FII Derivative Trade Statistics 10-Apr
(Rs Cr) Buy
Index Futures 2502.42 2714.04 19178.40
Index Options 169965.85 169579.99 70118.52
Stock Futures 11091.11 11319.09 89865.34
Stock Options 5794.49 5774.43 6870.88
Total 189353.87 189387.55 186033.14
Put Call Ratio (OI) 1.33 1.47 -0.15
Indian Debt Market
Put Call Ratio(Vol) 0.85 0.88 -0.04
10-Apr Wk. Ago Mth. Ago
Call Rate 5.99% 6.20% 6.15% 5.89%
T-Repo 5.94% 6.13% 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 6.27% 6.23% 6.42% 6.05%
364 Day T-Bill 6.39% 6.31% 6.45% 6.48%
10 Year Gilt 7.37% 7.27% 7.37% 7.38%
G-Sec Vol. (Rs.Cr) 34345 54457 30649 52728
Currency Market Update
FBIL MIBOR* 6.05% 6.25% 6.27% 6.00%
3 Month CP Rate 6.95% 6.80% 7.70% 6.85%
5 Year Corp Bond 8.46% 8.30% 8.36% 8.10%
1 Month CD Rate 6.73% 6.77% 7.31% 6.35%
3 Month CD Rate 6.82% 6.74% 7.26% 6.34%
1 Year CD Rate 7.25% 7.19% 7.69% 7.29%
Commodity Market Update
Currency 10-Apr Prev_Day
USD/INR 69.15 69.54 -0.39
GBP/INR 90.38 90.95 -0.57
EURO/INR 77.91 78.31 -0.40
JPY/INR 0.62 0.62 0.00
Commodity 10-Apr Wk Ago Mth. Ago
NYMEX Crude($/bl) 64.57 62.41 55.72 65.43
Brent Crude($/bl) 72.27 69.80 63.07 70.09
Gold( $/oz) 1308 1290 1298 1339
Gold(Rs./10 gm) 31907 31454 32123 30624
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Bond yields fell following strength of the rupee against the greenback.
However, increase in global crude oil prices capped the gains.
• Yield on the 10-year benchmark paper (7.26% GS 2029) inched down 1
bps at 7.37% compared with the previous session’s close of 7.38% after
trading in a range of 7.35% to 7.38%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 6,381 crore (gross) on Apr 10, 2019, compared
with Rs. 6,616 crore (gross) as on Apr 9, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 34,902
crore on Apr 9, 2019.
• Banks borrowed Rs. 1,200 crore under the central bank’s Marginal
Standing Facility on Apr 9, 2019 compared with borrowings of Rs. 3,320
crore on Apr 8, 2019.
• The International Monetary Fund lowered the growth forecast for the
global economy to 3.3% from its earlier projection of 3.5%. However, the
growth projection for 2020 was kept unchanged at 3.6%. IMF further
projected that the growth in the emerging market and developing
economies is expected to go up to 4.8% in 2020 from 4.4% in 2019.
• The European Central Bank kept interest rates on hold in its monetary
policy review. Thus, the main refinance rate stood at a record low of 0%.
Deposit rate stood at -0.40% while the marginal standing facility stood at
• Nifty Apr 2019 Futures were at 11,652.90, a premium of 68.60 points,
above the spot closing of 11,584.30. The turnover on NSE’s Futures and
Options segment rose to Rs. 11,59,692.41 crore on Apr 10, 2019,
compared with Rs. 9,74,652.40 crore on Apr 9, 2019.
• The Put-Call ratio stood at 0.86 compared with the previous session’s
close of 0.85.
• The Nifty Put-Call ratio stood at 1.30 compared with the previous
session’s close of 1.47.
• India VIX increased 4.03% to 21.0975 compared with 20.2800 at the
previous trading session.
• Open interest on Nifty Futures stood at 17.25 million as against the
previous session’s close at 17.32 million.
• The India rupee rose against the U.S. dollar following selling of the
greenback by banks. However, increase in global crude oil prices and
losses in the domestic equity market capped the gains. The rupee closed at
at 69.11 a dollar, up 0.26% compared with the previous close of 69.29.
• The euro fell against the greenback as market participants remained
wary of escalating trade tensions between U.S. and Europe. The euro was
last seen trading at 1.1243 a dollar, down 0.16% compared with the
previous close of 1.1261.
• Gold prices surged on economic growth fears after IMF downgraded
economic outlook for 2019.
• Brent crude prices moved up amid supply cuts by OPEC and U.S.
sanctions on Iran and Venezuela.