FII Derivative Trade Statistics 05-Jul
(Rs Cr) Buy
Index Futures 2202.98 2207.15 17051.26
Index Options 246852.09 246087.65 35390.07
Stock Futures 9202.03 8889.12 84723.01
Stock Options 3651.89 3667.23 2773.30
Total 261908.99 260851.15 139937.64
Put Call Ratio (OI) 1.09 1.43 -0.34
Indian Debt Market
Put Call Ratio(Vol) 0.70 0.98 -0.28
05-Jul Wk. Ago Mth. Ago
Call Rate 5.56% 5.94% 5.87% 6.07%
T-Repo 5.58% 5.85% 5.79% NA
Repo 5.75% 5.75% 6.00% 6.25%
Reverse Repo 5.50% 5.50% 5.75% 6.00%
91 Day T-Bill 5.85% 6.02% 6.05% 6.30%
364 Day T-Bill 6.05% 6.08% 6.16% 7.16%
10 Year Gilt 6.69% 6.88% 7.02% 7.90%
G-Sec Vol. (Rs.Cr) 126281 45259 44224 15639
Currency Market Update
FBIL MIBOR 5.69% 5.90% 5.95% 6.25%
3 Month CP Rate 6.90% 7.00% 6.75% 7.20%
5 Year Corp Bond 7.89% 8.10% 8.01% 8.89%
1 Month CD Rate 5.90% 6.07% 6.15% 6.30%
3 Month CD Rate 6.28% 6.41% 6.43% 6.94%
1 Year CD Rate 7.42% 7.16% 7.16% 8.15%
Commodity Market Update
Currency 05-Jul Prev_Day
USD/INR 68.75 68.85 -0.10
GBP/INR 86.50 86.57 -0.07
EURO/INR 77.52 77.69 -0.17
JPY/INR 0.64 0.64 0.00
Commodity 05-Jul Wk Ago Mth. Ago
NYMEX Crude($/bl) Closed 58.17 53.45 73.00
Brent Crude($/bl) 64.82 68.96 65.00 76.68
Gold( $/oz) 1400 1409 1325 1257
Gold(Rs./10 gm) 34571 34006 32407 30467
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty Jul 2019 Futures stood at 11,820.95, a premium of 9.80 points,
above the spot closing of 11,811.15. The turnover on NSE’s Futures and
Options segment decreased to Rs. 10,46,886.87 crore on Jul 5, 2019,
compared with Rs. 19,71,511.37 crore on Jul 4, 2019.
• The Put-Call ratio stood at 0.79 compared with the previous session’s
close of 0.94.
• The Nifty Put-Call ratio stood at 1.09 compared with the previous
session’s close of 1.43.
• Open interest on Nifty Futures stood at 19.63 million, compared with
the previous session’s close of 19.38.
• Bond yield dipped as worries over expanding fiscal deficit eased.
Besides, the government’s proposal to partially raise the gross
borrowings through bond sales in the overseas market lifted the market
• Yield on the 10-year benchmark paper (7.26% GS 2029) declined 6 bps
to 6.69% compared with the previous close of 6.75% after trading in a
range of 6.56% to 6.77%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 5,417 crore (gross) on Jul 5, 2019, compared
with Rs. 3,497 crore (gross) as on Jul 4, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 26,287
crore on Jul 4, 2019.
• Banks borrowed Rs. 1,447 crore under the central bank’s Marginal
Standing Facility on Jul 4, 2019 compared with borrowings of Rs. 340
crore on Jul 3, 2019.
• The Indian rupee rose against the dollar on hopes of foreign fund
inflows as the government plans to borrow from the overseas market.
However, gains were capped by greenback purchase by state-run banks.
The rupee closed at 68.42 a dollar, up 0.11% compared with the previous
• The euro declined tracking fall in the German 10-year bund yield on
expectations of stimulus measures from the European Central Bank.
• Gold prices remained flat as market participants were waiting for the
release of the U.S. jobs report to get an idea on the U.S. Federal
Reserve’s stance on policy rate cut.
• Brent crude prices remained below the $65 per barrel mark following
weak German factory orders numbers.
• Office for National Statistics reported U.K. labor productivity declined
for the third straight quarter. Labor productivity declined 0.2%
sequentially in the first quarter, following a 0.1% drop a quarter ago. This
was the third consecutive decrease. Productivity in services gained 0.2%,
while that in manufacturing fell 0.9% in the first quarter.
• Figures from the Lloyds Bank subsidiary Halifax and IHS Markit showed
U.K. house prices declined for the first time in three months in Jun 2019.
House prices decreased 0.3% MoM in Jun 2019, reversing a 0.4% rise in
May 2019. In the second quarter, house prices growth eased to 5.7%
annually, in line with expectations, from 5.2% seen in three months to