FII Derivative Trade Statistics 12-Jul
(Rs Cr) Buy
Index Futures 3206.51 2634.43 19953.88
Index Options 247594.69 245730.17 41027.11
Stock Futures 10146.12 9276.25 86101.93
Stock Options 5015.56 4949.33 3854.25
Total 265962.88 262590.18 150937.17
Put Call Ratio (OI) 1.15 1.03 0.12
Indian Debt Market
Put Call Ratio(Vol) 0.87 0.97 -0.10
12-Jul Wk. Ago Mth. Ago
Call Rate 5.63% 5.56% 5.69% 6.14%
T-Repo 5.56% 5.58% 5.60% NA
Repo 5.75% 5.75% 5.75% 6.25%
Reverse Repo 5.50% 5.50% 5.50% 6.00%
91 Day T-Bill 5.75% 5.85% 5.92% 6.53%
364 Day T-Bill 6.02% 6.05% 6.12% 7.19%
10 Year Gilt 6.49% 6.69% 7.01% 7.78%
G-Sec Vol. (Rs.Cr) 92831 126281 48770 34222
Currency Market Update
FBIL MIBOR 5.85% 5.90% 5.80% 6.30%
3 Month CP Rate 6.80% 6.90% 6.65% 7.55%
5 Year Corp Bond 7.80% 7.89% 8.04% 8.74%
1 Month CD Rate 5.93% 5.90% 6.06% 6.46%
3 Month CD Rate 6.08% 6.28% 6.44% 6.98%
1 Year CD Rate 6.85% 7.42% 7.32% 7.99%
Commodity Market Update
Currency 12-Jul Prev_Day
USD/INR 68.59 68.37 0.22
GBP/INR 86.01 85.65 0.36
EURO/INR 77.29 77.04 0.25
JPY/INR 0.63 0.63 0.00
Commodity 12-Jul Wk Ago Mth. Ago
NYMEX Crude($/bl) 59.96 57.03 51.08 70.23
Brent Crude($/bl) 67.14 64.82 63.10 71.80
Gold( $/oz) 1415 1400 1333 1247
Gold(Rs./10 gm) 34407 34655 32590 30147
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Bond yield remained unchanged ahead of the release of the country’s
retail inflation data for Jun 2019. The overall market sentiment is bullish
after the government revealed its plans for overseas borrowings to curb
• Yield on the 10-year benchmark paper (7.26% GS 2029) remained
unchanged at 6.49% compared with the previous close after trading in a
range of 6.45% to 6.54%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,632 crore (gross) on Jul 12, 2019, same as on
Jul 10, 2019. Sale of securities under Reserve Bank of India’s (RBI)
reverse repo window stood at Rs. 17,501 crore on Jul 11, 2019.
• Banks borrowed Rs. 1,100 crore under the central bank’s Marginal
Standing Facility on Jul 11, 2019 compared with borrowings of Rs. 50
crore on Jul 10, 2019.
• A Labor Department report showed first-time claims for U.S.
unemployment benefits unexpectedly fell in the week ended Jul 6, 2019.
The report said initial jobless claims dropped to 209,000, a decrease of
13,000 from the previous week's revised level of 222,000.
• Eurostat figures showed eurozone industrial production rebounded at
a faster than expected pace in May 2019 largely driven by consumer
goods output. Industrial output grew 0.9% MoM in May after declining
0.4% in Apr 2019. This was the first increase in four months.
• Nifty Jul 2019 Futures stood at 11,544.35, a discount of 8.15 points,
below the spot closing of 11,552.50. The turnover on NSE’s Futures and
Options segment declined to Rs. 7,56,685.48 crore on Jul 12, 2019,
compared with Rs. 19,43,857.18 crore on Jul 11, 2019.
• The Put-Call ratio stood at 0.87 compared with the previous session’s
close of 0.92.
• The Nifty Put-Call ratio stood at 1.15 compared with the previous
session’s close of 1.03.
• Open interest on Nifty Futures stood at 20.07 million, compared with
the previous session’s close of 20.43.
• The Indian rupee declined amid weakness in the domestic equity. The
rupee closed at 68.68 a dollar, down 0.35% compared with the previous
• The euro was nearly flat as market participants are awaiting Chicago
Federal Reserve President and New York Federal Reserve President’s
comments to get cues on the policy rate movement. The euro was last
seen trading at 1.1254 compared with the previous close of 1.1252.
• Gold prices edged higher amid rising U.S.-China trade feud after the U.S.
President said that China did not keep its promise of purchasing American
• Brent crude prices stood firm as tropical storm Barry continued to inch
towards the Gulf Coast.