FII Derivative Trade Statistics 10-Jun
(Rs Cr) Buy
Index Futures 2978.60 3265.88 20805.09
Index Options 208836.10 208384.34 53655.65
Stock Futures 12487.66 12180.47 85898.03
Stock Options 5251.77 5195.98 4284.18
Total 229554.13 229026.67 164642.95
Put Call Ratio (OI) 1.36 1.32 0.04
Indian Debt Market
Put Call Ratio(Vol) 0.95 0.86 0.09
10-Jun Wk. Ago Mth. Ago
Call Rate 5.69% 5.85% 5.95% 6.02%
T-Repo 5.71% 5.79% 5.96% NA
Repo 5.75% 6.00% 6.00% 6.25%
Reverse Repo 5.50% 5.75% 5.75% 6.00%
91 Day T-Bill 5.87% 6.04% 6.43% 6.45%
364 Day T-Bill 6.02% 6.13% 6.50% 6.99%
10 Year Gilt 7.08% 6.98% 7.41% 7.95%
G-Sec Vol. (Rs.Cr) 56839 75172 25102 36801
Currency Market Update
FBIL MIBOR* 5.80% 6.00% 6.05% 6.11%
3 Month CP Rate 6.65% 6.75% 7.70% 7.80%
5 Year Corp Bond 8.11% 7.95% 8.57% 8.75%
1 Month CD Rate 5.68% 6.32% 6.78% 7.12%
3 Month CD Rate 6.37% 6.38% 7.29% 7.09%
1 Year CD Rate 7.15% 7.04% 7.63% 8.39%
Commodity Market Update
Currency 07-Jun Prev_Day
USD/INR 69.30 69.32 -0.03
GBP/INR 88.02 87.87 0.17
EURO/INR 78.07 77.82 0.32
JPY/INR 0.64 0.64 -0.31
Commodity 10-Jun Wk Ago Mth. Ago
NYMEX Crude($/bl) 53.28 53.20 61.60 65.77
Brent Crude($/bl) 65.75 64.45 72.07 74.20
Gold( $/oz) 1328 1325 1286 1298
Gold(Rs./10 gm) 32527 32206 31751 31027
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Nifty Jun 2019 Futures were at 11,933.80, a premium of 11.10 points,
above the spot closing of 11,922.70. The turnover on NSE’s Futures and
Options segment increased to Rs. 9,48,238.46 crore on Jun 10, 2019,
compared with Rs. 9,43,058.86 crore on Jun 7, 2019.
• The Put-Call ratio stood at 0.99 compared with the previous session’s
close of 0.85.
• The Nifty Put-Call ratio stood at 1.36 compared with the previous
session’s close of 1.32.
• Open interest on Nifty Futures stood at 19.53 million, same as in the
previous session’s close.
• Bond yields saw a steep surge with rise in crude oil prices after the
Organization of the Petroleum Exporting Countries (OPEC) expressed
their intentions to extend the production cut beyond Jun 2019 to support
the commodity’s price.
• Yield on the 10-year benchmark paper (7.26% GS 2029) rose 11 bps to
7.08% compared with the previous close of 6.97% after trading in a range
of 6.97% to 7.08%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 8,872 crore (gross) on Jun 10, 2019, compared
with Rs. 7,117 crore (gross) as on Jun 7, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 24,416
crore on Jun 7, 2019.
• Banks borrowed Rs. 2,654 crore under the central bank’s Marginal
Standing Facility on Jun 7, 2019 compared with borrowings of Rs. 2,231
crore on Jun 6, 2019.
• The Indian rupee depreciated against the greenback after state-run
banks stepped up dollar purchases following surge in crude oil prices.
• The euro was down after U.S. and Mexico found a resolution to their
tariff war, which boosted dollar and weighed on the single currency. In
addition, European Central Bank’s discussion on a policy rate cut should
the bloc economy slowdown also adversely impacted the common
• Gold prices were down following China’s better-than-expected trade
numbers amid the ongoing U.S.-China trade conflict.
• Brent crude prices extended gains from the prior session, receiving
support from OPEC and its allies’ production cut stance, which is expected
to extend beyond Jun 2019.
• A report from the U.S. Federal Reserve showed that consumer credit in
U.S. grew more than expected in Apr-19. Consumer credit surged up by
$17.5 billion in Apr-19 after climbing by an upwardly revised $11.0 billion
in Mar-19 ($10.3 billion increase originally reported for the previous
• Data from the People's Bank of China showed that China's foreign
exchange reserves increased in May. Foreign exchange reserves grew $6
billion to $3.101 trillion in May.