FII Derivative Trade Statistics 18-Apr
(Rs Cr) Buy
Index Futures 1753.72 1517.09 18517.83
Index Options 71557.90 71010.41 73727.01
Stock Futures 8070.40 8502.28 80849.05
Stock Options 6133.61 6047.13 7040.80
Total 87515.63 87076.91 180134.69
Put Call Ratio (OI) 1.60 1.64 -0.04
Indian Debt Market
Put Call Ratio(Vol) 1.20 1.30 -0.10
18-Apr Wk. Ago Mth. Ago
Call Rate 5.88% 5.87% 5.97% 5.93%
CBLO 5.88% 5.86% 5.29% 6.06%
Repo 6.00% 6.00% 6.00% 6.25%
Reverse Repo 5.75% 5.75% 5.75% 6.00%
91 Day T-Bill 6.10% 6.07% 6.12% 6.00%
364 Day T-Bill 6.51% 6.41% 6.44% 6.15%
10 Year Gilt 7.54% 7.54% 7.56% 6.86%
G-Sec Vol. (Rs.Cr) 23991 43870 40873 39444
Currency Market Update
FBIL MIBOR 6.00% 6.00% 5.99% 6.15%
3 Month CP Rate 6.90% 6.90% 7.31% 6.74%
5 Year Corp Bond 8.23% 8.17% 7.94% 7.44%
1 Month CD Rate 6.46% 6.40% 6.80% 6.13%
3 Month CD Rate 6.80% 6.69% 6.69% 6.37%
1 Year CD Rate 7.36% 7.33% 7.26% 6.68%
Commodity Market Update
Currency 18-Apr Prev_Day
USD/INR 65.68 65.61 0.07
GBP/INR 93.98 94.21 -0.22
EURO/INR 81.30 81.32 -0.02
JPY/INR 0.61 0.61 0.00
Commodity 18-Apr Wk Ago Mth. Ago
NYMEX Crude($/bl) 68.39 66.76 62.28 52.41
Brent Crude($/bl) 74.32 72.90 64.32 51.84
Gold( $/oz) 1349 1353 1313 1289
Gold(Rs./10 gm) 31276 31023 30299 29416
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty Apr 2018 Futures were at 10,538.85 points, a premium of 12.65
points, over the spot closing of 10,526.20. The turnover on NSE’s Futures
and Options segment went up from Rs. 5,87,461.49 crore on Apr 17 to
Rs. 7,91,941.99 crore on Apr 18.
• The Put-Call ratio stood at 0.97 against previous session’s close of 1.05.
• The Nifty Put-Call ratio stood at 1.60 against the previous session’s
close of 1.64.
• Open interest on Nifty Futures stood at 28.70 million as against the
previous session’s close of 28.14 million.
• Bond yields rose as investors remained cautious ahead of Monetary
Policy Committee’s latest meeting minutes due on Apr 19. Losses in
Indian rupee further weighed on the domestic bond market.
• Yield on the 10-year benchmark paper (7.17% GS 2028) rose 5 bps to
close at 7.54% from the previous close of 7.49%. During the session,
bond yields traded in the range of 7.48% and 7.54%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,635 crore (gross) on Apr 18 compared with
Rs. 3,705 crore on Apr 17. Sale of securities under Reserve Bank of
India’s (RBI) reverse repo window stood at Rs. 8,859 crore on Apr 17.
• Banks borrowed Rs. 350 crore under the central bank’s Marginal
Standing Facility on Apr 17 compared with Rs. 600 crore borrowed on
• The Indian rupee initially weakened against the U.S. dollar after
housing starts and industrial output in the U.S. grew in Mar 2018.
Increase in global crude oil prices also weighed on market’s sentiment.
The rupee fell 0.03% to close at 65.66 per dollar from the previous close
• Euro rose against the greenback as the risk sentiment improved to
some extent after worries about military action in Syria, trade tensions
between the U.S. eased to some extent. Euro was trading at $1.2383, up
0.11% compared with the previous close of $1.2370.
• Gold prices moved up due to geopolitical tensions in the Middle East
• Brent crude prices moved up following geopolitical tension in the
Middle East Asian region.
• Data from the U.S. Federal Reserve showed that industrial production
in the U.S. grew 0.5% in Mar 2018 after growing by a revised 1.0% in Feb
2018 (1.1% originally reported). The bigger than expected increase in
production can be attributed to rebound in utilities output, which grew
by 3.0% in Mar after it fell 5.0% in Feb. Manufacturing output grew 0.1%
in Mar following a 1.5% jump in the previous month.
• Data from the U.S. Commerce Department showed that housing starts
grew 1.9% to an annual rate of 1.319 million in Mar 2018 after it fell
3.3% to a revised 1.295 million in Feb 2018 (1.236 million originally
reported). Building permits also grew 2.5% to an annual rate of 1.354
million in Mar.