FII Derivative Trade Statistics 16-Apr
(Rs Cr) Buy
Index Futures 1902.08 2150.77 16854.46
Index Options 70432.79 70239.48 70280.56
Stock Futures 8448.88 7613.17 79430.59
Stock Options 7096.15 7160.42 6799.35
Total 87879.90 87163.84 173364.96
Put Call Ratio (OI) 1.66 1.63 0.02
Indian Debt Market
Put Call Ratio(Vol) 1.42 1.26 0.15
16-Apr Wk. Ago Mth. Ago
Call Rate 5.93% 5.91% 5.97% 5.96%
CBLO 5.91% 5.87% 5.29% 4.86%
Repo 6.00% 6.00% 6.00% 6.25%
Reverse Repo 5.75% 5.75% 5.75% 6.00%
91 Day T-Bill 6.07% 6.06% 6.12% 5.93%
364 Day T-Bill 6.47% 6.47% 6.44% 6.16%
10 Year Gilt 7.49% 7.23% 7.56% 6.82%
G-Sec Vol. (Rs.Cr) 32900 45982 40873 47042
Currency Market Update
FBIL MIBOR 6.00% 6.00% 5.99% 6.10%
3 Month CP Rate 6.90% 6.85% 7.31% 6.73%
5 Year Corp Bond 8.19% 7.96% 7.94% 7.44%
1 Month CD Rate 6.51% 6.41% 6.80% 6.12%
3 Month CD Rate 6.63% 6.70% 6.69% 6.35%
1 Year CD Rate 7.28% 7.05% 7.26% 6.70%
Commodity Market Update
Currency 16-Apr Prev_Day
USD/INR 65.45 65.22 0.23
GBP/INR 93.28 92.77 0.50
EURO/INR 80.74 80.34 0.40
JPY/INR 0.61 0.61 0.00
Commodity 16-Apr Wk Ago Mth. Ago
NYMEX Crude($/bl) 66.18 63.39 62.28 53.14
Brent Crude($/bl) 72.49 67.98 64.32 55.23
Gold( $/oz) 1346 1336 1313 1285
Gold(Rs./10 gm) 31049 30526 30299 29313
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty Apr 2018 Futures were at 10,542.90 points, a premium of 14.55
points, over the spot closing of 10,528.35. The turnover on NSE’s
Futures and Options segment went down from Rs. 5,78,452.57 crore on
Apr 13 to Rs. 5,16,837.82 crore on Apr 16.
• The Put-Call ratio stood at 1.05 against previous session’s close of
• The Nifty Put-Call ratio stood at 1.66 against the previous session’s
close of 1.63.
• Open interest on Nifty Futures stood at 27.57 million as against the
previous session’s close of 27.25 million.
• Bond yields rose as higher U.S. Treasury yields and geopolitical
tensions weighed on the domestic debt market.
• Yield on the 10-year benchmark paper (7.17% GS 2028) rose 6 bps to
close at 7.49% from the previous close of 7.43%. During the session,
bond yields traded in the range of 7.40% and 7.49%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 8,610 crore (gross) on Apr 16 compared with
Rs. 4,585 crore on Apr 13. Sale of securities under Reserve Bank of
India’s (RBI) reverse repo window stood at Rs. 32,599 crore on Apr 13.
• Banks borrowed Rs. 1,380 crore under the central bank’s Marginal
Standing Facility on Apr 13 compared with no borrowing on Apr 12.
• RBI conducted a 7-day variable rate reverse repo auction for a notified
amount of Rs. 35,000 crore for which Rs. 1,333 crore was allotted at a
cut-off rate of 5.99%.
• The Indian rupee weakened and touched more than 6-month low
against the U.S. dollar as risk appetite dampened, pulled by uncertainty
around U.S. trade policies. Greenback demand from importers increased
losses. The rupee fell 0.44% to close at 65.49 from the previous close of
• Euro rose against the U.S dollar on growing signs of relief that a U.S.-led
strike on Syria would not escalate further at a time when concerns over a
trade war has upset global markets. Euro was trading at $1.2386
compared with the previous close of $1.2329.
• Gold prices traded higher, backed by strong safe haven appeal, amid
ongoing geopolitical tension between the U.S. and Russia.
• Brent crude prices fell 1.53% following growing concerns over U.S.
• According to preliminary report from the University of Michigan, U.S.
consumer sentiment index fell more than expected to 97.8 for Apr 2018
compared to the final reading of 101.4 in Mar 2018. The decline was
partly due to a notable drop of the current economic conditions index to
115.0 in Apr from 121.2 in Mar and fall in index of consumer
expectations to 86.8 in Apr from 88.8 in the previous month.
• According to data from Destatis, Germany’s manufacturing
employment rose 2.7% MoM to 5.6 million at the end of Feb 2018. The
number of hours worked rose 1.4% annually to EUR 703 million and
earnings rose 4.2% to EUR 22.1 billion.