FII Derivative Trade Statistics 16-Mar
(Rs Cr) Buy
Index Futures 1917.90 2650.72 20850.26
Index Options 101025.46 100493.37 70851.78
Stock Futures 7468.63 8147.02 79425.85
Stock Options 4473.24 4401.51 7558.79
Total 114885.23 115692.62 178686.68
Put Call Ratio (OI) 1.09 1.23 -0.14
Indian Debt Market
Put Call Ratio(Vol) 0.89 0.97 -0.08
16-Mar Wk. Ago Mth. Ago
Call Rate 5.97% 5.89% 5.96% 6.01%
CBLO 5.29% 5.85% 4.96% 6.10%
Repo 6.00% 6.00% 6.00% 6.25%
Reverse Repo 5.75% 5.75% 5.75% 5.75%
91 Day T-Bill 6.12% 6.22% 6.32% 5.91%
364 Day T-Bill 6.44% 6.62% 6.56% 6.14%
10 Year Gilt 7.56% 7.67% 7.58% 6.84%
G-Sec Vol. (Rs.Cr) 40873 29326 23303 42378
Currency Market Update
1 Month CP Rate 7.60% 7.80% 6.87% 6.70%
3 Month CP Rate 7.31% 7.83% 7.89% 6.78%
5 Year Corp Bond 7.94% 8.11% 7.88% 7.67%
1 Month CD Rate 6.80% 7.09% 6.23% 6.24%
3 Month CD Rate 6.69% 7.13% 7.22% 6.29%
1 Year CD Rate 7.26% 7.44% 7.48% 6.67%
Commodity Market Update
Currency 16-Mar Prev_Day
USD/INR 64.87 64.94 -0.06
GBP/INR 90.49 90.72 -0.24
EURO/INR 79.91 80.32 -0.41
JPY/INR 0.61 0.61 0.00
Commodity 16-Mar Wk Ago Mth. Ago
NYMEX Crude($/bl) 62.28 62.01 61.87 48.25
Brent Crude($/bl) 64.32 65.28 63.54 49.90
Gold( $/oz) 1313 1324 1348 1226
Gold(Rs./10 gm) 30299 30369 30693 28491
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty Mar 2018 Futures were at 10232.5 points, a premium of 37.35
points, above the spot closing of 10,195.15. The turnover on NSE’s
Futures and Options segment went down from Rs. 13,35,191.83 crore
on Mar 15 to Rs. 5,88,936.11 crore on Mar 16.
• The Put-Call ratio stood at 0.86 against previous session’s close of
• The Nifty Put-Call ratio stood at 1.09 against the previous session’s
close at 1.23.
• Open interest on Nifty Futures stood at 28.14 million as against the
previous session’s close of 27.09 million.
• Bond yields continue to fall amid media reports that government
might increase foreign investment limit for government bonds.
• Yield on the 10-year benchmark paper (7.17% GS 2028) fell 7 bps to
close at 7.56% as against previous session’s close of 7.63%. During the
session, bond yields traded in the range of 7.55% and 7.65%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 10,297 crore (gross) on Mar 16 compared with
Rs. 3,700 crore on Mar 15. Sale of securities under Reserve Bank of
India’s (RBI) reverse repo window stood at Rs. 30,570 crore on Mar 15.
• Data from RBI showed that India's foreign exchange reserves rose to
$421.49 billion as on Mar 9, 2018, from $420.76 billion in the previous
• The Indian rupee stood steady against the greenback as equity-related
inflows helped offset overnight greenback strength. The rupee stood
steady at 64.93.
• The euro rose against the greenback as the latter weakened following
concerns of a global trade war and worries of U.S. President’s
protectionist agenda. Euro was last seen trading at $1.2322, up 0.15%
compared with the previous close of $1.2304.
• Gold prices traded lower as dollar gained against the euro amid strong
U.S industrial production data for Feb 2018.
• Brent crude prices traded higher amid positive impact after IEA raised
its forecast for oil demand in 2018.
• A report from the Labor department showed that U.S. initial jobless
claims fell to 226,000 for the week ended Mar 10, down 4,000 from the
previous week's revised level of 230,000 (231,000 originally reported).
Continuing claims grew by 4,000 to 1.879 million for the week ended
• A report from the Eurostat showed that eurozone’s inflation slowed to
revised 1.1% in Feb 2018 as against 1.3% in Jan 2018 and 1.2% as per
initial expectations. Meanwhile, inflation continues to stay below the
European Central Bank's target of ’below, but close to 2%’. Core
inflation that excludes energy, food, alcohol and tobacco remained
unchanged at 1% in Feb 2018.