FII Derivative Trade Statistics 25-Jul
(Rs Cr) Buy
Index Futures 9281.04 10543.73 22720.83
Index Options 288441.91 290217.66 47216.95
Stock Futures 31412.35 31599.03 88945.59
Stock Options 3520.13 3491.20 3464.72
Total 332655.43 335851.62 162348.09
Put Call Ratio (OI) 0.88 0.96 -0.08
Indian Debt Market
Put Call Ratio(Vol) 0.87 0.83 0.04
25-Jul Wk. Ago Mth. Ago
Call Rate 5.61% 5.57% 5.78% 6.24%
T-Repo 5.61% 5.57% 5.47% NA
Repo 5.75% 5.75% 5.75% 6.25%
Reverse Repo 5.50% 5.50% 5.50% 6.00%
91 Day T-Bill 5.73% 5.67% 5.94% 6.69%
364 Day T-Bill 5.90% 5.95% 6.08% 7.26%
10 Year Gilt 6.51% 6.39% 6.88% 7.79%
G-Sec Vol. (Rs.Cr) 63985 45062 51363 15005
Currency Market Update
FBIL MIBOR* 5.70% 5.75% 5.90% 6.39%
3 Month CP Rate 6.30% 6.30% 6.95% 7.85%
5 Year Corp Bond 7.83% 7.70% 8.06% 8.73%
1 Month CD Rate 5.76% 5.84% 6.02% 6.75%
3 Month CD Rate 6.29% 6.33% 6.30% 7.24%
1 Year CD Rate 6.77% 6.84% 7.23% 8.02%
Commodity Market Update
Currency 25-Jul Prev_Day
USD/INR 68.99 69.01 -0.02
GBP/INR 86.07 85.89 0.19
EURO/INR 76.82 76.96 -0.14
JPY/INR 0.64 0.64 0.00
Commodity 25-Jul Wk Ago Mth. Ago
NYMEX Crude($/bl) 55.85 55.05 57.60 70.78
Brent Crude($/bl) 63.31 60.84 67.68 74.31
Gold( $/oz) 1414 1446 1423 1231
Gold(Rs./10 gm) 34943 34709 34329 29904
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Nifty Jul 2019 Futures settled at spot closing of 11,252.15. Nifty Aug
2019 Futures were at 11,301.05, a premium of 48.90 points, above the
spot closing. The turnover on NSE’s Futures and Options segment rose
to Rs. 26,03,370.58 crore on Jul 25, 2019, compared with Rs.
15,69,829.93 crore on Jul 24, 2019.
• The Put-Call ratio stood at 0.81 compared with the previous session’s
close of 0.86.
• The Nifty Put-Call ratio stood at 0.88 compared with the previous
session’s close of 0.96.
• Open interest on Nifty Futures stood at 24.30 million, compared with
the previous session’s close of 21.91 million.
• Bond yield rose as investor anxiety rose after a local media agency
reported that the Prime Minister’s Office is inclined to issue rupee-
denominated bonds in the foreign market, instead of issuing foreign
currency notes. In addition, the overall market sentiment has also been
dampened by doubts over future rate cut plans.
• Yield on the 10-year benchmark paper (7.26% GS 2029) increased 7
bps at 6.51% compared with the previous close of 6.44% after trading in
a range of 6.42% to 6.55%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 8,289 crore (gross) on Jul 25, 2019 compared
with Rs. 3,564 crore (gross) borrowed on Jul 24, 2019. Sale of securities
under Reserve Bank of India’s (RBI) reverse repo window stood at Rs.
17,265 crore on Jul 24, 2019.
• The Indian rupee weakened against the greenback likely on concerns
over foreign fund outflows and weakness in domestic equity markets.
Further, investors remained cautious ahead of outcome of European
Central Bank’s (ECB) policy meeting. The rupee closed at 69.04 a dollar
compared with the previous close 68.98.
• The euro gained slightly after ECB kept the interest rates unchanged.
The euro closed at 1.1145 compared with the previous close of 1.1139.
• Gold prices fell following upbeat data of new durable goods order in
U.S. in Jun and less than expected weekly jobless claims.
• Brent crude prices fell following preliminary reports that Germany’s
manufacturing and service PMI data fell in Jul, indicating deteriorating
• A Labor Department report showed an unexpected pullback in initial
jobless claims in the week ended Jul 20, 2019. Initial jobless claims fell to
206,000, a decrease of 10,000 from the previous week's unrevised level
• The European Central Bank (ECB) has left its interest rates unchanged
and altered its forward guidance, signalling they will be reduced in
future, and that policymakers are planning a comprehensive stimulus
package. ECB president stressed on the need for significant stimulus for
the euro area economy as policymakers assessed that the outlook was