FII Derivative Trade Statistics 05-Jul
(Rs Cr) Buy
Index Futures 1875.18 2425.00 20201.28
Index Options 90098.59 89215.30 53648.74
Stock Futures 9276.69 9182.84 79729.12
Stock Options 4762.33 4794.35 4005.05
Total 106012.79 105617.49 157584.19
Put Call Ratio (OI) 1.51 1.53 -0.03
Indian Debt Market
Put Call Ratio(Vol) 0.99 1.08 -0.09
05-Jul Wk. Ago Mth. Ago
Call Rate 6.07% 6.13% 5.89% 6.03%
CBLO 5.92% 6.11% 5.70% 6.04%
Repo 6.25% 6.25% 6.00% 6.25%
Reverse Repo 6.00% 6.00% 5.75% 6.00%
91 Day T-Bill 6.30% 6.45% 6.45% 6.21%
364 Day T-Bill 7.16% 7.13% 6.00% 6.36%
10 Year Gilt 7.90% 7.94% 7.83% 6.55%
G-Sec Vol. (Rs.Cr) 15639 21857 21761 45261
Currency Market Update
FBIL MIBOR 6.25% 6.24% 5.99% 6.20%
3 Month CP Rate 7.20% 7.55% 8.10% 6.69%
5 Year Corp Bond 8.90% 8.80% 8.62% 7.56%
1 Month CD Rate 6.30% 7.21% 7.55% 6.32%
3 Month CD Rate 6.94% 7.01% 7.91% 6.37%
1 Year CD Rate 8.15% 8.08% 8.26% 6.70%
Commodity Market Update
Currency 05-Jul Prev_Day
USD/INR 68.75 68.53 0.22
GBP/INR 91.07 90.52 0.55
EURO/INR 80.48 80.02 0.45
JPY/INR 0.62 0.62 0.00
Commodity 05-Jul Wk Ago Mth. Ago
NYMEX Crude($/bl) 73.00 73.40 65.51 45.06
Brent Crude($/bl) 76.68 75.75 72.10 47.87
Gold( $/oz) 1257 1248 1296 1226
Gold(Rs./10 gm) 30467 30488 30623 28066
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty July 2018 Futures were at 10,751.75, a premium of 2.0 points,
above the spot closing of 10,749.75. The turnover on NSE’s Futures and
Options segment went up to Rs. 15,18,097.53 crore on Jul 5 from Rs.
8,72,089.67 crore on Jul 4.
• The Put-Call ratio stood at 0.92 against previous session’s close of 0.90.
• The Nifty Put-Call ratio stood at 1.51 against the previous session’s
close of 1.53.
• Open interest on Nifty Futures stood at 21.99 million as against the
previous session’s close at 21.83 million.
• Bond yields rose due to plunge in domestic currency before the
release of the U.S. Federal Reserve’s latest monetary policy meeting
• Yield on the 10-year benchmark paper (7.17% GS 2028) rose 5 bps to
close at 7.90% as against its previous close of 7.85%. During the session,
bond yields traded in the range of 7.84% and 7.90%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,896 crore (gross) on Jul 5, compared with Rs.
3,897 crore (gross) borrowed on Jul 4. Sale of securities under the
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 54,432
crore on Jul 4.
• Banks borrowed Rs. 1,450 crore under the central bank’s Marginal
Standing Facility on Jul 4 compared with borrowing of Rs. 156 crore on
• The rupee weakened against the greenback and fell to an all-time low
due to dollar purchases by banks. The rupee fell 0.31% to close at 68.95
per dollar from the previous close of 68.74 per dollar.
• The euro rose against the greenback after industrial orders in Germany
grew more than expected in May. Euro was last seen trading at $1.1696,
up 0.36% from the previous close of $1.1654.
• Gold prices remained steady ahead of the minutes from the U.S.
Federal Reserve's June policy meeting.
• Brent crude prices marginally moved down after the U.S. President
urged the Organization of the Petroleum Exporting Countries (OPEC) to
reduce crude oil prices.
• According to a report from the IHS Markit, Germany’s construction
Purchasing Managers' Index fell to 53.0 in Jun 2018 from 53.9 in May
2018. Housing activity witnessed the strongest growth, however, it
slightly slowed as against May.
• According to Society of Motor Manufacturers and Traders, U.K. car
registrations fell 3.5% on year to 234,945 units in Jun 2018. New car
sales fell 6.3% year to date. 1.3 million new cars joined the U.K. roads.
• According to a report from Destatis, Germany’s factory orders
surpassed market expectations and grew 2.6% MoM in May 2018 as
against a revised decline of 1.6% in Apr 2018. New orders in
manufacturing surged 4.4% on yearly basis as against revised gain of
0.8% in Apr.