FIIDerivativeTradeStatistics 20‐Jun
(RsCr) Buy Sell OpenInt.
IndexFutures 4852.12 4498.43 21346.59
IndexOptions 316725.22 315830.99 64200.94
StockFutures 14468.72 15043.57 85501.29
StockOptions 7046.62 7009.41 4459.79
Total 343092.68 342382.40 175508.61
20‐Jun Prev_Day Change
PutCallRatio(OI) 1.55 1.15 0.40
IndianDebtMarket
PutCallRatio(Vol) 1.03 0.86 0.17
20‐Jun Wk.Ago Mth.Ago YearAgo
CallRate 5.81% 5.69% 5.96% 6.24%
T‐Repo 5.68% 5.58% 5.96% NA
Repo 5.75% 5.75% 6.00% 6.25%
ReverseRepo 5.50% 5.50% 5.75% 6.00%
91DayT‐Bill 5.94% 5.93% 6.35% 6.44%
364DayT‐Bill 6.05% 6.12% 6.40% 7.07%
10YearGilt 6.79% 7.01% 7.29% 7.83%
G‐SecVol.(Rs.Cr) 86140 58653 54331 27777
CurrencyMarketUpdate
FBILMIBOR* 5.90% 5.80% 6.05% 6.30%
3MonthCPRate 6.95% 6.70% 7.10% 7.55%
5YearCorpBond 7.93% 8.07% 8.30% 8.71%
1MonthCDRate 6.05% 6.08% 6.82% 6.86%
3MonthCDRate 6.32% 6.34% 7.13% 6.89%
1YearCDRate 7.14% 7.33% 7.54% 8.10%
CommodityMarketUpdate
Currency 19‐Jun Prev_Day Change
USD/INR 69.67 69.67 Closed
GBP/INR 87.49 87.49 Closed
EURO/INR 77.99 77.99 Closed
InternationalNews
JPY/INR 0.64 0.64 Closed
Commodity 20‐Jun WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 56.83 52.33 63.07 65.92
BrentCrude($/bl) 66.88 64.72 74.20 73.59
Gold($/oz) 1388 1342 1277 1268
Gold(Rs./10gm) 33520 32632 31550 30589
Source:ThomsonReutersEikon
*Asonprevioustradingday
MutualFundInvestmentsaresubjecttomarketrisks,readallschemerelateddocumentscarefully.
21June2019
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DerivativeStatistics‐NiftyOptions
Disclaimer:
DerivativesMarket
DebtWatch
CurrencyMarket
CommodityPrices
• Bond yield lowered after the U.S. Federal Reserve signalled on easing
policy rates in the near future. However, the fall in yield was limited by
the surge in crude oil prices following deepening geopolitical worries after
Iranian forces shot down a U.S. military surveillance drone.
• Yield on the 10‐year benchmark paper (7.26% GS 2029) moved down 5
bps to close at 6.79% compared with the previous close of 6.84% after
trading in a range of 6.73% to 6.81%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 7,127 crore (gross) on Jun 20, 2019, compared
with Rs. 4,698 crore (gross) as on Jun 19, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 10,953
crore on Jun 19, 2019.
• The U.S. Federal Reserve left interest rates unchanged, as was widely
expected. The Fed chief said it will "act as appropriate" to sustain the U.S.
economic expansion amid increasing uncertainties about the outlook for
the economy. The Fed statement said the bank continues to see a
sustained economic expansion, a strong labor market, and inflation near
its 2% target as the most likely outcomes but noted uncertainties about
this outlook have increased.
• Office for National Statistics showed U.K. retail sales declined for the
second straight month in May 2019. Retail sales including auto fuel fell
0.5% MoM in May, as expected, following a 0.1% drop in Apr 2019. This
was the second consecutive decrease in sales volume. Excluding auto
fuel, sales decreased 0.3% MoM, the same pace of decline as seen in Apr.
MarketsforYou
• Nifty Jun 2019 Futures were at 11,849.45, a premium of 17.70 points,
above the spot closing of 11,831.75. The turnover on NSE’s Futures and
Options segment increased to Rs. 26,32,425.19 crore on Jun 20, 2019,
compared with Rs. 15,36,664.31 crore on Jun 19, 2019.
• The Put‐Call ratio stood at 0.82 compared with the previous session’s
close of 0.90.
• The Nifty Put‐Call ratio stood at 1.55 compared with the previous
session’s close of 1.15.
• Open interest on Nifty Futures stood at 21.63 million, compared with
the previous session’s close of 20.16.
• The Indian rupee appreciated against the dollar after the U.S. Federal
Reserve hinted at easing policy rates in the coming months. The rupee
closed at 69.48 a dollar, up 0.29% compared with the previous close of
69.68.
• The euro edged higher against the greenback after the U.S. Federal
Reserve signalled policy rate cut in the next month as part of its policy
stimulus plan. This made investors move to higher‐yielding currencies. The
euro was last seen trading at 1.1302, up 0.69% compared with the
previous close of 1.1224.
• Gold prices saw a steep surge following rising geopolitical worries aftera
U.S. military drone was shot down by Iranian forces around the Strait o
Hormuz.
• Brent crude prices surged over deepening geopolitical tension after
Iranian forces said that they shot down a U.S. military surveillance drone.