FII Derivative Trade Statistics 02-Apr
(Rs Cr) Buy
Index Futures 3513.15 3008.25 18194.66
Index Options 111541.41 110146.12 62759.51
Stock Futures 13540.56 13200.17 90083.31
Stock Options 7062.69 7043.82 4499.07
Total 135657.81 133398.36 175536.55
Put Call Ratio (OI) 1.52 1.48 0.04
Indian Debt Market
Put Call Ratio(Vol) 0.92 0.93 -0.01
02-Apr Wk. Ago Mth. Ago
Call Rate 6.19% 6.15% 6.20% 7.57%
T-Repo 6.22% 5.98% 6.20% NA
Repo 6.25% 6.25% 6.25% 6.00%
Reverse Repo 6.00% 6.00% 6.00% 5.75%
91 Day T-Bill 6.10% 6.26% 6.38% 6.09%
364 Day T-Bill 6.27% 6.36% 6.51% 6.40%
10 Year Gilt 7.27% 7.34% 7.38% 7.40%
G-Sec Vol. (Rs.Cr) 62265 20232 32544 37511
Currency Market Update
FBIL MIBOR* 6.28% 6.25% 6.30% 9.39%
3 Month CP Rate 7.55% 7.55% 7.80% 7.40%
5 Year Corp Bond 8.28% 8.40% 8.32% 8.04%
1 Month CD Rate 6.91% 7.49% 6.96% 7.23%
3 Month CD Rate 6.76% 7.18% 7.30% 6.98%
1 Year CD Rate 7.26% 7.42% 7.69% 7.33%
Commodity Market Update
Currency 02-Apr Prev_Day
USD/INR 69.12 69.17 -0.05
GBP/INR 90.21 90.48 -0.26
EURO/INR 77.45 77.70 -0.25
JPY/INR 0.62 0.63 0.00
Commodity 02-Apr Wk Ago Mth. Ago
NYMEX Crude($/bl) 62.48 59.82 55.71 63.04
Brent Crude($/bl) 70.27 68.10 63.15 68.21
Gold( $/oz) 1293 1315 1293 1341
Gold(Rs./10 gm) 31499 31987 32819 30443
Source: Thomson Reuters Eikon *As on March 28, 2019
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Derivative Statistics- Nifty Options
• Nifty Apr 2019 Futures were at 11,779.50, a premium of 63.30 points,
above the spot closing of 11,713.20. The turnover on NSE’s Futures and
Options segment went up to Rs. 7,56,602.32 crore on Apr 2, 2019,
compared with Rs. 6,43,893.84 crore on Apr 1, 2019.
• The Put-Call ratio stood at 0.90 compared with previous close of 0.95.
• The Nifty Put-Call ratio stood at 1.52 compared with previous close of
• India VIX decreased 1.09% to 17.8075 compared with 18.0050 at the
previous trading session.
• Open interest on Nifty Futures stood at 17.03 million as against
previous close at 17.01 million.
• Bond yields eased as market participants expect a policy rate cut by the
Monetary Policy Committee in its three-day meeting, which began on Apr
• Yield on the new 10-year benchmark paper (7.26% GS 2029) fell 8 bps to
close at 7.27% compared with the previous session’s close of 7.35% after
trading in the range of 7.27% to 7.37%.
• Yield on the old 10-year benchmark paper (7.17% GS 2028) fell 7 bps to
7.42% as compared with the previous session’s close of 7.49% after
trading in the range of 7.41% to 7.50%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 5,761 crore (gross) on Apr 2, 2019, compared
with Rs. 6,461 crore (gross) as on Mar 29, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 78,258
crore on Mar 29, 2019.
• The India rupee ended lower against the greenback on account of dollar
sales by banks and foreign fund flows in the bond market. The rupee
settled at 68.75 a dollar, up 0.59% compared with previous close of 69.15.
• The euro declined after investors were drawn to the greenback following
strong economic data in the U.S. In addition, eurozone’s poor factory data
also weighed down on the single currency. The euro was last seen trading
at 1.1198 a dollar, down 0.12% compared with previous close of 1.1212.
• Gold prices were subdued following strong U.S. and Chinese
manufacturing data that alleviated investors’ tension on global economic
• Brent Crude prices rose after U.S. officials revealed of imposing
additional sanction on Iran.
• Data from the U.S. Commerce Department showed that durable goods
orders in U.S. fell 1.6% in Feb 2019 after increasing by a downwardly
revised 0.1% (0.3% increase originally reported for the previous month) in
Jan 2019. Durable goods orders in U.S. fell in Feb 2019 as orders for
transportation equipment plunged by 4.8% in Feb 2019 after increasing
0.4% in Jan 2019.
• Data from the U.S. Commerce Department showed that construction
spending in U.S. grew 1.0% to an annual rate of $1.320 trillion in Feb 2019
after rising upwardly revised 2.5% (1.3% originally reported) to a rate of
$1.307 trillion in Jan 2019.