FII Derivative Trade Statistics 04-Apr
(Rs Cr) Buy
Index Futures 2828.97 2736.93 17713.69
Index Options 191022.58 190145.90 63656.14
Stock Futures 13789.21 12432.92 91442.59
Stock Options 6153.10 6122.43 5624.24
Total 213793.86 211438.18 178436.66
Put Call Ratio (OI) 1.21 1.42 -0.21
Indian Debt Market
Put Call Ratio(Vol) 0.86 0.90 -0.04
04-Apr Wk. Ago Mth. Ago
Call Rate 6.13% 6.24% 6.20% 5.90%
T-Repo 5.89% 6.11% 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 6.20% 6.22% 6.38% 6.11%
364 Day T-Bill 6.25% 6.38% 6.51% 6.46%
10 Year Gilt 7.35% 7.32% 7.38% 7.29%
G-Sec Vol. (Rs.Cr) 75679 40627 32544 64712
Currency Market Update
FBIL MIBOR* 6.30% 6.25% 6.30% 6.00%
3 Month CP Rate 6.80% 7.60% 7.80% 6.80%
5 Year Corp Bond 8.38% 8.34% 8.45% 8.00%
1 Month CD Rate 6.52% 8.36% 6.96% 6.26%
3 Month CD Rate 6.66% 7.20% 7.30% 6.67%
1 Year CD Rate 7.12% 7.48% 7.69% 7.20%
Commodity Market Update
Currency 04-Apr Prev_Day
USD/INR 68.84 68.49 0.36
GBP/INR 90.77 90.02 0.75
EURO/INR 77.39 76.88 0.51
JPY/INR 0.62 0.61 0.00
Commodity 04-Apr Wk Ago Mth. Ago
NYMEX Crude($/bl) 62.07 59.24 55.71 63.34
Brent Crude($/bl) 70.32 66.67 63.15 64.68
Gold( $/oz) 1292 1290 1293 1333
Gold(Rs./10 gm) 31557 31854 32819 30844
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Nifty Apr 2019 Futures were at 11,679.55, a premium of 81.55 points,
above the spot closing of 11,598.00. The turnover on NSE’s Futures and
Options segment went up to Rs. 22,38,702.35 crore on Apr 4, 2019,
compared with Rs. 9,80,410.34 crore on Apr 3, 2019.
• The Put-Call ratio stood at 0.73 compared with the previous session’s
close of 0.92.
• The Nifty Put-Call ratio stood at 1.21 compared with the previous
session’s close of 1.42.
• Open interest on Nifty Futures stood at 16.77 million as against the
previous session’s close at 16.80 million.
• Bond yields saw a steep surge after the Monetary Policy Committee
gave a neutral stance on the policy rate, despite cutting the benchmark
policy repurchase rate by 25 bps to 6%.
• Yield on the new 10-year benchmark paper (7.26% GS 2029) rose 8 bps
to 7.35% compared with the previous session’s close of 7.27% after
trading in a range of 7.21% to 7.35%.
• Yield on the old 10-year benchmark paper (7.17% GS 2028) rose 9 bps
to 7.51% as compared with the previous session’s close of 7.42% after
trading in a range of 7.34% to 7.51%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 4,026 crore (gross) on Apr 4, 2019, compared
with Rs. 4,092 crore (gross) as on Apr 3, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 60,145
crore on Apr 3, 2019.
• The India rupee witnessed a steep decline after a fall in the domestic
equity and bond markets and MPC’s neutral stance on policy rate. The
rupee settled at 69.18 a dollar, down 1.11% compared with the previous
close of 68.42.
• The euro edged lower on reports that Italy would lower its economic
growth forecasts, which sparked worries over a wide economic
slowdown. The euro was last seen trading at 1.1226 a dollar, marginally
down 0.07% compared with the previous close of 1.1234.
• Gold prices held steady as greenback softened on account of feeble U.S.
service and private payroll data.
• Brent crude prices held firm amid the OPEC-led supply cut and
speculations on additional U.S. sanction on Iran.
• According to a report from Institute for Supply Management, U.S. non-
manufacturing index missed market expectations and fell to 56.1 in Mar
2019 as against 59.7 in Feb 2019. The decline reflects fall in business
activity index to 57.4 in Mar from 64.7 in Feb.
• According to a report from the IHS Markit, U.K. Services Purchasing
Managers' (PMI) index missed market expectations and fell to 48.9 in Mar
2019 from 51.3 in Feb 2019. U.K. services PMI reading fell below 50 for
the first time since Jul 2016. Meanwhile, the composite PMI fell to 50 in
Mar from 51.4 in Feb.