FII Derivative Trade Statistics 18-Mar
(Rs Cr) Buy
Index Futures 6345.34 3983.72 26460.09
Index Options 147198.98 148732.73 77502.57
Stock Futures 14207.92 16682.99 91236.08
Stock Options 8956.96 9002.26 8455.76
Total 176709.20 178401.70 203654.50
Put Call Ratio (OI) 1.67 1.77 -0.11
Indian Debt Market
Put Call Ratio(Vol) 0.96 0.94 0.02
18-Mar Wk. Ago Mth. Ago
Call Rate 6.20% 6.16% 6.31% 5.97%
T-Repo 6.14% 6.17% 6.28% NA
Repo 6.25% 6.25% 6.25% 6.00%
Reverse Repo 6.00% 6.00% 6.00% 5.75%
91 Day T-Bill 6.32% 6.35% 6.35% 6.12%
364 Day T-Bill 6.40% 6.48% 6.50% 6.44%
10 Year Gilt 7.32% 7.35% 7.37% 7.56%
G-Sec Vol. (Rs.Cr) 47132 30901 19291 40873
Currency Market Update
FBIL MIBOR* 6.26% 6.27% 6.28% 6.00%
3 Month CP Rate 7.45% 7.60% 7.65% 7.31%
5 Year Corp Bond 8.33% 8.36% 8.49% 8.14%
1 Month CD Rate 7.27% 7.12% 6.55% 6.80%
3 Month CD Rate 7.31% 7.26% 7.39% 6.69%
1 Year CD Rate 7.45% 7.70% 7.70% 7.26%
Commodity Market Update
Currency 18-Mar Prev_Day
USD/INR 68.61 69.21 -0.60
GBP/INR 91.12 91.64 -0.53
EURO/INR 77.78 78.34 -0.55
JPY/INR 0.62 0.62 0.00
Commodity 18-Mar Wk Ago Mth. Ago
NYMEX Crude($/bl) 59.04 56.74 55.53 62.28
Brent Crude($/bl) 66.64 64.50 66.85 64.32
Gold( $/oz) 1303 1294 1326 1313
Gold(Rs./10 gm) 31725 32110 33371 30299
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Nifty Mar 2019 Futures were at 11,494.50, a premium of 32.30 points,
over the spot closing of 11,462.20. The turnover on NSE’s Futures and
Options segment increased to Rs. 10,46,898.95 crore on Mar 18, 2019,
compared with Rs. 8,82,993.97 crore on Mar 15, 2019.
• The Put-Call ratio stood at 0.92, compared with the previous session’s
close of 0.79.
• The Nifty Put-Call ratio stood at 1.67 compared with the previous
session’s close of 1.68.
• India VIX increased 7.26% to 17.0175 compared with 15.8650 at the
previous trading session.
• Open interest on Nifty Futures stood at 24.25 million as against the
previous session’s close at 23.93 million.
• Bond yields declined tracking gains in the domestic currency. Strong
trade data figures improved the possibility of inflow in the local equity
and bond markets. Besides, fall in U.S. Treasury yield aided the bond
• Yield on the existing 10-year benchmark paper (7.17% GS 2028) fell 2
bps to 7.48% as compared with the previous session’s close of 7.50%
after trading in the range of 7.45% to 7.49%.
• Yield on the upcoming new 10-year benchmark paper (7.26% GS 2029)
fell 2 bps to close at 7.32% compared with the previous session’s close of
7.34% after trading in the range of 7.29% to 7.32%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,661 crore (gross) on Mar 18, 2019, compared
with Rs. 3,940 crore (gross) as on Mar 15, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 41,165
crore on Mar 15, 2019.
• The Indian rupee appreciated as trade deficit declined to $9.6 billion in
Feb, which is the lowest since Sep 2017. Besides, foreign fund inflows in
the domestic equity and bond market improved investor sentiments.
• The euro rose on dollar weakness on expectations that the U.S. Fed may
resort to accommodative monetary policy. In fact, speculations on a rate
cut have increased following weaker than expected U.S. manufacturing
data, which aided investors’ sentiments for riskier assets.
• Gold prices edged higher on weak dollar following feeble U.S. factory
production figures. However, progress in U.S.-China trade agreement
limited the bullion’s upside.
• Brent Crude prices gained amid supply cuts by OPEC and its allies along
with U.S. sanction against oil exports on Iran and Venezuela.
• Final data from Ministry of Economy, Trade and Industry showed
Japan's industrial production in Jan 2019 declined less than estimated
earlier. Industrial production fell a seasonally adjusted 3.4% MoM in Jan,
following a 3.7% decline estimated earlier. Shipment and inventory
decreased 3.4% and 1.4%, respectively, in Jan. On YoY basis, industrial
production increased 0.3% in Jan, while earlier it was reported as
unchanged. Data also showed that capacity utilization held stable MoM in
Jan, but fell 0.2% from a year ago.