FII Derivative Trade Statistics 18-Jun
(Rs Cr) Buy
Index Futures 3890.45 3286.54 22091.74
Index Options 66213.36 62953.25 72101.48
Stock Futures 11724.60 11339.48 84852.86
Stock Options 7690.67 7599.74 9725.62
Total 89519.08 85179.01 188771.70
Put Call Ratio (OI) 1.52 1.57 -0.05
Indian Debt Market
Put Call Ratio(Vol) 1.10 1.02 0.08
18-Jun Wk. Ago Mth. Ago
Call Rate 6.17% 6.04% 5.97% 6.09%
CBLO 6.18% 6.06% 5.98% 6.21%
Repo 6.25% 6.25% 6.00% 6.25%
Reverse Repo 6.00% 6.00% 5.75% 6.00%
91 Day T-Bill 6.41% 6.55% 6.30% 6.25%
364 Day T-Bill 7.06% 6.98% 6.80% 6.33%
10 Year Gilt 7.88% 7.96% 7.83% 6.49%
G-Sec Vol. (Rs.Cr) 30799 23449 37693 41372
Currency Market Update
FBIL MIBOR 6.25% 6.15% 6.04% 6.25%
3 Month CP Rate 7.60% 7.75% 8.30% 6.69%
5 Year Corp Bond 8.79% 8.75% 8.55% 7.53%
1 Month CD Rate 6.78% 7.17% 6.90% 6.29%
3 Month CD Rate 7.06% 7.76% 7.70% 6.36%
1 Year CD Rate 8.07% 8.39% 8.14% 6.68%
Commodity Market Update
Currency 18-Jun Prev_Day
USD/INR 68.02 67.97 0.05
GBP/INR 90.25 90.00 0.25
EURO/INR 78.85 78.61 0.25
JPY/INR 0.62 0.61 0.00
Commodity 18-Jun Wk Ago Mth. Ago
NYMEX Crude($/bl) 65.91 66.10 71.18 44.68
Brent Crude($/bl) 74.34 73.67 79.37 44.89
Gold( $/oz) 1278 1300 1292 1253
Gold(Rs./10 gm) 30693 30781 30921 28657
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty June 2018 Futures were at 10789.6 points, a discount of 10.25
points, below the spot closing of 10,799.85. The turnover on NSE’s
Futures and Options segment went down to Rs. 4,67,439.80 crore on Jun
18 from Rs. 5,98,789.74 crore on Jun 15.
• The Put-Call ratio stood at 0.89 against previous session’s close of 0.91.
• The Nifty Put-Call ratio stood at 1.52 against the previous session’s
close of 1.557.
• India VIX moved up 2.40% to 12.3600 from 12.0700 in the previous
• Open interest on Nifty Futures stood at 25.98 million as against the
previous session’s close at 24.70 million.
• Bond yields fell as global crude oil prices came down to some extent
that eased concerns about domestic inflationary pressures gaining
further pace. However, further gains were capped on growing likelihood
of more supply in the 10-year to 14-year maturity buckets in the second
half of this fiscal.
• Yield on the 10-year benchmark paper (7.17% GS 2028) inched down 1
bps to close at 7.88% from the previous close of 7.89%. During the
session, bond yields traded in the range of 7.81% and 7.89%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 6,196 crore (gross) on Jun 18, compared with
Rs. 3,841 crore (gross) on Jun 15. Sale of securities under Reserve Bank
of India’s (RBI) reverse repo window stood at Rs. 8,102 crore on Jun 15.
• The rupee inched up against the greenback as a fall in global crude oil
prices led to selling of the greenback by foreign banks that neutralised
earlier losses because of escalating geopolitical tensions between the
U.S. and China.
• The euro inched down against the greenback amid reports of a dispute
in Germany’s governing coalition and after the European Central Bank
said that it would keep interest rates at record low level in 2019.
• Gold prices inched up on escalating trade tensions between U.S. and
China after the U.S. President announced to impose 25% tariffs on about
$50 billion worth of Chinese goods.
• Brent crude prices gained on supply shortages from Libya.
• According to a report from the IHS Markit and Ipsos Mori, U.K.’s
Household Finance Index (seasonally adjusted) fell to 43.4 in Jun 2018 as
against 44.9 in May 2018. The decline reflects British households'
financial pressures mainly due to greater living costs.
• A report from the rightmove showed that the average asking price for
a house in U.K. was up 0.4% MoM in Jun 2018 as against an increase of
0.8% in May 2018. House prices grew 1.7% on a yearly basis in Jun as
against an increase of 1.1% in May.
• According to a report from Istat, Italy’s trade surplus declined to EUR
2.94 billion in Apr 2018 as against EUR 3.60 billion in Apr 2017 and EUR
4.53 billion in Mar 2018. Exports grew 6.6% YoY and imports grew 9.6%