FII Derivative Trade Statistics
Index Futures 4625.54 3797.56 26741.09
Index Options 225369.27 224818.05 79742.71
Stock Futures 11931.33 12733.15 91856.92
Stock Options 10119.09 10059.90 8721.81
Total 252045.23 251408.66 207062.53
Put Call Ratio (OI) 1.78 1.67 0.11
Indian Debt Market
Put Call Ratio(Vol) 1.05 0.96 0.09
19-Mar Wk. Ago Mth. Ago
Call Rate 6.20% 6.14% 6.31% 5.91%
T-Repo 6.14% 6.13% 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 6.26% 6.32% 6.35% 6.13%
364 Day T-Bill 6.40% 6.44% 6.50% 6.50%
10 Year Gilt 7.38% 7.36% 7.37% 7.61%
G-Sec Vol. (Rs.Cr) 30753 31361 19291 34854
Currency Market Update
FBIL MIBOR* 6.30% 6.28% 6.31% 5.99%
3 Month CP Rate 7.45% 7.60% 7.65% 7.24%
5 Year Corp Bond 8.46% 8.39% 8.49% 8.17%
1 Month CD Rate 7.22% 7.12% 6.55% 6.83%
3 Month CD Rate 7.29% 7.29% 7.39% 6.79%
1 Year CD Rate 7.41% 7.79% 7.70% 7.26%
Commodity Market Update
Currency 19-Mar Prev_Day
USD/INR 68.58 68.61 -0.02
GBP/INR 91.01 91.12 -0.11
EURO/INR 77.82 77.78 0.04
JPY/INR 0.62 0.62 0.00
Commodity 19-Mar Wk Ago Mth. Ago
NYMEX Crude($/bl) 59.07 56.84 56.07 62.00
Brent Crude($/bl) 67.47 64.77 66.40 64.36
Gold( $/oz) 1306 1302 1341 1317
Gold(Rs./10 gm) 31952 32033 33519 30154
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Nifty Mar 2019 Futures were at 11,570.75, a premium of 38.35 points,
over the spot closing of 11,532.40. The turnover on NSE’s Futures and
Options segment increased to Rs. 10,70,873.47 crore on Mar 19, 2019,
compared with Rs. 10,46,898.95 crore on Mar 18, 2019.
• The Put-Call ratio stood at 0.90, compared with the previous session’s
close of 0.92.
• The Nifty Put-Call ratio stood at 1.78 compared with the previous
session’s close of 1.67.
• India VIX decreased 3.28% to 16.3450 compared with 16.9000 at the
previous trading session.
• Bond yields moved up as market participants resorted to profit
booking ahead of the heavy corporate debt supply and to gain from the
• Yield on the existing 10-year benchmark paper (7.17% GS 2028) rose 6
bps to 7.54% as compared with the previous session’s close of 7.48%
after trading in the range of 7.48% to 7.55%.
• Yield on the upcoming new 10-year benchmark paper (7.26% GS 2029)
rose 6 bps to close at 7.38% compared with the previous session’s close
of 7.32% after trading in the range of 7.33% to 7.39%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 6,261 crore (gross) on Mar 19, 2019, compared
with Rs. 3,661 crore (gross) as on Mar 18, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 23,802
crore on Mar 18, 2019.
• The Indian rupee drifted lower on greenback purchases by corporates
and importers. The two-day Fed monetary policy meeting also weighed
down on the local unit.
• The euro rose on dollar weakness on expectations that the U.S. Fed
may resort to accommodative monetary policy due to concerns over
U.S. economic growth. Investors expect a rate cut following weaker than
expected U.S. manufacturing data, which has profited the single
• Gold prices edged higher on weak dollar as market participants await
the outcome of the two-day Fed policy meeting.
• Brent Crude prices continued to rise amid market sentiments that
were swayed by OPEC-led supply cut to tighten the oil market.
• Office for National Statistics data showed U.K. employment level
increased to a record high in the three months to Jan 2019. Jobless rate
eased to its lowest level since the mid-1970s. Employment grew by
222,000 persons to a record 32.71 million in the three months to Jan.
This was the largest rolling quarter-increase since the period Sep to Nov
• According to the National Association of Home Builders data,
homebuilder confidence in the U.S. held steady in Mar 2019. The
NAHB/Wells Fargo Housing Market Index came in at 62 in Mar,
unchanged from Feb 2019 and lower than expectations.