FII Derivative Trade Statistics 23-Apr
(Rs Cr) Buy
Index Futures 7237.54 6943.39 21076.91
Index Options 130380.84 126969.24 72198.34
Stock Futures 24434.84 24889.14 91716.53
Stock Options 7865.96 7954.31 8414.84
Total 169919.18 166756.08 193406.62
Put Call Ratio (OI) 1.30 1.35 -0.05
Indian Debt Market
Put Call Ratio(Vol) 1.00 0.83 0.18
23-Apr Wk. Ago Mth. Ago
Call Rate 6.26% 6.04% 6.19% 5.90%
T-Repo 6.11% 5.96% 6.14% NA
Repo 6.00% 6.00% 6.25% 6.00%
Reverse Repo 5.75% 5.75% 6.00% 5.75%
91 Day T-Bill 6.35% 6.33% 6.25% 6.15%
364 Day T-Bill 6.43% 6.40% 6.38% 6.45%
10 Year Gilt 7.47% 7.39% 7.34% 7.74%
G-Sec Vol. (Rs.Cr) 35372 25688 38231 29374
Currency Market Update
FBIL MIBOR* 6.15% 6.10% 6.25% 6.01%
3 Month CP Rate 7.50% 7.00% 7.50% 7.15%
5 Year Corp Bond 8.61% 8.52% 8.40% 8.44%
1 Month CD Rate 6.98% 6.72% 8.00% 6.58%
3 Month CD Rate 7.13% 6.85% 7.36% 6.69%
1 Year CD Rate 7.35% 7.50% 7.73% 7.45%
Commodity Market Update
Currency 23-Apr Prev_Day
USD/INR 69.75 69.74 0.01
GBP/INR 90.54 90.64 -0.09
EURO/INR 78.43 78.41 0.02
JPY/INR 0.62 0.62 0.00
Commodity 23-Apr Wk Ago Mth. Ago
NYMEX Crude($/bl) 66.19 63.96 58.82 67.56
Brent Crude($/bl) 73.09 71.38 66.73 75.43
Gold( $/oz) 1272 1276 1313 1324
Gold(Rs./10 gm) 31560 31641 32007 31213
Source: Thomson Reuters Eikon *As on previous trading day
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Derivative Statistics- Nifty Options
• Nifty Apr 2019 Futures were at 11,586.40, a premium of 10.45 points,
above the spot closing of 11,575.95. The turnover on NSE’s Futures and
Options segment increased to Rs. 11,89,019.33 crore on Apr 23, 2019,
compared with Rs. 8,47,297.92 crore on Apr 22, 2019.
• The Put-Call ratio stood at 0.91 compared with the previous session’s
close of 0.84.
• The Nifty Put-Call ratio stood at 1.30 compared with the previous
session’s close of 1.35.
• India VIX rose 2.30% to 24.6050 compared with 24.0500 at the previous
• Open interest on Nifty Futures stood at 19.50 million as against the
previous session’s close at 18.62 million.
• Bond yields remained unchanged early losses from surge in crude oil
prices were compensated by investors’ short covering. However, the
overall bond market sentiment is subdued owing to the steep surge in
• Yield on the 10-year benchmark paper (7.26% GS 2029) stood
unchanged at 7.47% compared with the previous session’s close after
trading in a range of 7.46% to 7.50%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 24,476 crore (gross) on Apr 23, 2019, compared
with Rs. 28,082 crore (gross) as on Apr 22, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 11,869
crore on Apr 22, 2019.
• Banks borrowed Rs. 9,940 crore under the central bank’s Marginal
Standing Facility on Apr 22, 2019 compared with borrowings of Rs. 308
crore on Apr 18, 2019.
• The India rupee moved up against the greenback following the RBI’s
forex swap auction that witnessed better-than-anticipated demand.
However, gains were largely offset by the sharp uptick in crude oil prices.
• The euro declined as dollar firmed due to rise in U.S. bond yields and fall
in market volatility. Besides, strong U.S. economic data in recent times
supported greenback, while weighing down on the single currency.
• Gold prices headed south against the greenback as the latter firmed
following rise in U.S. Treasury yield.
• Brent crude prices saw a steep surge of more than 3% after U.S.
announced its decision of not renewing or extending waivers to countries
that were earlier importing Iranian oil.
• According to a report from the National Association of Realtors, U.S.
existing home sales fell 4.9% to an annual rate of 5.21 million in Mar 2019
as against an increase of 11.2% to a revised rate of 5.48 million (5.51
million originally reported) in Feb 2019. Meanwhile, it fell more than
• A report from Eurostat showed that eurozone’s general government
deficit to GDP fell to 0.5% in 2018 from 1% in 2017. Government revenue
slightly grew to 46.3% of GDP from 46.1%. Meanwhile, government
expenditure fell to 46.8% in 2018 as against 47% in 2017.