FII Derivative Trade Statistics 11-Apr
(Rs Cr) Buy
Index Futures 2263.61 3433.30 18691.31
Index Options 220060.30 219753.08 73319.25
Stock Futures 11035.76 11724.69 89152.08
Stock Options 6222.72 6217.90 7055.56
Total 239582.39 241128.97 188218.20
Put Call Ratio (OI) 1.24 1.33 -0.08
Indian Debt Market
Put Call Ratio(Vol) 0.81 0.85 -0.04
11-Apr Wk. Ago Mth. Ago
Call Rate 6.02% 6.13% 6.16% 5.87%
T-Repo 5.99% 5.89% 6.17% NA
Repo 6.00% 6.00% 6.25% 6.00%
Reverse Repo 5.75% 5.75% 6.00% 5.75%
91 Day T-Bill 6.29% 6.20% 6.35% 6.07%
364 Day T-Bill 6.36% 6.25% 6.48% 6.41%
10 Year Gilt 7.37% 7.35% 7.35% 7.54%
G-Sec Vol. (Rs.Cr) 35255 75679 30901 43870
Currency Market Update
FBIL MIBOR* 6.05% 6.30% 6.27% 6.00%
3 Month CP Rate 6.95% 6.80% 7.60% 6.90%
5 Year Corp Bond 8.51% 8.28% 8.36% 8.17%
1 Month CD Rate 6.72% 6.52% 7.12% 6.40%
3 Month CD Rate 6.75% 6.66% 7.26% 6.69%
1 Year CD Rate 7.20% 7.12% 7.70% 7.33%
Commodity Market Update
Currency 11-Apr Prev_Day
USD/INR 68.97 69.15 -0.17
GBP/INR 90.28 90.38 -0.10
EURO/INR 77.79 77.91 -0.12
JPY/INR 0.62 0.62 0.00
Commodity 11-Apr Wk Ago Mth. Ago
NYMEX Crude($/bl) 63.56 62.07 56.74 66.76
Brent Crude($/bl) 71.94 70.32 64.50 72.90
Gold( $/oz) 1292 1292 1294 1353
Gold(Rs./10 gm) 31770 31557 32110 31023
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Bond yields remained unchanged as market participants are awaiting
the release of Mar 2019 retail inflation data, which is due on Apr 12.
• Yield on the 10-year benchmark paper (7.26% GS 2029) remained
unchanged at 7.37% compared with the previous session’s close after
trading in a range of 7.36% to 7.38%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 11,780 crore (gross) on Apr 11, 2019, compared
with Rs. 6,381 crore (gross) as on Apr 10, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 21,229
crore on Apr 10, 2019.
• Banks borrowed Rs. 3,700 crore under the central bank’s Marginal
Standing Facility on Apr 10, 2019 compared with borrowings of Rs. 1,200
crore on Apr 9, 2019.
• The minutes of U.S. Federal Reserve (Fed) Mar 2019 meeting showed
the outlook for rates remains fluid. Projections provided by Fed after the
Mar monetary policy meeting had hinted that the central bank no longer
expects to raise interest rates in 2019.
• Preliminary data from Eurostat showed euro zone house price inflation
slowed in the fourth quarter of 2018 after remaining unchanged in the
previous three months. House prices rose 4.2% YoY following a 4.3%
increase in each of the previous two quarters. In the first quarter, prices
grew 4.5%. House price inflation slowed to 4.6% in Germany and 6.7% in
• Nifty Apr 2019 Futures were at 11,668.90, a premium of 72.20 points,
above the spot closing of 11,596.70. The turnover on NSE’s Futures and
Options segment rose to Rs. 19,94,995.47 crore on Apr 11, 2019,
compared with Rs. 11,59,692.41 crore on Apr 10, 2019.
• The Put-Call ratio stood at 0.68 compared with the previous session’s
close of 0.86.
• The Nifty Put-Call ratio stood at 1.24 compared with the previous
session’s close of 1.30.
• India VIX decreased 0.86% to 20.9475 compared with 21.1300 at the
previous trading session.
• Open interest on Nifty Futures stood at 16.95 million as against the
previous session’s close at 17.25 million.
• The India rupee rose against the greenback on account of dollar inflows
in the domestic market. The rupee closed at 68.92 a dollar, up 0.27%
compared with the previous close of 69.11.
• The euro stood nearly the same after the European Central Bank
signalled no interest rate movement. In addition, sluggish growth outlook,
underscored by the ECB President and International Monetary Fund’s
growth forecasts, prevented the common currency from moving up. The
euro was last seen trading at 1.1273 a dollar, unchanged from the previous
• Gold prices fell amid renewed U.S. and China trade optimism. The two
economies made a break through after agreeing to establish enforcement
offices to track trade pledges.
• Brent crude prices edged lower on supply concerns and global economic