FII Derivative Trade Statistics 19-Mar
(Rs Cr) Buy
Index Futures 2473.66 4695.23 22864.94
Index Options 76038.22 76099.70 69142.89
Stock Futures 11248.95 11518.51 78972.95
Stock Options 6299.29 6226.28 7628.77
Total 96060.12 98539.72 178609.55
Put Call Ratio (OI) 1.04 1.09 -0.05
Indian Debt Market
Put Call Ratio(Vol) 0.83 0.89 -0.06
19-Mar Wk. Ago Mth. Ago
Call Rate 5.91% 5.86% 5.96% 6.03%
CBLO 5.96% 5.77% 4.96% 4.88%
Repo 6.00% 6.00% 6.00% 6.25%
Reverse Repo 5.75% 5.75% 5.75% 5.75%
91 Day T-Bill 6.13% 6.24% 6.32% 5.91%
364 Day T-Bill 6.50% 6.57% 6.56% 6.14%
10 Year Gilt 7.61% 7.63% 7.58% 6.86%
G-Sec Vol. (Rs.Cr) 34854 29752 23303 23600
Currency Market Update
1 Month CP Rate 7.69% 7.79% 6.87% 6.70%
3 Month CP Rate 7.24% 7.79% 7.89% 6.77%
5 Year Corp Bond 7.95% 8.07% 7.88% 7.62%
1 Month CD Rate 6.83% 7.08% 6.23% 6.24%
3 Month CD Rate 6.79% 7.04% 7.22% 6.28%
1 Year CD Rate 7.26% 7.41% 7.48% 6.66%
Commodity Market Update
Currency 19-Mar Prev_Day
USD/INR 65.04 64.87 0.16
GBP/INR 90.56 90.49 0.07
EURO/INR 79.78 79.91 -0.14
JPY/INR 0.62 0.61 0.00
Commodity 19-Mar Wk Ago Mth. Ago
NYMEX Crude($/bl) 62.00 61.34 61.87 48.29
Brent Crude($/bl) 64.36 64.52 64.19 50.07
Gold( $/oz) 1317 1323 1346 1228
Gold(Rs./10 gm) 30154 30271 30635 28487
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty Mar 2018 Futures were at 10,122.80 points, a premium of 28.55
points, above the spot closing of 10,094.25. The turnover on NSE’s
Futures and Options segment went up from Rs. 5,88,936.11 crore on
Mar 16 to Rs. 6,25,236.27 crore on Mar 19.
• The Put-Call ratio stood at 0.81 against previous session’s close of
• The Nifty Put-Call ratio stood at 1.04 against the previous session’s
close at 1.09.
• Open interest on Nifty Futures stood at 27.68 million as against the
previous session’s close of 28.14 million.
• Bond yields grew as investors were cautious ahead of the U.S. Federal
Reserve’s meeting starting from Mar 20 wherein a rate hike is expected.
Investors also resorted to profit booking thereby further leading to fall
in bond prices.
• Yield on the 10-year benchmark paper (7.17% GS 2028) grew 5 bps to
close at 7.61% as against previous session’s close of 7.56%. During the
session, bond yields traded in the range of 7.54% and 7.61%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 5,497 crore (gross) on Mar 19 compared with
Rs. 10,297 crore on Mar 16. Sale of securities under Reserve Bank of
India’s (RBI) reverse repo window stood at Rs. 19,721 crore on Mar 16.
• Banks borrowed Rs. 390 crore under the central bank’s Marginal
Standing Facility on Mar 16 compared with that of Rs. 1,340 crore
borrowed on Mar 15.
• The Indian rupee fell against the U.S. dollar following rise in U.S.
industrial production in Feb 2018 and consumer sentiment in Mar 2018.
• After falling in the last three consecutive days, the euro rose
marginally against the greenback ahead of the U.S. Federal Reserve
policy meeting, which is expected to see its first rate hike of 2018.
• Gold prices traded slightly lower as investors preferred to remain on
the sidelines ahead of the U.S. Federal Reserve monetary policy meeting
• Brent crude prices traded lower after the number of active U.S. oil rigs
increased by four in the week ending Mar 16.
• A preliminary report from the University of Michigan showed an
unexpected improvement in U.S. consumer sentiment in Mar 2018. The
preliminary reading on the consumer sentiment index for Mar 2018
came in at 102.0, up from the final Feb reading of 99.7.
• A report from the U.S. Federal Reserve showed a modest decrease in
U.S. industrial production in Feb 2018. Industrial production grew 1.1%
in Feb 2018 after falling by a revised 0.3% in Jan 2018 (0.1% fall
• According to the British Chambers of Commerce, the U.K. economy is
expected to grow 1.4% this year up from 1.1% projected earlier. The
growth projection for 2019 was increased to 1.5% from 1.3%. For 2020,
the U.K. economy is expected to grow 1.6% in 2020.