FIIDerivativeTradeStatistics 27 ‐Jul
(RsCr) Buy Sell OpenInt.
IndexFutures 6700.40 7237.88 17246.84
IndexOptions 107466.17 105876.76 43109.03
StockFutures 30319.44 29023.44 74420.14
StockOptions 3633.71 3327.42 434.75
Total 148119.72 145465.50 135210.76
27‐Jul Prev_Day Change
PutCallRatio(OI) 1.71 1.95 ‐0.24
PutCallRatio(Vol) 1.08 0.98 0. 10
27‐Jul Wk.Ago Mth.Ago YearAgo
CallRate 6.14% 6.20% 6.14% 6.08%
CBLO 6.21% 5.78% 6.09% 6.20%
Repo 6.25% 6.25% 6.25% 6.25%
ReverseRepo 6.00% 6.00% 6.00% 6.00%
91DayT‐Bill 6.70% 6.58% 6.51% 6.13%
364DayT‐Bill 7.23% 7.21% 7.10% 6.22%
10YearGilt 7.78% 7.79% 7.87% 6.44%
G‐SecVol.(Rs.Cr) 18953 21859 23103 46594
FBILMIBOR 6.27% 6.21% 6.28% 6.25%
3MonthCPRate 7.50% 7.55% 7.55% 6.54%
5YearCorpBond 8.73% 8.73% 8.73% 7.42%
1MonthCDRate 6.88% 6.62% 6.92% 6.23%
3MonthCDRate 7.33% 6.97% 6.99% 6.23%
1YearCDRate 7.99% 7.98% 8.12% 6.53%
Currency 27‐Jul Prev_Day Change
USD/INR 68.70 68.70 0. 00
GBP/INR 89.99 90.66 ‐0.67
EURO/INR 79.98 80.60 ‐0.62
JPY/INR 0.62 0.62 0.00
Commodity 27‐Jul WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 68.61 70.26 76.16 49.00
BrentCrude($/bl) 75.48 71.83 75.58 50.71
Gold($/oz) 1223 1231 1252 1259
Gold(Rs./10gm) 29722 29849 30536 28327
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• Bond yields rose following concerns over the outcome of the third bi‐
monthly monetary policy review due on Aug 1, 2018. The sharp surge in
the U.S. Treasury yield ahead of the impending U.S. growth data also
added to the gain in bond yield.
• Yield on the 10‐year benchmark paper (7.17% GS 2028) went up 2 bps
to close at 7.78% as against its previous close of 7.76%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 11,518 cr ore (gross) on J ul 27, compared with
Rs. 4,923 crore (gross) borrowed on Jul 26. Sale of securities und e r the
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 8,686
crore on Jul 26.
• B anks borrowed Rs. 20 crore under the c entral bank’s Marginal
Standing Fa cility on Jul 26 compared with borrowing of Rs. 21 crore on
• A Commerce Department report showed U.S. economic growth
accelerated significantly in the second quarter. Real gross domestic
product increased 4.1% in the second quarter after a 2.2% rise in the first
quarter. Expectations were for a 4.2% rise. The growth reflects increase
in consumer spending and exports and federal government spending.
• European Central Bank president has shown confidence in the
economic recovery of the euro area. He said eurozone recovery remains
on track in spite of uncertainties on the global trade front.
• Nifty August 2018 Futures closed at 11,306.70, a premium of 28.35
points, above the spot closing of 11,278.35. The turnover on NSE’s
Futures and Options segment decreased to Rs. 4,15,201.42 on Jul 27 from
Rs. 17,81,228.45 on Jul 26.
•ThePut‐Call ratio stood at 0.93 against previous session’s close of 0.92.
•TheNiftyPut‐Call ratio stood at 1.71 compared with the previous
session’s close of 1.95.
• India VIX inched up 2.39% to 12.3150 from 12.0275 in the previous
• Open interest on Nifty Futures stood at 23.79 million as against the
previous session’s close at 29.48 million.
• The rupee closed almost steady against the greenback as positive
impact of gains in the domestic equity market were almost neutralised b
caution ahead of U.S. GDP data f or the second quarter of 2018 due on Jul
• The euro rose against the greenback after the U.S. economy grew at its
fastest pace in the second quarter of 2018 in nearly four years , but was
still below market expectations.
• Brent crude prices inched up after data from the Energy Information
Administration (EIA) indicated that U.S. crude oil inventories fell by 6.147
million barrels for the week ended July 20.