FII Derivative Trade Statistics 14-Aug
(Rs Cr) Buy
Index Futures 3613.89 3766.50 21224.82
Index Options 251360.55 250366.39 54748.07
Stock Futures 14287.21 15257.19 90031.23
Stock Options 9060.20 8964.78 5292.22
Total 278321.85 278354.86 171296.34
Put Call Ratio (OI) 1.10 0.96 0.14
Indian Debt Market
Put Call Ratio(Vol) 0.94 0.82 0.12
14-Aug Wk. Ago Mth. Ago
Call Rate 5.33% 5.50% 5.63% 6.37%
T-Repo 5.35% 5.52% 5.56% NA
Repo 5.40% 5.40% 5.75% 6.50%
Reverse Repo 5.15% 5.15% 5.50% 6.25%
91 Day T-Bill 5.40% 5.31% 5.75% 6.80%
364 Day T-Bill 5.74% 5.80% 6.02% 7.27%
10 Year Gilt 6.63% 6.37% 6.49% 7.82%
G-Sec Vol. (Rs.Cr) 53470 100742 92831 28801
Currency Market Update
FBIL MIBOR 5.45% 5.75% 5.85% 6.50%
3 Month CP Rate 5.85% 5.85% 6.80% 7.75%
5 Year Corp Bond 7.90% 7.63% 7.77% 8.65%
1 Month CD Rate 5.50% 5.49% 5.93% 6.56%
3 Month CD Rate 5.54% 6.02% 6.08% 7.17%
1 Year CD Rate 6.73% 6.76% 6.85% 8.04%
Commodity Market Update
Currency 14-Aug Prev_Day
USD/INR 71.10 71.24 -0.14
GBP/INR 85.74 85.89 -0.15
EURO/INR 79.46 79.76 -0.30
JPY/INR 0.67 0.68 -0.01
Commodity 15-Aug Wk Ago Mth. Ago
NYMEX Crude($/bl) 54.46 52.55 59.27 66.99
Brent Crude($/bl) 56.86 55.43 67.15 69.96
Gold( $/oz) 1523 1500 1414 1194
Gold(Rs./10 gm)* 37574 37039 34407 29541
Source: Thomson Reuters Eikon
*As on 14th Aug 2019
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Derivative Statistics- Nifty Options
• Bond yields increased on worries over fiscal issues and future
monetary policy. Besides, worries overs economic slowdown and doubts
over sovereign bond issue also dampened market sentiment.
• Yield on the 10-year benchmark paper (7.26% GS 2029) rose 10 bps to
close at 6.63% compared with the previous close of 6.53% after trading
in a range of 6.53% to 6.65%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,507 crore (gross) on Aug 14, 2019 compared
with borrowings of Rs. 4,054 crore (gross) on Aug 13, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window stood
at Rs. 16,432 crore on Aug 13, 2019.
• Banks did not borrow under the central bank’s Marginal Standing
Facility on Aug 13, 2019 compared with borrowings of Rs. 1,500 crore on
Aug 9, 2019.
• A Commerce Department report showed retail sales in the U.S.
increased by much more than expected in Jul 2019. Retail sales climbed
0.7% in Jul after rising by 0.3% in Jun 2019.
• A Labor Department report showed U.S. labor productivity increased
by more than expected in the second quarter. Labor productivity climbed
2.3% in the second quarter after surging up 3.5% in the first quarter.
• The National Bureau of Statistics said China's industrial production
grew at the slowest pace in 17 years in Jul 2019 to 4.8% from 6.3% in Jun
• Nifty Aug 2019 Futures stood at 11,028.15, a discount of 1.25 points
below the spot closing of 11,029.40. The turnover on NSE’s Futures and
Options segment rose to Rs. 24,54,436.35 on August 14, 2019, compared
with Rs. 13,64,009.54 crore on August 13, 2019.
• The Put-Call ratio stood at 0.9 compared with the previous session’s
close of 0.84.
• The Nifty Put-Call ratio stood at 1.1 compared with the previous
session’s close of 0.96.
• Open interest on Nifty Futures stood at 20.27 million, compared with
the previous session’s close of 20.03 million.
• The Indian rupee rose against the greenback for the first time in three
sessions as investor risk sentiment improved to some extent after U.S.
delayed imposing tariffs on some Chinese goods. The rupee closed at
71.27 a dollar, up 0.18% compared with the previous close of 71.40.
• The euro weakened against the U.S. dollar after retail sales in U.S. for
Jul 2019 came better than market expectations. The euro closed at
1.1108 a dollar, down 0.27% compared with the previous close of 1.1138.
• Gold prices continued to rise as concerns over global economic
slowdown boosted the safe haven appeal of the precious metal.
• Brent Crude prices remained weak amid concerns over the oil demand
outlook led by the ongoing trade retaliation between China and the U.S.