FII Derivative Trade Statistics 11-Mar
(Rs Cr) Buy
Index Futures 2066.57 2317.96 16756.20
Index Options 93398.99 92389.86 57090.70
Stock Futures 9822.06 10910.50 86144.31
Stock Options 6865.79 6726.32 6591.10
Total 112153.41 112344.64 166582.31
Put Call Ratio (OI) 1.73 1.60 0.13
Indian Debt Market
Put Call Ratio(Vol) 0.97 1.06 -0.08
11-Mar Wk. Ago Mth. Ago
Call Rate 6.16% 6.20% 6.36% 5.89%
T-Repo 6.17% 6.20% 6.35% NA
Repo 6.25% 6.25% 6.25% 6.00%
Reverse Repo 6.00% 6.00% 6.00% 5.75%
91 Day T-Bill 6.35% 6.38% 6.35% 6.22%
364 Day T-Bill 6.48% 6.51% 6.57% 6.62%
10 Year Gilt 7.35% 7.38% 7.36% 7.67%
G-Sec Vol. (Rs.Cr) 30901 32544 21793 29326
Currency Market Update
FBIL MIBOR* 6.27% 6.30% 6.44% 6.00%
3 Month CP Rate 7.26% 7.80% 7.45% 7.83%
5 Year Corp Bond 8.36% 8.45% 8.49% 8.26%
1 Month CD Rate 7.12% 6.96% 6.43% 7.09%
3 Month CD Rate 7.26% 7.30% 7.01% 7.13%
1 Year CD Rate 7.70% 7.69% 7.92% 7.44%
Commodity Market Update
Currency 11-Mar Prev_Day
USD/INR 69.93 70.10 -0.17
GBP/INR 90.79 91.80 -1.00
EURO/INR 78.57 78.55 0.02
JPY/INR 0.63 0.63 0.00
Commodity 11-Mar Wk Ago Mth. Ago
NYMEX Crude($/bl) 56.74 55.71 52.38 62.01
Brent Crude($/bl) 64.50 63.15 61.57 65.28
Gold( $/oz) 1294 1293 1308 1324
Gold(Rs./10 gm) 32110 32819 32913 30369
Source: Thomson Reuters Eikon *As on previous trading day
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Derivative Statistics- Nifty Options
• Nifty Mar 2019 Futures were at 11,202.15, a premium of 34.10 points,
over the spot closing of 11,168.05. The turnover on NSE’s Futures and
Options segment decreased to Rs. 6,79,945.54 crore on Mar 11, 2019,
compared with Rs. 5,39,930.66 crore on Mar 8, 2019.
• The Put-Call ratio stood at 0.84, compared with the previous session’s
close of 0.87.
• The Nifty Put-Call ratio stood at 1.73 compared with the previous
session’s close of 1.60.
• Open interest on Nifty Futures stood at 17.05 million as against the
previous session’s close at 15.60 million.
• Bond yields eased on optimism that inflation will stay low. This also
raised speculations of another round of rate cut in the upcoming
Monetary Policy Committee meeting scheduled for Apr 2019.
• Yield on the existing 10-year benchmark paper (7.17% GS 2028)
declined 2 bps to close at 7.51% as compared with the previous session’s
close of 7.53% after trading in the range of 7.50% to 7.54%.
• Yield on the upcoming new 10-year benchmark paper (7.26% GS 2029)
declined 2 bps to close at 7.35% compared with the previous session’s
close of 7.37% after trading in the range of 7.33% to 7.37%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 2,811 crore (gross) on Mar 11, 2019, compared
with Rs. 4,259 crore (gross) as on Mar 8, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 36,556
crore on Mar 8, 2019.
• The Indian rupee appreciated against the greenback, supported by
feeble U.S. jobs data, foreign fund inflows and an upbeat domestic equity
market. The rupee closed at 69.88 a dollar, up 0.38% compared with the
previous close of 70.15.
• The euro rose marginally against the greenback as downbeat U.S jobs
data for Feb 2019 kept the latter under pressure. The euro was last seen
trading at 1.1241 a dollar, up 0.03% compared with the previous close of
• Gold prices ahead of the release of reports on U.S. retail sales,
consumer and producer prices, new home sales and so on.
• Brent crude prices edged higher after Saudi Arabia Oil Minister said that
supply in Apr 2019 would be significantly lower than the requirement.
• According to a report from the Commerce Department, housing starts
rebounded by much more than anticipated in the month of Jan 2019.
Housing starts soared by 18.6% to an annual rate of 1.230 million in Jan
2019 after plunging by 14.0% to a revised rate of 1.037 million in Dec
• Official customs data showed that China's exports dropped the most in
three years in Feb 2019, defying expectations, mainly due to the tariffs-
driven sharp fall in trade with the U.S. and also because of a shift in the
timing of the Chinese New Year. Exports tumbled 20.7% YoY, which was
the biggest fall since Feb 2016, compared with 9.1% growth in Jan 2019.