prev_Day
USD/INR 65.05 65.23 -0.17
GBP/INR 89.70 89.71 -0.01
EURO/INR 80.03 79.50 0.53
JPY/INR 0.62 0.61 0.01
Commodity 05-Mar Wk Ago Mth. Ago
NYMEX Crude($/bl) 62.48 63.80 64.16 53.28
Brent Crude($/bl) 66.57 68.30 67.37 53.91
Gold( $/oz) 1320 1333 1339 1234
Gold(Rs./10 gm) 30488 30573 30267 29126
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty Mar 2018 Futures were at 10365.6 points, a premium of 6.75
points, over the spot closing of 10,358.85. The turnover on NSE’s Futures
and Options segment went up from Rs. 13,18,649.24 crore on Mar 1 to
Rs. 4,77,603.56 crore on Mar 5.
• The Put-Call ratio stood at 0.77 against previous session’s close of 0.80.
• The Nifty Put-Call ratio stood at 1.22 against previous session’s close of
• Open interest on Nifty Futures stood at 24.80 million as against the
previous session’s close of 24.12 million.
• Bond yields rose after the Reserve Bank of India announced infusing
one trillion rupees in the banking system through term repos in Mar
2018 that ruled out the possibility of any open market purchase of
bonds. Gains in U.S. Treasury yields also hurt appetite for the domestic
• Yield on the 10-year benchmark paper (7.17% GS 2028) rose 4 bps to
close at 7.78% as against previous session’s close of 7.74%. During the
session, bond yields traded in the range of 7.73% and 7.78%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,640 crore (gross) on Mar 5 compared with
Rs. 7,475 crore on Mar 1. Sale of securities under Reserve Bank of India’s
(RBI) reverse repo window stood at Rs. 25,068 crore on Mar 1.
• The Indian rupee rose against the greenback after the ruling party
came out victorious in the state assembly elections of Tripura and
Nagaland while it consolidated its base in Meghalaya as well. The rupee
rose 0.10% to close at 65.11 per dollar from the previous close of 65.17.
• Euro weakened against the greenback on concerns of a possible
prolonged political uncertainty in Italy following the outcome of its
election results. Euro was trading at $1.2302, down 0.12% compared
with the previous close of $1.2317.
• Gold prices inched up on fears of a potential trade war after U.S.
President announced plans to impose tariffs of 25% on imported steel
and 10% on aluminum.
• Brent Crude prices rose ahead of a meeting between oil ministers from
the OPEC and U.S. shale firms.
• According to a report from the University of Michigan, U.S. consumer
sentiment index for Feb 2018 came in at 99.7 down from the initial
expectation of 99.9. However, it was well above the consumer
sentiment index of 95.7 in Jan 2018.
• According to the International Monetary fund (IMF), the import
restrictions announced by the U.S. President are likely to cause damage
not only outside the U.S., but also to the U.S. economy itself. Also, it
would include manufacturing and construction sectors that are major
users of aluminum and steel.
• A report from the Society of Motor Manufacturers and Traders
showed that U.K. car registrations fell 2.8% YoY to 80,805 units in Feb
2018. Year-to-date market for new cars fell 5.1%, with 244,420 units