FII Derivative Trade Statistics 27-Jun
(Rs Cr) Buy
Index Futures 7549.22 8388.43 24911.47
Index Options 258751.50 259148.28 62263.96
Stock Futures 30941.68 30024.78 90396.79
Stock Options 3189.82 3085.54 3820.54
Total 300432.22 300647.03 181392.76
Put Call Ratio (OI) 1.50 1.60 -0.11
Indian Debt Market
Put Call Ratio(Vol) 1.05 1.01 0.05
27-Jun Wk. Ago Mth. Ago
Call Rate 5.73% 5.81% 5.94% 6.14%
T-Repo 5.47% 5.68% 5.95% NA
Repo 5.75% 5.75% 6.00% 6.25%
Reverse Repo 5.50% 5.50% 5.75% 6.00%
91 Day T-Bill 5.97% 5.94% 6.20% 6.51%
364 Day T-Bill 6.13% 6.05% 6.30% 7.10%
10 Year Gilt 6.90% 6.79% 7.17% 7.87%
G-Sec Vol. (Rs.Cr) 70107 86140 71666 23103
Currency Market Update
FBIL MIBOR 5.90% 5.90% 6.00% 6.34%
3 Month CP Rate 7.00% 6.95% 6.85% 7.55%
5 Year Corp Bond 8.08% 8.02% 8.19% 8.73%
1 Month CD Rate 6.24% 6.05% 6.46% 6.92%
3 Month CD Rate 6.51% 6.32% 6.56% 6.99%
1 Year CD Rate 7.18% 7.14% 7.38% 8.12%
Commodity Market Update
Currency 27-Jun Prev_Day
USD/INR 69.22 69.32 -0.10
GBP/INR 87.74 87.84 -0.10
EURO/INR 78.59 78.75 -0.17
JPY/INR 0.64 0.65 -0.01
Commodity 27-Jun Wk Ago Mth. Ago
NYMEX Crude($/bl) 59.15 56.83 58.39 76.16
Brent Crude($/bl) 68.22 66.88 68.97 75.58
Gold( $/oz) 1409 1388 1285 1252
Gold(Rs./10 gm) 33849 33520 31708 30536
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Bond yield eased with decline in crude oil prices ahead of the G20
summit as market participants remain doubtful on the possibility of a
U.S.-China trade truce. Besides, foreign banks’ bond purchase and value
buying by investors also pulled the yield lower.
• Yield on the 10-year benchmark paper (7.26% GS 2029) went down 3
bps to 6.90% compared with the previous close of 6.93% after trading in
a range of 6.88% to 6.96%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 4,437 crore (gross) on Jun 27, 2019, compared
with Rs. 9,362 crore (gross) as on Jun 26, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 32,735
crore on Jun 26, 2019.
• Banks borrowed Rs. 1 crore under the central bank’s Marginal Standing
Facility on Jun 26, 2019 compared to that of Rs. 53 crore borrowed on
Jun 25, 2019.
• According to a Commerce Department report, new orders for U.S.
manufactured durable goods unexpectedly showed another steep drop
in May 2019. The Commerce Department said durable goods orders
slumped 1.3% in May after declining 2.8% in Apr 2019.
• Society of Motor Manufacturers and Traders said U.K. car production
declined for the 12th straight month in May 2019 on sharp contractions
in domestic demand and exports. Car production declined 15.5% or
21,239 units on a yearly basis in May. Demand both at home and abroad
dropped by double-digits reflecting softening in the U.K. and key global
markets, and the effects of model changes, caused the negative
performance to continue.
• Nifty Jun 2019 Futures settled at spot closing of 11,841.55. Nifty Jul
2019 Futures were at 11,908.85, a premium of 67.30 points, above the
spot closing. The turnover on NSE’s Futures and Options segment
increased to Rs. 26,55,696.52 crore on Jun 27, 2019, compared with Rs.
13,38,979.04 crore on Jun 26, 2019.
• The Put-Call ratio stood at 1.04 compared with the previous session’s
close of 0.92.
• The Nifty Put-Call ratio stood at 1.50 compared with the previous
session’s close of 1.60.
• Open interest on Nifty Futures stood at 23.95 million, compared with
the previous session’s close of 22.10.
• The Indian rupee rose against the greenback with fall in crude oil prices
on skepticism over U.S.-China trade truce at the G20 summit. In addition,
dollar sales by foreign banks also supported the home currency. The
rupee closed at 69.06 a dollar, compared with previous close 69.15.
• The euro was up against the greenback ahead of the G20 summit
where U.S. and China are expected to bring the deal to fruition. The euro
was last seen trading at 1.1377 compared with previous close of 1.1368.
• Gold prices declined ahead of the G20 summit where the U.S. and
Chinese Presidents are expected to meet and resolve their trade
• Brent crude prices slid as investors remain wary about the progress of
the U.S.-China trade deal at the upcoming G20 summit in Japan.