FII Derivative Trade Statistics 09-Aug
(Rs Cr) Buy
Index Futures 2863.78 2204.82 27737.94
Index Options 92342.34 92974.78 60824.38
Stock Futures 10878.12 10793.21 83926.73
Stock Options 5546.71 5706.08 9470.90
Total 111630.95 111678.89 181959.95
Put Call Ratio (OI) 1.80 1.77 0.03
Indian Debt Market
Put Call Ratio(Vol) 1.23 1.20 0.03
09-Aug Wk. Ago Mth. Ago
Call Rate 6.38% 6.34% 6.18% 5.91%
CBLO 6.52% 6.38% 6.10% 6.02%
Repo 6.50% 6.50% 6.25% 6.00%
Reverse Repo 6.25% 6.25% 6.00% 5.75%
91 Day T-Bill 6.67% 6.76% 6.34% 6.14%
364 Day T-Bill 7.26% 7.25% 7.13% 6.22%
10 Year Gilt 7.75% 7.72% 7.89% 6.47%
G-Sec Vol. (Rs.Cr) 36452 51915 12798 26849
Currency Market Update
FBIL MIBOR 6.53% 6.46% 6.25% 6.04%
3 Month CP Rate 7.50% 7.65% 7.15% 6.58%
5 Year Corp Bond 8.61% 8.61% 8.86% 7.38%
1 Month CD Rate 6.63% 6.72% 6.33% 6.12%
3 Month CD Rate 7.12% 7.18% 7.01% 6.19%
1 Year CD Rate 7.95% 7.95% 8.15% 6.49%
Commodity Market Update
Currency 09-Aug Prev_Day
USD/INR 68.62 68.65 -0.02
GBP/INR 88.35 88.82 -0.47
EURO/INR 79.63 79.72 -0.08
JPY/INR 0.62 0.62 0.00
Commodity 09-Aug Wk Ago Mth. Ago
NYMEX Crude($/bl) 66.76 68.90 73.88 49.54
Brent Crude($/bl) 69.74 73.59 76.87 52.52
Gold( $/oz) 1212 1208 1257 1277
Gold(Rs./10 gm) 29486 29577 30622 28560
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty August 2018 Futures closed at 11,487.55, a premium of 16.85
points, above the spot closing of 11,470.70. The turnover on NSE’s
Futures and Options segment increased to Rs. 16,70,334.12 on Aug 9
compared with Rs. 9,93,827.11 on Aug 8.
• The Put-Call ratio stood at 0.97 against previous session’s close of
• The Nifty Put-Call ratio stood at 1.80 compared with the previous
session’s close of 1.77.
• Open interest on Nifty Futures stood at 29.67 million as against the
previous session’s close at 28.97 million.
• Bond yields declined after crude oil prices dropped, easing worries of
increase in domestic inflationary pressures, particularly as investors are
waiting for the key retail inflation data for Jul 2018 due on Aug 13, 2018.
Crude oil prices tumbled on renewed U.S.-China trade tension and
demand concerns raised by a Chinese data that showed a fall in crude oil
imports in July.
• Yield on the 10-year benchmark paper (7.17% GS 2028) dropped 3 bps
to close at 7.75% as against its previous close of 7.78%. During the
session, bond yields traded in the range of 7.74% and 7.76%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 19,480 crore (gross) on Aug 9, compared with
Rs. 8,941 crore (gross) borrowed on Aug 8. Sale of securities under the
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 3,747
crore on Aug 8.
• The rupee declined against the greenback following the renewed trade
tension between U.S. and China that supported dollar and more than
compensated the positive cues from the overnight fall in crude oil prices
and a strong Chinese yuan led by the gains in its equity market.
• The euro inched down against the greenback as the latter
strengthened due to the escalated U.S.-China trade conflict with China
announcing 25% import tariffs on U.S. goods.
• Gold prices inched up as market participants wait for the outcome of
the U.S.-Japan trade negotiations on Japanese auto exports.
• Brent crude improved after witnessing a steep decline in the previous
session. The U.S.’s sanction against Iran relating to the oil exports
steadied the oil prices.
• According to the European Central Bank (ECB), uncertainties
emanating due to global factors, notably the threat of protectionism
remain prominent. The ECB further added that global financial markets
is witnessing significant volatility which needs to be monitored. On a
separate note, ECB noted that uncertainty regarding the inflation
outlook in the euro zone is receding and the same is expected to pick up
towards the end of the year and increase gradually over the medium
• Data from the National Bureau of Statistics showed that consume
price inflation grew 2.1% on a yearly basis in Jul 2018 from 1.9% in Jun
2018. However, inflation continues to remain well below the
government's full year-target of around 3%.