FII Derivative Trade Statistics 17-Jul
(Rs Cr) Buy
Index Futures 3285.26 3338.54 21282.27
Index Options 165602.53 165079.27 46015.97
Stock Futures 10586.13 10147.05 88052.94
Stock Options 5699.49 5604.26 4556.01
Total 185173.41 184169.12 159907.19
Put Call Ratio (OI) 1.34 1.34 0.00
Indian Debt Market
Put Call Ratio(Vol) 1.02 0.95 0.07
17-Jul Wk. Ago Mth. Ago
Call Rate 5.56% 5.62% 5.78% 6.12%
T-Repo 5.51% 5.70% 5.62% NA
Repo 5.75% 5.75% 5.75% 6.25%
Reverse Repo 5.50% 5.50% 5.50% 6.00%
91 Day T-Bill 5.74% 5.95% 5.93% 6.53%
364 Day T-Bill 5.98% 6.05% 6.11% 7.18%
10 Year Gilt 6.34% 6.54% 6.93% 7.75%
G-Sec Vol. (Rs.Cr) 99211 89059 52427 53995
Currency Market Update
FBIL MIBOR* 5.70% 5.84% 5.80% 6.30%
3 Month CP Rate 6.30% 6.80% 6.70% 7.65%
5 Year Corp Bond 7.70% 7.83% 8.04% 8.71%
1 Month CD Rate 5.98% 5.85% 6.06% 6.50%
3 Month CD Rate 6.52% 6.78% 6.56% 7.05%
1 Year CD Rate 6.79% 6.88% 7.15% 7.98%
Commodity Market Update
Currency 17-Jul Prev_Day
USD/INR 68.81 68.57 0.24
GBP/INR 85.39 85.77 -0.37
EURO/INR 77.14 77.18 -0.04
JPY/INR 0.64 0.63 0.00
Commodity 17-Jul Wk Ago Mth. Ago
NYMEX Crude($/bl) 56.47 60.25 51.89 67.98
Brent Crude($/bl) 63.81 67.00 64.00 70.31
Gold( $/oz) 1427 1419 1339 1227
Gold(Rs./10 gm) 34428 34189 32733 30044
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Nifty Jul 2019 Futures stood at 11,675.80, a discount of 11.70 points,
below the spot closing of 11,687.50. The turnover on NSE’s Futures and
Options segment rose to Rs. 10,19,814.41 crore on Jul 17, 2019,
compared with Rs. 8,74,279.16 crore on Jul 16, 2019.
• The Put-Call ratio stood at 0.88 compared with the previous session’s
close of 0.88.
• The Nifty Put-Call ratio stood at 1.34, same as the previous session’s
• Open interest on Nifty Futures stood at 19.99 million, compared with
the previous session’s close of 20.61 million.
• Bond yield declined as market participants preferred to book profits to
take advantage of the recent bond rally.
• Yield on the 10-year benchmark paper (7.26% GS 2029) rose 1 bps at
6.34% compared with the previous close of 6.33% after trading in a
range of 6.25% to 6.42%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,563 crore (gross) on Jul 17, 2019 compared
with Rs. 3,632 crore (gross) borrowed on Jul 16, 2019. Sale of securities
under Reserve Bank of India’s (RBI) reverse repo window stood at Rs.
16,794 crore on Jul 16, 2019.
• Banks borrowed Rs. 315 crore under the central bank’s Marginal
Standing Facility on Jul 16, 2019 compared with borrowings of Rs. 1,150
crore on Jul 15, 2019.
• The Indian rupee depreciated on dollar strengthen after the release of
robust U.S. retail sales data. The rupee closed at 68.81 a dollar
compared with the previous close 68.71.
• The euro remained weak on expectations of policy rate cuts by the
European Central Bank. In addition, the overall dollar strength following
strong U.S. retail sales data and investors’ inclination towards the
currency also adversely impacted euro. The euro was last seen trading at
• Gold prices were marginally down on greenback strength following
release of strong U.S. retail sales data in Jun 2019.
• Brent crude prices declined following reports that the U.S. President is
considering to hold discussion with Iran.
• According to a report from the commerce department, U.S. retail sales
surpassed market expectations and rose 0.4% in Jun 2019 and remained
unchanged against downwardly revised growth (0.5% growth originally
reported) in May 2019. Motor vehicles and parts dealers sales grew
0.7% in Jun.
• According to a report from the Commerce Department, U.S. business
slightly came in lower than market expectations and rose 0.3% in May
2019 as against an increase of 0.5% in Apr 2019.
• A report from the National Association of Home Builders showed that
NAHB/Wells Fargo Index inched up to 65 in Jul 2019 after falling to 64 in