FII Derivative Trade Statistics 12-Jun
(Rs Cr) Buy
Index Futures 3232.03 2282.27 20386.83
Index Options 194189.26 193330.98 57622.97
Stock Futures 10292.76 9729.86 86451.22
Stock Options 3994.79 4005.77 4687.36
Total 211708.84 209348.88 169148.38
Put Call Ratio (OI) 1.33 1.49 -0.17
Indian Debt Market
Put Call Ratio(Vol) 0.80 0.97 -0.17
12-Jun Wk. Ago Mth. Ago
Call Rate 5.69% 5.87% 5.95% 6.10%
T-Repo 5.60% 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 5.92% 6.05% 6.43% 6.53%
364 Day T-Bill 6.12% 6.16% 6.50% 6.98%
10 Year Gilt 7.01% 7.02% 7.41% 7.97%
G-Sec Vol. (Rs.Cr) 48770 44224 25102 21448
Currency Market Update
FBIL MIBOR* 5.80% 5.95% 6.07% 6.15%
3 Month CP Rate 6.65% 6.75% 7.70% 7.75%
5 Year Corp Bond 8.04% 8.01% 8.57% 8.79%
1 Month CD Rate 6.06% 6.15% 6.78% 7.07%
3 Month CD Rate 6.44% 6.43% 7.29% 7.17%
1 Year CD Rate 7.32% 7.16% 7.63% 8.40%
Commodity Market Update
Currency 11-Jun Prev_Day
USD/INR 69.42 69.46 -0.04
GBP/INR 88.04 88.27 -0.23
EURO/INR 78.58 78.55 0.03
JPY/INR 0.64 0.64 0.00
Commodity 12-Jun Wk Ago Mth. Ago
NYMEX Crude($/bl) 51.08 53.45 61.60 66.38
Brent Crude($/bl) 63.10 65.00 72.07 73.95
Gold( $/oz) 1333 1325 1286 1296
Gold(Rs./10 gm) 32590 32407 31751 30858
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Nifty Jun 2019 Futures were at 11,916.70, a premium of 10.50 points,
above the spot closing of 11,906.20. The turnover on NSE’s Futures and
Options segment increased to Rs. 11,29,362.76 crore on Jun 12, 2019,
compared with Rs. 9,24,246.40 crore on Jun 11, 2019.
• The Put-Call ratio stood at 0.88 compared with the previous session’s
close of 0.93.
• The Nifty Put-Call ratio stood at 1.33 compared with the previous
session’s close of 1.49.
• Open interest on Nifty Futures stood at 19.78 million, compared with
the previous session’s close of 20.34.
• Bond yields declined as crude oil prices fell due to weak demand
sentiments and a surprise rise of U.S. crude inventory. In addition, market
participants’ expectation of a lower inflation rate for May 2019 compared
with the central bank’s target also eased the yield.
• Yield on the 10-year benchmark paper (7.26% GS 2029) declined 3 bps
to 7.01% compared with the previous close of 7.04% after trading in a
range of 6.99% to 7.03%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 4,347 crore (gross) on Jun 12, 2019, compared
with Rs. 4,362 crore (gross) as on Jun 11, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 10,151
crore on Jun 11, 2019.
• RBI conducted 7-day variable rate reverse repo auction for a notified
amount of Rs. 20,000 crore for which Rs. 2,490 crore was accepted at a
cut-off yield of 5.74%.
• The Indian rupee rose against the greenback with fall in crude oil prices
due to weak demand sentiments. Besides, likely inflow of foreign funds
too supported the local currency.
• The euro inched down against the greenback on escalating U.S.-China
trade feud after the U.S. President declared of hiking tariffs in case trade
talks with China at the G20 summit show no progress. This weighed on
the market sentiment and adversely impacted the common currency.
• Gold prices were up against the greenback on rising uncertainty over
Sino-U.S. trade development.
• Brent crude prices weakened on feeble demand sentiments amid a
slowing Chinese economy.
• According to a report released by the Labor Department, U.S. producer
price index rose 0.2% in May 2019, same as Apr 2019. The marginal
increase came as higher prices for services were partly offset by a sharp
pullback in energy prices.
• According to a report by the National Bureau of Statistics, China’s
consumer price inflation (CPI) rose 2.7% YoY in May following 2.5% rise in
Apr 2019. The increase came due to rise in food prices inflation by 7.7%
from 6.1% a month ago. However, on monthly basis, consumer prices
remained unchanged in May.