FII Derivative Trade Statistics 01-Jul
(Rs Cr) Buy
Index Futures 2085.81 2522.15 15517.95
Index Options 124948.86 124811.32 33785.68
Stock Futures 10306.80 9945.63 82149.48
Stock Options 3954.70 3913.75 1572.61
Total 141296.17 141192.85 133025.72
Put Call Ratio (OI) 1.29 1.37 -0.08
Indian Debt Market
Put Call Ratio(Vol) 0.92 0.89 0.03
01-Jul Wk. Ago Mth. Ago
Call Rate 5.74% 5.77% 5.92% 6.21%
T-Repo 5.55% 5.52% 5.94% NA
Repo 5.75% 5.75% 6.00% 6.25%
Reverse Repo 5.50% 5.50% 5.75% 6.00%
91 Day T-Bill 5.90% 5.85% 6.10% 6.48%
364 Day T-Bill 6.10% 6.06% 6.23% 7.11%
10 Year Gilt 6.88% 6.85% 7.03% 7.90%
G-Sec Vol. (Rs.Cr) 35844 80775 86184 27152
Currency Market Update
FBIL MIBOR* 5.97% 5.90% 6.00% 6.24%
3 Month CP Rate 6.90% 6.95% 6.80% 7.55%
5 Year Corp Bond 8.01% 8.04% 8.00% 8.79%
1 Month CD Rate 5.92% 6.06% 6.38% 6.81%
3 Month CD Rate 6.40% 6.31% 6.47% 7.00%
1 Year CD Rate 7.11% 7.16% 7.20% 8.08%
Commodity Market Update
Currency 01-Jul Prev_Day
USD/INR 68.97 68.92 0.05
GBP/INR 87.47 87.35 0.12
EURO/INR 78.13 78.36 -0.23
JPY/INR 0.64 0.64 0.00
Commodity 01-Jul Wk Ago Mth. Ago
NYMEX Crude($/bl) 58.88 57.68 53.44 74.08
Brent Crude($/bl) 65.66 66.60 68.02 76.78
Gold( $/oz) 1384 1419 1305 1252
Gold(Rs./10 gm) 33549 34041 32056 30341
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Nifty Jul 2019 Futures stood at 11,903.65, a premium of 38.05 points,
above the spot closing of 11,865.60. The turnover on NSE’s Futures and
Options segment decreased to Rs. 5,91,676.74 crore on Jul 1, 2019,
compared with Rs. 6,17,277.53 crore on Jun 28, 2019.
• The Put-Call ratio stood unchanged at 0.92 compared with the
previous session’s close.
• The Nifty Put-Call ratio stood at 1.37 compared with the previous
session’s close of 1.29.
• Open interest on Nifty Futures stood at 19.75 million, compared with
the previous session’s close of 19.52.
• Bond yield remained unchanged amid easing concerns over U.S.-China
trade war after the two economies reached a temporary trade truce.
However, the overall market remains worried over fiscal expansion and
surging crude oil prices.
• Yield on the 10-year benchmark paper (7.26% GS 2029) stood steady
at 6.88% compared with the previous close after trading in a range of
6.88% to 6.93%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 4,857 crore (gross) on Jul 1, 2019, compared
with Rs. 6,337 crore (gross) as on Jun 28, 2019. Sale of securities under
RBI's reverse repo window stood at Rs. 54,794 crore on Jun 28, 2019.
• Banks borrowed Rs. 220 crore under the central bank’s Marginal
Standing Facility on Jun 28, 2019 compared to that of Rs. 760 crore
borrowed on Jun 27, 2019.
• The Indian rupee rose following productive trade talks between the
U.S. and China, which bosted investors’ risk appetite. The rupee closed
at 68.95 a dollar, compared with the previous close 69.02.
• The euro depreciated against greenback amid European leaders’
divided opinions on who should succeed as the European Commission
President. Besides, productive trade discussion between the U.S. and
China lifted dollar. The euro was last seen trading at 1.1338, compared
with previous close of 1.1368.
• Gold prices were down as trade tension between the U.S. and China
eased following a temporary trade truce.
• Brent crude prices stood firm ahead of OPEC’s meeting to decide on
production cut to prevent price fall amid surging U.S. crude production.
• According to a Commerce Department report, U.S. personal income
increased by more than expected in May 2019, while personal spending
rose in line with estimates. Personal income climbed by 0.5% in May,
matching the advance seen in Apr 2019.
• Eurostat data showed euro area unemployment rate dropped to the
lowest since Jul 2008, despite the ongoing contraction in the
manufacturing sector. The unemployment rate fell to 7.5% in May 2019
from 7.6 % in Apr 2019. The rate was forecast to remain unchanged.