FII Derivative Trade Statistics
Index Futures 3206.95 2919.41 28018.46
Index Options 218092.77 217538.61 80343.13
Stock Futures 12351.11 12952.04 92807.03
Stock Options 8405.78 8371.82 9553.81
Total 242056.61 241781.88 210722.43
Put Call Ratio (OI) 1.71 1.78 -0.07
Indian Debt Market
Put Call Ratio(Vol) 1.05 1.05 0.00
20-Mar Wk. Ago Mth. Ago
Call Rate 6.20% 6.17% 6.29% 5.92%
T-Repo 6.20% 6.14% 6.34% NA
Repo 6.25% 6.25% 6.25% 6.00%
Reverse Repo 6.00% 6.00% 6.00% 5.75%
91 Day T-Bill 6.27% 6.35% 6.40% 6.06%
364 Day T-Bill 6.42% 6.48% 6.50% 6.45%
10 Year Gilt 7.36% 7.38% 7.34% 7.62%
G-Sec Vol. (Rs.Cr) 22332 27976 23364 25012
Currency Market Update
FBIL MIBOR* 6.25% 6.26% 6.31% 6.04%
3 Month CP Rate 7.50% 7.55% 7.75% 7.25%
5 Year Corp Bond 8.44% 8.39% 8.40% 8.14%
1 Month CD Rate 7.75% 7.16% 6.65% 6.89%
3 Month CD Rate 7.28% 7.30% 7.39% 6.82%
1 Year CD Rate 7.46% 7.85% 7.62% 7.27%
Commodity Market Update
Currency 20-Mar Prev_Day
USD/INR 68.86 68.58 0.28
GBP/INR 91.28 91.01 0.28
EURO/INR 78.14 77.82 0.33
JPY/INR 0.62 0.62 0.00
Commodity 21-Mar Wk Ago Mth. Ago
NYMEX Crude($/bl) 59.93 60.07 56.85 63.36
Brent Crude($/bl) 68.74 68.79 67.36 65.24
Gold( $/oz) 1309 1312 1338 1311
Gold(Rs./10 gm)* 31812 32225 33730 30251
Source: Thomson Reuters Eikon
*As on Mar 20, 2019
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Derivative Statistics- Nifty Options
• Nifty Mar 2019 Futures were at 11,553.20, a premium of 32.15 points,
over the spot closing of 11,521.05. The turnover on NSE’s Futures and
Options segment increased to Rs. 18,85,084.00 crore on Mar 20, 2019,
compared with Rs. 10,70,873.47 crore on Mar 19, 2019.
• The Put-Call ratio stood at 0.76, compared with the previous session’s
close of 0.90.
• The Nifty Put-Call ratio stood at 1.71 compared with the previous
session’s close of 1.78.
• India VIX decreased 2.98% to 16.0000 compared with 16.4925 at the
previous trading session.
• Bond yields eased following gains in the domestic currency, supported
by greenback sales and hopes of foreign fund inflows. However,
investors stayed on the sidelines ahead of the Federal Reserve’s policy
outcome, which restricted further fall in the yield.
• Yield on the existing 10-year benchmark paper (7.17% GS 2028)
declined 2 bps to 7.52% as compared with the previous session’s close
of 7.54% after trading in the range of 7.51% to 7.54%.
• 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 7.36% to 7.39%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 5,016 crore (gross) on Mar 20, 2019, compared
with Rs. 6,261 crore (gross) as on Mar 19, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 9,444
crore on Mar 19, 2019.
• The Indian rupee appreciated against the greenback, supported by
dollar sales by exporters and on expectations of foreign fund inflows.
However, further upside was restricted ahead of the outcome of the
Federal Reserve policy meeting.
• The euro fell against the greenback as investor risk sentiment
dampened on renewed concerns of global trade war after the U.S.
President indicated that the U.S. tariffs on China would remain in place
"for a substantial period of time".
• Gold prices rose after the U.S. Fed, in its policy meeting, announced to
leave interest rates unchanged while also indicating the central bank no
longer expects to raise rates in 2019.
• Brent Crude prices traded marginally higher, backed by supply cuts led
by the OPEC, coupled with U.S. sanctions on Iran and Venezuela.
• Preliminary data from the Office for National Statistics showed U.K.
consumer price inflation unexpectedly increased in Feb 2019. This was
for the first time in six months. The consumer price index rose 1.9% YoY
following a 1.8% increase in Jan. Expectations were for inflation rate to
• Eurostat data showed euro zone construction output fell in Jan 2019
after rising in the previous two months. This reflects declines in both
building and civil engineering segments.