FII Derivative Trade Statistics 26-Jun
(Rs Cr) Buy
Index Futures 7646.79 8750.21 24664.92
Index Options 214063.32 214018.82 63942.83
Stock Futures 36823.95 36129.79 88758.41
Stock Options 4489.62 4508.58 4145.74
Total 263023.68 263407.40 181511.90
Put Call Ratio (OI) 1.60 1.52 0.09
Indian Debt Market
Put Call Ratio(Vol) 1.01 0.89 0.12
26-Jun Wk. Ago Mth. Ago
Call Rate 5.75% 5.80% 5.88% 6.16%
T-Repo 5.47% 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 6.00% 5.90% 6.21% 6.44%
364 Day T-Bill 6.10% 6.10% 6.34% 7.00%
10 Year Gilt 6.93% 6.84% 7.23% 7.83%
G-Sec Vol. (Rs.Cr) 49545 72663 58585 19847
Currency Market Update
FBIL MIBOR* 5.90% 5.86% 6.00% 6.35%
3 Month CP Rate 6.95% 6.85% 6.90% 7.50%
5 Year Corp Bond 8.14% 7.99% 8.26% 8.73%
1 Month CD Rate 6.27% 6.01% 6.54% 7.03%
3 Month CD Rate 6.43% 6.30% 6.65% 6.96%
1 Year CD Rate 7.30% 7.18% 7.44% 8.06%
Commodity Market Update
Currency 26-Jun Prev_Day
USD/INR 69.32 69.34 -0.02
GBP/INR 87.84 88.42 -0.58
EURO/INR 78.75 79.05 -0.30
JPY/INR 0.65 0.65 0.00
Commodity 26-Jun Wk Ago Mth. Ago
NYMEX Crude($/bl) 59.14 53.69 58.39 73.98
Brent Crude($/bl) 68.29 64.29 68.97 73.32
Gold( $/oz) 1408 1360 1285 1259
Gold(Rs./10 gm) 33885 32850 31591 30394
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Nifty Jun 2019 Futures were at 11,864.40, a premium of 16.85 points,
above the spot closing of 11,847.55. The turnover on NSE’s Futures and
Options segment increased to Rs. 13,38,979.04 crore on Jun 26, 2019,
compared with Rs. 11,57,999.57 crore on Jun 25, 2019.
• The Put-Call ratio stood at 0.92 compared with the previous session’s
close of 0.88.
• The Nifty Put-Call ratio stood at 1.60 compared with the previous
session’s close of 1.52.
• Open interest on Nifty Futures stood at 22.10 million, compared with
the previous session’s close of 22.21.
• Bond yield rose with surge in crude oil prices owing to the U.S.-Iran
geopolitical tension. In addition, expectations of wider fiscal deficit
target in the approaching federal budget dampened sentiments.
• Yield on the 10-year benchmark paper (7.26% GS 2029) went up 5 bps
to 6.93% compared with the previous close of 6.88% after trading in a
range of 6.90% to 6.94%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 9,362 crore (gross) on Jun 26, 2019, compared
with Rs. 10,982 crore (gross) as on Jun 25, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 15,800
crore on Jun 25, 2019.
• Banks borrowed Rs. 53 crore under the central bank’s Marginal
Standing Facility on Jun 25, 2019 compared to that of Rs. 2,322 crore
borrowed on Jun 24, 2019.
• The Indian rupee appreciated against the greenback following positive
comments from the U.S. Treasury Secretary on the U.S.-China trade deal.
• The euro was flat as German consumer confidence index declined for
the second straight month. Overall market sentiment on the single
currency was dampened by tension over German carmakers arising from
the trade tension with U.S.
• Gold prices slipped after the U.S. Federal Reserve Chairman
commented that the Fed is assessing the current U.S.-China trade
situation and the economic condition to ascertain if it calls for a rate cut.
• Brent crude prices rose on escalating U.S.-Iran tension.
• The Federal Reserve chairman has reiterated that the central bank will
"act as appropriate" to sustain the U.S. economic expansion. Powell
acknowledged in his prepared remarks that crosscurrents have
reemerged since the Fed's May meeting but did not appear to signal the
imminent interest rate cut currently being priced in by the markets. The
Fed chief specifically cited apparent progress on trade turning to greater
uncertainty and incoming data raising renewed concerns about the
strength of the global economy.
• A Conference Board report showed a substantial deterioration in U.S.
consumer confidence in Jun 2019. The Conference Board said its
consumer confidence index declined to 121.5 in Jun from a downwardly
revised 131.3 in May 2019.