FII Derivative Trade Statistics 12-Mar
(Rs Cr) Buy
Index Futures 2405.80 2418.53 18032.55
Index Options 104752.37 104271.94 59613.46
Stock Futures 11263.54 10512.84 87834.46
Stock Options 6038.46 6027.41 6842.27
Total 124460.17 123230.72 172322.74
Put Call Ratio (OI) 1.81 1.73 0.08
Indian Debt Market
Put Call Ratio(Vol) 0.96 0.97 -0.01
12-Mar Wk. Ago Mth. Ago
Call Rate 6.14% 6.15% 6.27% 5.86%
T-Repo 6.13% 6.10% 6.28% NA
Repo 6.25% 6.25% 6.25% 6.00%
Reverse Repo 6.00% 6.00% 6.00% 5.75%
91 Day T-Bill 6.32% 6.30% 6.38% 6.24%
364 Day T-Bill 6.44% 6.40% 6.60% 6.57%
10 Year Gilt 7.36% 7.38% 7.36% 7.63%
G-Sec Vol. (Rs.Cr) 31361 23359 20378 29752
Currency Market Update
FBIL MIBOR* 6.28% 6.30% 6.45% 6.00%
3 Month CP Rate 7.60% 7.80% 7.45% 7.79%
5 Year Corp Bond 8.39% 8.45% 8.46% 8.24%
1 Month CD Rate 7.12% 6.51% 6.41% 7.08%
3 Month CD Rate 7.29% 7.36% 7.19% 7.04%
1 Year CD Rate 7.79% 7.68% 7.94% 7.41%
Commodity Market Update
Currency 12-Mar Prev_Day
USD/INR 69.60 69.93 -0.34
GBP/INR 91.87 90.79 1.08
EURO/INR 78.34 78.57 -0.23
JPY/INR 0.63 0.63 0.00
Commodity 12-Mar Wk Ago Mth. Ago
NYMEX Crude($/bl) 56.84 56.50 53.09 61.34
Brent Crude($/bl) 64.77 63.68 62.97 64.52
Gold( $/oz) 1302 1287 1311 1323
Gold(Rs./10 gm) 32033 32138 32891 30271
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Bond yields remained steady ahead of the retail inflation data for Feb
2019. Market participants are optimistic of another round of rate cut in
the upcoming Monetary Policy Committee meeting scheduled for Apr
• Yield on the existing 10-year benchmark paper (7.17% GS 2028)
remained unchanged at 7.51% as compared with the previous session’s
close after trading in the range of 7.49% to 7.54%.
• Yield on the upcoming new 10-year benchmark paper (7.26% GS 2029)
rose 1 bps to close at 7.36% compared with the previous session’s close
of 7.35% after trading in the range of 7.34% to 7.37%.
• Banks borrowed Rs. 300 crore under the central bank’s Marginal
Standing Facility on Mar 11, 2019 compared with borrowings of Rs. 150
crore on Mar 8, 2019.
• According to a report from the Labor Department, U.S.’ consumer price
index (CPI) rose 0.2% in Feb 2019 after coming in unchanged for three
consecutive months. The increase in consumer prices matched economist
• According to preliminary data from the Office for National Statistics, the
U.K. economy expanded at a faster than expected pace in Jan 2019. Gross
domestic product grew 0.5% MoM in Jan after a 0.40% decline in Dec
2018. On a quarterly basis, GDP rose 0.20% in Jan, in line with
• Nifty Mar 2019 Futures were at 11,336.85, a premium of 35.65 points,
over the spot closing of 11,301.20. The turnover on NSE’s Futures and
Options segment decreased to Rs. 10,17,692.97 crore on Mar 12, 2019,
compared with Rs. 6,79,945.54 crore on Mar 11, 2019.
• The Put-Call ratio stood at 0.81, compared with previous close of 0.84.
• The Nifty Put-Call ratio stood at 1.81 compared with previous close of
• India VIX increased 1.10% to 15.0600 compared with 14.8950 at the
previous trading session.
• Open interest on Nifty Futures stood at 18.77 million as against previous
close at 17.05 million.
• The Indian rupee appreciated against the greenback as investor
sentiments improved following Brexit negotiations between the European
Union and Britain. The rupee closed at 69.70 a dollar, up 0.25% compared
with the previous close of 69.88.
• The euro rose following Brexit discussions between the European Union
and Britain. This improved investor sentiments for riskier assets. The euro
was last seen trading at 1.1251 a dollar, up 0.04% compared with the
previous close of 1.1247.
• Gold prices strengthened against the greenback following Brexit
negotiations between the European Union and U.K. Prime Minister.
• Brent crude prices edged higher on hopes of continued output cuts
planned by OPEC and allies to tighten the oil market. Besides, upbeat global
equities also supported the commodity’s prices.