FII Derivative Trade Statistics 07-Aug
(Rs Cr) Buy
Index Futures 5601.34 6142.43 19902.61
Index Options 172573.48 171723.90 54414.86
Stock Futures 13532.37 12843.07 90031.56
Stock Options 5346.03 5287.72 4267.44
Total 197053.22 195997.12 168616.47
Put Call Ratio (OI) 0.98 1.12 -0.14
Indian Debt Market
Put Call Ratio(Vol) 0.76 0.87 -0.11
07-Aug Wk. Ago Mth. Ago
Call Rate 5.50% 5.61% 5.56% 6.33%
T-Repo 5.52% 5.59% 5.58% NA
Repo 5.40% 5.75% 5.75% 6.50%
Reverse Repo 5.15% 5.50% 5.50% 6.25%
91 Day T-Bill 5.31% 5.65% 5.85% 6.77%
364 Day T-Bill 5.80% 5.93% 6.05% 7.23%
10 Year Gilt 6.37% 6.37% 6.69% 7.79%
G-Sec Vol. (Rs.Cr) 100742 59582 126281 26784
Currency Market Update
FBIL MIBOR* 5.75% 5.70% 5.69% 6.45%
3 Month CP Rate 5.85% 6.30% 6.90% 7.55%
5 Year Corp Bond 7.63% 7.70% 7.89% 8.63%
1 Month CD Rate 5.49% 5.71% 5.90% 6.60%
3 Month CD Rate 6.02% 6.21% 6.28% 7.20%
1 Year CD Rate 6.76% 6.86% 7.42% 7.95%
Commodity Market Update
Currency 07-Aug Prev_Day
USD/INR 70.96 70.72 0.23
GBP/INR 86.23 85.99 0.23
EURO/INR 79.50 79.25 0.25
JPY/INR 0.67 0.66 0.00
Commodity 07-Aug Wk Ago Mth. Ago
NYMEX Crude($/bl) 51.09 58.48 57.03 69.12
Brent Crude($/bl) 54.17 62.88 64.82 71.50
Gold( $/oz) 1501 1414 1400 1211
Gold(Rs./10 gm) 37039 34805 34655 29521
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Nifty Aug 2019 Futures stood at 10,874.25, a premium of 18.75 points
above the spot closing of 10,855.50. The turnover on NSE’s Futures and
Options segment rose to Rs. 15,34,441.36 crore on Aug 7, 2019,
compared with Rs. 9,66,435.49 crore on Aug 6, 2019.
• The Put-Call ratio stood at 0.83 compared with the previous session’s
close of 0.82.
• The Nifty Put-Call ratio stood at 0.98 compared with the previous
session’s close of 1.12.
• Open interest on Nifty Futures stood at 20.81 million, compared with
the previous session’s close of 20.93 million.
• Bond yields increased on account of ambiguity over future policy rate
cuts, both in terms of quantum and timing, after the rate-cutting panel
trimmed rates in the policy meet. Besides, profit booking by investors also
• Yield on the 10-year benchmark paper (7.26% GS 2029) rose 3 bps to
close at 6.37% compared with the previous close of 6.34% after trading in
a range of 6.27% to 6.40%.
• Banks borrowings under the repo window of the LAF stood at Rs. 3,504
crore (gross) on Aug 7, 2019 compared with borrowings of Rs. 6,430 crore
(gross) on Aug 6, 2019. Sale of securities under RBI's reverse repo window
stood at Rs. 19,750 crore on Aug 6, 2019.
• Banks borrowed Rs. 1,350 crore under the central bank’s Marginal
Standing Facility on Aug 6, 2019 compared with borrowings of Rs. 375
crore on Aug 5, 2019.
• The rupee weakened against the greenback for the fifth consecutive
session following losses in the domestic equity market. However, selling
of the greenback by state run banks restricted further losses.
• The euro inched down against the greenback after industrial output for
Germany fell more than expected in Jun 2019. Concerns that escalating
trade tensions between U.S. and China may lead to a slowdown in global
growth also kept the euro under pressure.
• Gold prices surged to its highest level in more than six years on
concerns over a slowdown in global growth
• Brent crude prices plummeted as demand outlook of commodity took
a hit on concerns that ongoing trade tensions between U.S. and China
may lead to global economic slowdown.
• A U.S. Federal Reserve report showed consumer credit rose by less
than expected in Jun 2019. Consumer credit rose by $14.6 billion in Jun
after climbing by $17.8 billion in May 2019.
• Destatis data showed Germany's industrial production declined more
than expected in Jun 2019. Industrial production fell 1.5% MoM in Jun,
reversing a 0.1% rise in May 2019.
• People's Bank of China data showed China's foreign exchange reserves
declined in Jul 2019 as the dollar strengthened against major currencies.
Reserves decreased to $3.104 trillion at the end of Jul from $3.119
trillion in Jun 2019.