FII Derivative Trade Statistics
Index Futures 5321.23 3499.06 22744.82
Index Options 228848.22 229340.30 74158.19
Stock Futures 12439.31 13347.41 89055.07
Stock Options 8139.66 8040.84 7657.87
Total 254748.42 254227.61 193615.95
Put Call Ratio (OI) 1.68 1.81 -0.13
Indian Debt Market
Put Call Ratio(Vol) 1.01 0.95 0.06
14-Mar Wk. Ago Mth. Ago
Call Rate 6.15% 6.14% 6.28% 5.83%
T-Repo 6.15% 6.20% 6.21% 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% 6.39% 6.35% 6.15%
364 Day T-Bill 6.40% 6.48% 6.49% 6.52%
10 Year Gilt 7.36% 7.39% 7.33% 7.68%
G-Sec Vol. (Rs.Cr) 38544 18551 33308 20102
Currency Market Update
FBIL MIBOR* 6.25% 6.24% 6.35% 6.00%
3 Month CP Rate 7.50% 7.70% 7.15% 7.74%
5 Year Corp Bond 8.34% 8.41% 8.36% 8.22%
1 Month CD Rate 7.17% 6.81% 6.41% 7.10%
3 Month CD Rate 7.29% 7.30% 7.07% 7.04%
1 Year CD Rate 7.49% 7.98% 7.60% 7.41%
Commodity Market Update
Currency 14-Mar Prev_Day
USD/INR 69.67 69.62 0.04
GBP/INR 92.29 91.15 1.13
EURO/INR 78.84 78.57 0.27
JPY/INR 0.62 0.63 0.00
Commodity 14-Mar Wk Ago Mth. Ago
NYMEX Crude($/bl) 58.54 56.55 54.35 60.88
Brent Crude($/bl) 65.62 64.26 64.39 63.60
Gold( $/oz) 1296 1285 1312 1325
Gold(Rs./10 gm) 31960 31982 32845 30375
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Nifty Mar 2019 Futures were at 11,381.75, a premium of 38.50 points,
over the spot closing of 11,343.25. The turnover on NSE’s Futures and
Options segment increased to Rs. 19,97,209.25 crore on Mar 14, 2019,
compared with Rs. 13,14,637.59 crore on Mar 13, 2019.
• The Put-Call ratio stood at 0.83, compared with the previous session’s
close of 0.79.
• The Nifty Put-Call ratio stood at 1.68 compared with the previous
session’s close of 1.81.
• Open interest on Nifty Futures stood at 20.76 million as against the
previous session’s close at 20.39 million.
• Bond yields fell after RBI said that it would inject liquidity for higher
duration using foreign exchange swaps in the current month.
• Yield on the existing 10-year benchmark paper (7.17% GS 2028) fell 1
bps to 7.54% as compared with the previous session’s close of 7.55%
after trading in the range of 7.53% to 7.59%.
• Yield on the upcoming new 10-year benchmark paper (7.26% GS 2029)
declined 2 bps to close at 7.36% compared with the previous session’s
close of 7.38% after trading in the range of 7.35% to 7.41%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,053 crore (gross) on Mar 14, 2019, compared
with Rs. 7,921 crore (gross) as on Mar 13, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 12,726
crore on Mar 13, 2019.
• The Indian rupee appreciated against the greenback on the back of
foreign fund inflows in the domestic equity market. The rupee closed at
69.35 a dollar, up 0.27% compared with the previous close of 69.54.
• The euro declined on strong dollar following the Brexit vote that failed
to provide clarity on how Britain is moving forward with the schedule
departure from the European Union. The euro was last seen trading at
1.1306 a dollar, down 0.17% compared with the previous close of
• Gold prices moved down against the greenback after Brexit related
uncertainties eased when British lawmakers denied a no-deal Brexit.
•Brent crude prices jumped after the Energy Information Administration
data revealed decline of 3.9 million barrels in the U.S. crude stockpiles in
the last week.
• According to a report from the Labor Department, first-time claims for
U.S. unemployment benefits increased by more than expected in the
week ended Mar 9, 2019. The report said initial jobless claims rose to
229,000, an increase of 6,000 from the previous week's unrevised level
of 223,000. Meanwhile, the Labor Department said the less volatile four-
week moving average fell to 223,750, a decrease of 2,500 from the
previous week's average of 226,250.
• According to the Commerce Department, U.S. construction spending
jumped much more than expected in Jan 2019. The report said
construction spending increased 1.3% to an annual rate of $1.280 trillion
in Jan after falling 0.8% to a revised rate of $1.263 billion in Dec 2018.