FII Derivative Trade Statistics 16-Jul
(Rs Cr) Buy
Index Futures 1870.29 1607.05 19929.49
Index Options 148874.19 148168.81 45453.66
Stock Futures 10299.84 9622.06 87392.47
Stock Options 5798.45 5855.83 4139.24
Total 166842.77 165253.75 156914.86
Put Call Ratio (OI) 1.34 1.20 0.15
Indian Debt Market
Put Call Ratio(Vol) 0.95 0.88 0.07
16-Jul Wk. Ago Mth. Ago
Call Rate 5.54% 5.62% 5.83% 6.18%
T-Repo 5.50% 5.70% 5.66% 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% 5.98% 6.53%
364 Day T-Bill 6.01% 6.03% 6.10% 7.19%
10 Year Gilt 6.43% 6.59% 6.92% 7.80%
G-Sec Vol. (Rs.Cr) 126301 56708 92107 29694
Currency Market Update
FBIL MIBOR* 5.75% 5.79% 5.80% 6.29%
3 Month CP Rate 6.35% 6.80% 6.70% 7.50%
5 Year Corp Bond 7.68% 7.88% 8.04% 8.76%
1 Month CD Rate 5.81% 5.93% 6.03% 6.54%
3 Month CD Rate 6.06% 6.77% 6.33% 7.01%
1 Year CD Rate 6.81% 6.94% 7.15% 7.98%
Commodity Market Update
Currency 16-Jul Prev_Day
USD/INR 68.57 68.58 -0.02
GBP/INR 85.77 86.20 -0.43
EURO/INR 77.18 77.31 -0.12
JPY/INR 0.63 0.63 0.00
Commodity 16-Jul Wk Ago Mth. Ago
NYMEX Crude($/bl) 57.41 57.54 52.42 68.17
Brent Crude($/bl) 65.46 64.89 64.57 70.02
Gold( $/oz) 1406 1398 1341 1240
Gold(Rs./10 gm) 34583 34075 33061 30172
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Nifty Jul 2019 Futures stood at 11,657.85, a discount of 3.20 points,
below the spot closing of 11,661.05. The turnover on NSE’s Futures and
Options segment rose to Rs. 8,74,279.16 crore on Jul 16, 2019, compared
with Rs. 7,72,192.42 crore on Jul 15, 2019.
• The Put-Call ratio stood at 0.88 compared with the previous session’s
close of 0.89.
• The Nifty Put-Call ratio stood at 1.34 compared with the previous
session’s close of 1.20.
• Open interest on Nifty Futures stood at 20.61 million, compared with
the previous session’s close of 19.89 million.
• Bond yield saw a steep fall with strengthening rate cut bets.
Expectations of deep rate cuts particularly rose after the budget proposal
of issuing sovereign bonds in the overseas market. Besides, inflation
below the central bank’s target also lifted the market sentiment.
• Yield on the 10-year benchmark paper (7.26% GS 2029) declined 10 bps
at 6.33% compared with the previous close of 6.43% after trading in a
range of 6.31% to 6.42%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,632 crore (gross) on Jul 16, 2019 compared
with Rs. 3,629 crore (gross) borrowed on Jul 15, 2019. Sale of securities
under Reserve Bank of India’s (RBI) reverse repo window stood at Rs.
21,002 crore on Jul 15, 2019.
• The Indian rupee fell as state-run lenders stepped up greenback
purchase. The rupee closed at 68.71 a dollar, down 0.26% compared
with the previous close 68.54.
• The euro edged lower after Germany’s ZEW economic sentiment
survey showed higher than expected fall in Jul. The euro was last seen
trading at 1.1222, down 0.31% compared with the previous close of
• Gold prices were steady as market participants are awaiting the release
of U.S. retail sales data to get cues on the economy’s condition.
• Brent crude prices were marginally down afters drillers resumed
production in the Gulf of Mexico as hurricane Barry moved inland.
• Office for National Statistics showed U.K. wages grew at the fastest
pace in 11 years in the quarter to May 2019 and the jobless rate held
firmly at a 44-year low amid relatively high vacancies. In the three
months to May, average weekly earnings excluding bonuses climbed
3.6% from the previous year, the fastest rate of increase since 2008, and
better than forecasts.
• Eurostat preliminary data showed euro zone's trade surplus grew in
May 2019, led by a rebound in exports, while imports decreased. The
seasonally adjusted trade surplus rose to EUR 20.2 billion from EUR 15.7
billion in Apr 2019. Exports grew 1.4% MoM, while imports fell 1%.