FII Derivative Trade Statistics 24-Jun
(Rs Cr) Buy
Index Futures 2887.90 3047.61 23524.52
Index Options 160385.88 160064.23 62185.65
Stock Futures 15592.56 15553.61 87103.61
Stock Options 6166.89 6279.86 4596.32
Total 185033.23 184945.31 177410.10
Put Call Ratio (OI) 1.30 1.34 -0.04
Indian Debt Market
Put Call Ratio(Vol) 0.86 0.98 -0.13
24-Jun Wk. Ago Mth. Ago
Call Rate 5.77% 5.78% 5.88% 6.25%
T-Repo 5.52% 5.62% 5.92% NA
Repo 5.75% 5.75% 6.00% 6.25%
Reverse Repo 5.50% 5.50% 5.75% 6.00%
91 Day T-Bill 5.85% 5.93% 6.21% 6.45%
364 Day T-Bill 6.06% 6.11% 6.34% 7.05%
10 Year Gilt 6.85% 6.93% 7.23% 7.82%
G-Sec Vol. (Rs.Cr) 80775 52427 58585 29154
Currency Market Update
FBIL MIBOR* 5.90% 5.80% 6.05% 6.35%
3 Month CP Rate 6.95% 6.70% 6.90% 7.58%
5 Year Corp Bond 8.01% 8.04% 8.26% 8.71%
1 Month CD Rate 6.06% 6.06% 6.54% 6.93%
3 Month CD Rate 6.31% 6.56% 6.65% 6.93%
1 Year CD Rate 7.16% 7.15% 7.44% 8.04%
Commodity Market Update
Currency 21-Jun Prev_Day
USD/INR 69.63 69.56 0.07
GBP/INR 88.37 88.38 -0.01
EURO/INR 78.59 78.47 0.11
JPY/INR 0.65 0.65 0.00
Commodity 24-Jun Wk Ago Mth. Ago
NYMEX Crude($/bl) 57.68 51.89 58.39 68.82
Brent Crude($/bl) 66.60 64.00 68.97 73.41
Gold( $/oz) 1419 1339 1285 1268
Gold(Rs./10 gm) 34041 32733 31591 30484
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Nifty Jun 2019 Futures were at 11,717.15, a premium of 17.50 points,
above the spot closing of 11,699.65. The turnover on NSE’s Futures and
Options segment increased to Rs. 8,03,654.63 crore on Jun 24, 2019,
compared with Rs. 7,79,765.92 crore on Jun 21, 2019.
• The Put-Call ratio stood at 0.91 compared with the previous session’s
close of 0.92.
• The Nifty Put-Call ratio stood at 1.30 compared with the previous
session’s close of 1.34.
• Open interest on Nifty Futures stood at 22.07 million, compared with
the previous session’s close of 21.49.
• Bond yield declined following a surprise resignation of Viral Acharya, a
deputy governor of the Reserve Bank of India ahead of the completion of
his tenure. This fuelled hope of more interest rate cuts in the near term
as he is perceived as one of the most hawkish members of the Monetary
Policy Committee. However, reports that the submission of the much-
awaited economic capital framework report will be delayed neutralised
most of the gains.
• Yield on the 10-year benchmark paper (7.26% GS 2029) went down 1
bps to 6.85% compared with the previous close of 6.86% after trading in
a range of 6.81% to 6.88%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 11,382 crore (gross) on Jun 24, 2019, compared
with Rs. 5,123 crore (gross) as on Jun 21, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 31,206
crore on Jun 21, 2019.
• The Indian rupee appreciated on dollar weakness as the U.S. Federal
Reserve indicated of trimming policy rates as early as next month. The
rupee closed at 69.35 a dollar, up 0.29% compared with the previous
close of 69.55.
• The euro edged higher on dollar weakness as the U.S. Federal Reserve
indicated of a policy rate cut, possibly as early as next month. The euro
was last seen trading at 1.1394, up 0.25% compared with the previous
close of 1.1366.
• Gold prices rose above the $1,400 an ounce mark following indications
of policy rate cut by the U.S. Federal Reserve and other central banks.
• Brent crude prices stood firm on deepening geopolitical tension
between the U.S. and Iran.
• A National Association of Realtors report showed a bigger than
expected jump in U.S. existing home sales in May 2019. NAR said existing
home sales increased 2.5% to an annual rate of 5.34 million in Apr 2019,
while revised data showed existing home sales in Apr were unchanged at
a rate of 5.21 million.
• Cabinet Office data showed Japan's leading index improved in Apr
2019. The leading index, which measures the future economic activity
rose to 95.9 in Apr from 95.7 in Mar 2019. The flash estimate was 95.5.
The coincident index that reflects the current economic activity
increased to 102.1 in Apr from 101.1 in the preceding month. This was
the highest since Nov 2018, when the score was 102.3.