FII Derivative Trade Statistics 14-Mar
(Rs Cr) Buy
Index Futures 3000.31 3242.74 19283.25
Index Options 117999.24 118295.00 71464.74
Stock Futures 10388.65 10223.45 78125.00
Stock Options 7827.29 7975.75 7327.76
Total 139215.49 139736.94 176200.75
Put Call Ratio (OI) 1.27 1.27 0.00
Indian Debt Market
Put Call Ratio(Vol) 1.02 1.02 0.00
14-Mar Wk. Ago Mth. Ago
Call Rate 5.83% 5.89% 5.98% 5.91%
CBLO 5.73% 5.85% 6.04% 5.98%
Repo 6.00% 6.00% 6.00% 6.25%
Reverse Repo 5.75% 5.75% 5.75% 5.75%
91 Day T-Bill 6.15% 6.25% 6.36% 5.88%
364 Day T-Bill 6.52% 6.65% 6.58% 6.15%
10 Year Gilt 7.68% 7.68% 7.49% 6.90%
G-Sec Vol. (Rs.Cr) 20102 29746 38319 18949
Currency Market Update
1 Month CP Rate 7.81% 7.85% 6.88% 6.72%
3 Month CP Rate 7.74% 7.92% 7.90% 6.79%
5 Year Corp Bond 8.03% 8.11% 7.83% 7.68%
1 Month CD Rate 7.10% 7.11% 6.22% 6.23%
3 Month CD Rate 7.04% 7.19% 7.22% 6.28%
1 Year CD Rate 7.41% 7.47% 7.48% 6.64%
Commodity Market Update
Currency 14-Mar Prev_Day
USD/INR 64.99 64.96 0.03
GBP/INR 90.83 90.23 0.60
EURO/INR 80.58 80.09 0.49
JPY/INR 0.61 0.61 0.00
Commodity 14-Mar Wk Ago Mth. Ago
NYMEX Crude($/bl) 60.88 61.08 60.68 47.19
Brent Crude($/bl) 63.60 65.18 61.88 48.89
Gold( $/oz) 1325 1325 1351 1198
Gold(Rs./10 gm) 30375 30565 30200 28333
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty Mar 2018 Futures were at 10,425.35 points, a premium of 14.45
points, above the spot closing of 10,410.90. The turnover on NSE’s
Futures and Options segment went down from Rs. 8,95,731.16 crore on
Mar 13 to Rs. 8,00,356.04 crore on Mar 14.
• The Put-Call ratio stood at 0.82 against previous session’s close of 0.87.
• The Nifty Put-Call ratio remained unchanged at 1.27 against previous
• Open interest on Nifty Futures stood at 26.08 million as against the
previous session’s close of 25.62 million.
• Bond yields rose as investor risk appetite for debt remained subdued.
Concerns over higher global interest rates also weighed on market
• Yield on the 10-year benchmark paper (7.17% GS 2028) rose 3 bps to
close at 7.68% as against previous session’s close of 7.65%.
• RBI conducted the auction of 91-, 182- and 364-days Treasury Bills for
the notified amount of Rs. 7,000 crore, Rs. 4,000 crore and Rs. 3,000
crore, respectively. The cut-off for 91-, 182- and 364-days Treasury Bill
stood at Rs. 98.47 (6.23%), Rs. 96.89 (6.44%) and Rs. 93.83 (6.59%),
• Data from RBI showed that reserve money increased at an annualised
rate of 32.5% in the week to Mar 9, compared with a decrease of 16.0%
a year earlier. India's money supply grew 10.4% on a yearly basis in the
fortnight ending Mar 2 against a growth of 6.6% a year earlier.
• The Indian rupee rose against the greenback as the latter remained
under pressure after U.S. retail inflation slowed in Feb 2018 from the
previous month, which suggested that the U.S. Federal Reserve could
stick to its projections of three interest rate increases this year.
• Euro fell against the greenback after the European Central Bank
president stated that it will wait for more evidence to confirm that
inflation dynamics in the euro zone are rising and moving in the correct
• Gold prices traded lower as the U.S. dollar gained against the euro.
• Brent crude prices traded lower after the Organization of the
Petroleum Exporting Countries raised its forecast for non-member oil
supply in 2018 to almost double the growth predicted four months ago.
• According to data from National Bureau of Statistics, China's industrial
production rose 7.2% YoY in Jan 2018 compared with 6.2% growth in
Dec 2017. Also, retail sales grew to 9.7% in Jan after climbing 9.4% in
• According to the Cabinet Office, the value of core machine orders in
Japan grew 8.2% MoM to 872.3 billion yen in Jan 2018 compared with
9.3% in Dec 2017. On a yearly basis, core machine orders rose 2.9%
following 5.0% decline in the previous month.
• Germany's consumer price inflation slowed for the third consecutive
month to 1.4% YoY in Feb 2018 from 1.6% in Jan 2018. On monthly
basis, consumer prices rose 0.5% mainly due to higher prices of package