FII Derivative Trade Statistics 15-Mar
(Rs Cr) Buy
Index Futures 2847.01 2361.89 22966.39
Index Options 277402.90 277129.39 70750.14
Stock Futures 11072.91 10731.31 89266.42
Stock Options 7202.22 7280.77 8113.12
Total 298525.04 297503.36 191096.07
Put Call Ratio (OI) 1.77 1.68 0.10
Indian Debt Market
Put Call Ratio(Vol) 0.94 1.01 -0.07
15-Mar Wk. Ago Mth. Ago
Call Rate 6.23% 6.15% 6.24% 5.91%
T-Repo 6.22% 6.20% 6.27% NA
Repo 6.25% 6.25% 6.25% 6.00%
Reverse Repo 6.00% 6.00% 6.00% 5.75%
91 Day T-Bill 6.28% 6.42% 6.38% 6.15%
364 Day T-Bill 6.37% 6.45% 6.45% 6.53%
10 Year Gilt 7.34% 7.37% 7.36% 7.63%
G-Sec Vol. (Rs.Cr) 43737 30649 30256 30469
Currency Market Update
FBIL MIBOR 6.26% 6.25% 6.30% 5.95%
3 Month CP Rate 7.50% 7.70% 7.55% 7.68%
5 Year Corp Bond 8.34% 8.36% 8.46% 8.17%
1 Month CD Rate 7.18% 7.31% 6.43% 7.06%
3 Month CD Rate 7.34% 7.26% 7.33% 7.01%
1 Year CD Rate 7.53% 7.69% 7.80% 7.40%
Commodity Market Update
Currency 15-Mar Prev_Day
USD/INR 69.21 69.67 -0.45
GBP/INR 91.64 92.29 -0.64
EURO/INR 78.34 78.84 -0.50
JPY/INR 0.62 0.62 0.00
Commodity 15-Mar Wk Ago Mth. Ago
NYMEX Crude($/bl) 58.46 55.72 55.53 61.15
Brent Crude($/bl) 66.10 63.07 66.04 63.31
Gold( $/oz) 1301 1298 1321 1316
Gold(Rs./10 gm) 31966 32123 33193 30320
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Bond yields fell as stronger than expected demand at the weekly debt
auction neutralised fears of oversupply of government securities in the
market. Hopes that the Monetary Policy Committee might cut interest
rates again in Apr as retail inflation stayed below the Reserve Bank of
India’s 4% target further added to the gains
• Yield on the existing 10-year benchmark paper (7.17% GS 2028) fell 5
bps to 7.50% as compared with the previous session’s close of 7.55% after
trading in the range of 7.50% to 7.56%.
• Yield on the upcoming new 10-year benchmark paper (7.26% GS 2029)
fell 2 bps to close at 7.34% compared with the previous session’s close of
7.36% after trading in the range of 7.32% to 7.37%.
• Banks borrowed Rs. 2001 crore under the central bank’s Marginal
Standing Facility on Mar 14, 2019 compared with borrowings of Rs. 488
crore on Mar 13, 2019.
• A report from the labor department showed that U.S. initial jobless
claims rose to 229,000 for the week ended Mar 9, 2019, up 6,000 from
the previous week's level of 223,000. Continuing claims grew by 18,000 to
1.776 million for the week ended Mar 2, 2019.
• A report from the Eurostat showed that eurozone’s inflation came in
line with market expectations and grew 1.5% in Feb 2019 as against 1.4%
in Jan 2019. Core inflation (inflation rate excluding energy, food, alcohol
and tobacco) eased to 1% in Feb as against 1.1% in Jan.
• Nifty Mar 2019 Futures were at 11470.45, a premium of 43.60 points,
over the spot closing of 11,426.85. The turnover on NSE’s Futures and
Options segment increased to Rs. 8,82,993.97 crore on Mar 15, 2019,
compared with Rs. 19,97,209.25 crore on Mar 14, 2019.
• The Put-Call ratio stood at 0.79, compared with the previous session’s
close of 0.83.
• The Nifty Put-Call ratio stood at 1.68 compared with the previous
session’s close of 1.68.
• Open interest on Nifty Futures stood at 23.93 million as against the
previous session’s close at 20.76 million.
• The Indian rupee surged to a near seven month high against the
greenback following gains in the domestic equity market. The rupee closed
at 69.09 a dollar, up 0.38% compared with the previous close of 69.35.
• The euro rose against the greenback as the investor risk sentiment
improved on reports that China will cut value-added tax for manufacturing
and other sectors on Apr 1. The euro was last seen trading at 1.1331 a
dollar, up 0.26% compared with the previous close of 1.1302.
• Gold prices regained its $1300 per ounce level following comments from
China’s Premier suggesting downward pressure for the world’s second
• Brent Crude prices edged higher after report from IEA showed that oil
output from the OPEC had dropped to its lowest level in four years.