FII Derivative Trade Statistics 05-Apr
(Rs Cr) Buy
Index Futures 3061.78 2989.07 17645.22
Index Options 328247.81 327150.56 61981.48
Stock Futures 12077.86 12245.33 90460.52
Stock Options 5963.40 6011.31 5957.42
Total 349350.85 348396.27 176044.64
Put Call Ratio (OI) 1.61 1.21 0.40
Indian Debt Market
Put Call Ratio(Vol) 0.95 0.86 0.09
05-Apr Wk. Ago Mth. Ago
Call Rate 5.98% 8.49% 6.15% 5.91%
T-Repo 5.77% 6.65% 6.10% NA
Repo 6.25% 6.25% 6.25% 6.00%
Reverse Repo 6.00% 6.00% 6.00% 5.75%
91 Day T-Bill 6.18% 6.05% 6.30% 6.09%
364 Day T-Bill 6.30% 6.28% 6.40% 6.42%
10 Year Gilt 7.35% 7.35% 7.38% 7.13%
G-Sec Vol. (Rs.Cr) 39093 26833 23359 77712
Currency Market Update
FBIL MIBOR 6.04% 6.28% 6.30% 6.00%
3 Month CP Rate 6.80% 7.55% 7.80% 6.80%
5 Year Corp Bond 8.33% 8.36% 8.45% 7.82%
1 Month CD Rate 6.54% 7.81% 6.51% 6.21%
3 Month CD Rate 6.65% 7.21% 7.36% 6.67%
1 Year CD Rate 7.11% 7.34% 7.68% 7.21%
Commodity Market Update
Currency 05-Apr Prev_Day
USD/INR 69.20 68.84 0.35
GBP/INR 90.64 90.77 -0.13
EURO/INR 77.73 77.39 0.34
JPY/INR 0.62 0.62 0.00
Commodity 05-Apr Wk Ago Mth. Ago
NYMEX Crude($/bl) 63.05 60.14 56.50 63.52
Brent Crude($/bl) 70.52 68.52 63.68 65.18
Gold( $/oz) 1291 1292 1287 1326
Gold(Rs./10 gm) 31615 31601 32138 30491
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty Apr 2019 Futures were at 11,760.75, a premium of 94.80 points,
above the spot closing of 11,665.95. The turnover on NSE’s Futures and
Options segment dropped to Rs. 6,23,820.25 crore on Apr 5, 2019,
compared with Rs. 22,38,702.35 crore on Apr 4, 2019.
• The Put-Call ratio stood at 0.96 compared with the previous session’s
close of 0.73.
• The Nifty Put-Call ratio stood at 1.61 compared with the previous
session’s close of 1.21.
• Open interest on Nifty Futures stood at 17.21 million as against the
previous session’s close at 16.77 million.
• Bond yields stood nearly steady despite a 25 bps policy rate cut by the
Monetary Policy Committee as the rate-setting panel took a neutral
stance. Market participants are now looking for some clarity on plans for
future monetary easing.
• Yield on the new 10-year benchmark paper (7.26% GS 2029) remained
unchanged at 7.35% compared with the previous session’s close after
trading in a range of 7.31% to 7.36%.
• Yield on the old 10-year benchmark paper (7.17% GS 2028) remained
unchanged at 7.51% as compared with the previous session’s close after
trading in a range of 7.46% to 7.53%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 4,471 crore (gross) on Apr 5, 2019, compared
with Rs. 4,026 crore (gross) as on Apr 4, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 39,019
crore on Apr 4, 2019.
• The India rupee declined against the greenback on account of dollar
demand from importers. The rupee settled at 69.22 a dollar, down 0.09%
compared with the previous close of 69.16.
• The euro rose marginally with the release of German industrial output
data that surged for Feb 2019, supported by higher construction activity.
The euro was last seen trading at 1.1226 a dollar, marginally up 0.05%
compared with the previous close of 1.1220.
• Gold prices were flat to marginally lower following reports suggesting
significant development in the U.S.-China trade deal.
• Brent crude prices lowered on global growth worries, however the
downside was limited by reports revealing significant development in
Sino-U.S. trade deal.
• According to the Federal Statistical Office, preliminary figures showed
industrial production increased 0.7% (seasonally and calendar adjusted),
lower than forecast but better than Jan 2019 that was unchanged (decline
0.8% originally reported). Rise was driven by a surge in construction,
while manufacturing output dropped.
• As per the Ministry of Internal Affairs and Communications, average of
household spending in Japan rose 1.7% YoY to 271,232 yen in Feb 2019,
which was lower than market forecast and 2.0% increase in Jan 2019. The
average of monthly income per household rose 0.1% YoY to 526,271 yen.