FII Derivative Trade Statistics
Index Futures 3107.72 2574.88 15862.29
Index Options 187405.63 185333.21 53771.10
Stock Futures 10339.86 10717.70 86609.34
Stock Options 7258.55 7342.24 6085.27
Total 208111.76 205968.03 162328.00
Put Call Ratio (OI) 1.60 1.77 -0.17
Indian Debt Market
Put Call Ratio(Vol) 1.06 1.03 0.03
08-Mar Wk. Ago Mth. Ago
Call Rate 6.15% 6.20% 6.35% 5.88%
T-Repo 6.20% 6.20% 6.34% NA
Repo 6.25% 6.25% 6.25% 6.00%
Reverse Repo 6.00% 6.00% 6.00% 5.75%
91 Day T-Bill 6.42% 6.38% 6.32% 6.27%
364 Day T-Bill 6.45% 6.51% 6.55% 6.63%
10 Year Gilt 7.37% 7.38% 7.33% 7.66%
G-Sec Vol. (Rs.Cr) 30649 32544 54792 35780
Currency Market Update
FBIL MIBOR 6.27% 6.35% 6.51% 6.00%
3 Month CP Rate 7.70% 7.80% 7.45% 7.84%
5 Year Corp Bond 8.36% 8.32% 8.45% 8.22%
1 Month CD Rate 7.31% 6.96% 6.56% 7.07%
3 Month CD Rate 7.26% 7.30% 6.96% 7.12%
1 Year CD Rate 7.69% 7.69% 7.96% 7.43%
Commodity Market Update
Currency 08-Mar Prev_Day
USD/INR 70.10 70.03 0.07
GBP/INR 91.80 92.26 -0.46
EURO/INR 78.55 79.17 -0.62
JPY/INR 0.63 0.63 0.00
Commodity 08-Mar Wk Ago Mth. Ago
NYMEX Crude($/bl) 55.72 55.71 52.70 60.12
Brent Crude($/bl) 63.07 63.15 61.46 63.96
Gold( $/oz) 1298 1293 1314 1322
Gold(Rs./10 gm) 32123 32819 33043 30459
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty Mar 2019 Futures were at 11,076.05, a premium of 40.65 points,
over the spot closing of 11,035.40. The turnover on NSE’s Futures and
Options segment decreased to Rs. 5,39,930.66 crore on Mar 8, 2019,
compared with Rs. 17,03,076.34 crore on Mar 7, 2019.
• The Put-Call ratio stood at 0.87, compared with the previous session’s
close of 0.85.
• The Nifty Put-Call ratio stood at 1.60 compared with the previous
session’s close of 1.77.
• Open interest on Nifty Futures stood at 15.60 million as against the
previous session’s close at 15.57 million.
• Bond yields eased following overnight decline in U.S. Treasury yield.
The market sentiment was also supported by optimism on another rate
cut in the upcoming Monetary Policy Committee meeting scheduled for
• Yield on the existing 10-year benchmark paper (7.17% GS 2028)
declined 5 bps to close at 7.53% as compared with the previous
session’s close of 7.58% after trading in the range of 7.52% to 7.57%.
• Yield on the upcoming new 10-year benchmark paper (7.26% GS 2029)
declined 2 bps to close at 7.37% compared with the previous session’s
close of 7.39% after trading in the range of 7.35% to 7.39%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 4,259 crore (gross) on Mar 8, 2019, compared
with Rs. 3,056 crore (gross) as on Mar 7, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 16,389
crore on Mar 7, 2019.
• The Indian rupee declined against the greenback following dollar
purchase by a state-run bank and a private lender. Market participants
are awaiting the release of U.S. nonfarm payroll data to take further
cues. The rupee closed at 70.15 a dollar, down 0.21% compared with the
previous close of 70.00.
• The euro rose against the greenback after the U.S. nonfarm payroll
data for Feb 2019 came well below market expectations. The euro was
last seen trading at 1.1238 a dollar, up 0.41% compared with the
previous close of 1.1192.
• Gold prices strengthen amid global growth worries after European
Central Bank cut the 2019 growth forecast for eurozone.
• Brent crude prices plunged on global growth concerns, which
aggravated after European Central Bank trimmed eurozone’s growth
forecast for 2019.
• Labor Department report showed U.S. non-farm payroll employment
rose by 20,000 jobs, much less than expected, in Feb 2019 following
upwardly revised 311,000 jobs increase in Jan 2019.
• According to preliminary data from the Federal Statistical Office,
German factory orders fell sharply 2.6% MoM in Jan 2019 as against
revised 0.9% increase in Dec 2018.
• According to data from the Cabinet Office, Japan's GDP rose 0.5% QoQ
in the fourth quarter of 2018 as against 0.3% rise in the previous
reading. On YoY basis, GDP rose 1.9% following 1.4% rise in the previous