FII Derivative Trade Statistics 08-Apr
(Rs Cr) Buy
Index Futures 2321.19 1689.04 18451.96
Index Options 120385.86 120570.91 65117.17
Stock Futures 9599.81 10111.18 90774.14
Stock Options 4886.72 4886.92 6243.57
Total 137193.58 137258.05 180586.84
Put Call Ratio (OI) 1.38 1.61 -0.23
Indian Debt Market
Put Call Ratio(Vol) 0.87 0.95 -0.07
08-Apr Wk. Ago Mth. Ago
Call Rate 5.98% 8.49% 6.15% 5.89%
T-Repo 5.87% 6.65% 6.20% NA
Repo 6.00% 6.25% 6.25% 6.00%
Reverse Repo 5.75% 6.00% 6.00% 5.75%
91 Day T-Bill 6.18% 6.05% 6.42% 6.08%
364 Day T-Bill 6.30% 6.28% 6.45% 6.45%
10 Year Gilt 7.40% 7.35% 7.37% 7.17%
G-Sec Vol. (Rs.Cr) 32708 26833 30649 55428
Currency Market Update
FBIL MIBOR* 6.04% 8.80% 6.27% 6.00%
3 Month CP Rate 6.90% 7.55% 7.70% 6.85%
5 Year Corp Bond 8.41% 8.36% 8.36% 7.89%
1 Month CD Rate 6.54% 7.81% 7.31% 6.11%
3 Month CD Rate 6.58% 7.21% 7.26% 6.66%
1 Year CD Rate 7.05% 7.34% 7.69% 7.12%
Commodity Market Update
Currency 08-Apr Prev_Day
USD/INR 69.51 69.20 0.32
GBP/INR 90.78 90.64 0.15
EURO/INR 78.04 77.73 0.31
JPY/INR 0.62 0.62 0.00
Commodity 08-Apr Wk Ago Mth. Ago
NYMEX Crude($/bl) 64.32 61.54 55.72 62.02
Brent Crude($/bl) 71.76 69.67 63.07 65.70
Gold( $/oz) 1297 1287 1298 1333
Gold(Rs./10 gm) 31930 31643 32123 30396
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Bond yields rose ahead of the state debt auction schedule for Apr 9,
2019. Besides, surge in crude oil price and decline in the local currency
also weighed on the bond market sentiment.
• Yield on the new 10-year benchmark paper (7.26% GS 2029) rose 6 bps
at 7.41% compared with the previous session’s close of 7.35% after
trading in a range of 7.37% to 7.41%.
• Yield on the old 10-year benchmark paper (7.17% GS 2028) rose 6 bps at
7.56% as compared with the previous session’s close of 7.51% after
trading in a range of 7.53% to 7.57%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 7,497 crore (gross) on Apr 8, 2019, compared
with Rs. 4,471 crore (gross) as on Apr 5, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 16,280
crore on Apr 5, 2019.
• According to report by the U.S. Federal Reserve, country’s consumer
credit increased by $15.2 billion in Feb 2019 as against revised increase of
$17.7 billion in Jan 2019. The report said that revolving credit and non-
revolving credit rose $3 billion and $12.2 billion in Feb 2019, respectively.
• According to data from the Federal Statistical Office, Germany’s exports
and imports fell by 1.3% and 1.6% MoM, respectively. The more than
expected decline came amid subdued demand due to global
uncertainties. However, exports and imports grew 3.9% and 5.1% on a
• Nifty Apr 2019 Futures were at 11,674.90, a premium of 70.40 points,
above the spot closing of 11,604.50. The turnover on NSE’s Futures and
Options segment rose to Rs. 7,96,823.86 crore on Apr 8, 2019, compared
with Rs. 6,23,820.25 crore on Apr 5, 2019.
• The Put-Call ratio stood unchanged at 0.96 compared with the previous
• The Nifty Put-Call ratio stood at 1.38 compared with the previous
session’s close of 1.61.
• India VIX increased 9.32% to 20.1075 compared with 18.3925 at the
previous trading session.
• Open interest on Nifty Futures stood at 17.06 million as against the
previous session’s close at 17.21 million.
• The India rupee depreciated against the greenback following surge in
crude oil prices with rising tension in Libya and OPEC-led supply cuts. In
addition, better than expected U.S. jobs data for Mar 2019 weighed down
on the domestic currency.
• The euro appreciated on greenback as the latter remained under
pressure after wage growth in U.S. slowed in Mar even though non-farm
employment for the same month came better than market expectations.
• Gold prices rose on greenback weakness and decline in bond yields
ahead of the release of the U.S. Federal Reserve’s March meeting’s
• Brent crude prices strengthened amid rising political unrest in Libya,
which is expected to tighten the oil market.