FII Derivative Trade Statistics 31-Jul
(Rs Cr) Buy
Index Futures 2405.72 2647.89 21117.95
Index Options 49720.70 49575.01 49229.43
Stock Futures 13521.32 12517.70 78679.19
Stock Options 7041.45 7068.21 4789.25
Total 72689.19 71808.81 153815.82
Put Call Ratio (OI) 1.73 1.72 0.01
Indian Debt Market
Put Call Ratio(Vol) 1.11 1.04 0.07
31-Jul Wk. Ago Mth. Ago
Call Rate 6.16% 6.27% 6.21% 6.10%
CBLO 6.24% 6.38% 6.20% 6.18%
Repo 6.25% 6.25% 6.25% 6.25%
Reverse Repo 6.00% 6.00% 6.00% 6.00%
91 Day T-Bill 6.69% 6.63% 6.48% 6.12%
364 Day T-Bill 7.24% 7.21% 7.11% 6.22%
10 Year Gilt 7.77% 7.78% 7.90% 6.47%
G-Sec Vol. (Rs.Cr) 26766 25975 27152 36804
Currency Market Update
FBIL MIBOR 6.25% 6.39% 6.25% 6.25%
3 Month CP Rate 7.50% 7.80% 7.55% 6.60%
5 Year Corp Bond 8.64% 8.72% 8.79% 7.43%
1 Month CD Rate 6.89% 6.64% 6.81% 6.22%
3 Month CD Rate 7.30% 7.04% 7.00% 6.21%
1 Year CD Rate 8.06% 7.97% 8.08% 6.52%
Commodity Market Update
Currency 31-Jul Prev_Day
USD/INR 68.61 68.75 -0.15
GBP/INR 90.09 90.15 -0.06
EURO/INR 80.37 80.16 0.21
JPY/INR 0.62 0.62 0.00
Commodity 31-Jul Wk Ago Mth. Ago
NYMEX Crude($/bl) 69.25 70.02 74.08 50.16
Brent Crude($/bl) 74.80 74.17 76.78 52.18
Gold( $/oz) 1223 1224 1252 1269
Gold(Rs./10 gm) 29726 29897 30341 28513
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty August 2018 Futures closed at 11,371.6, a premium of 15.10
points, above the spot closing of 11,356.50. The turnover on NSE’s
Futures and Options segment increased to Rs. 5,29,372.26 on Jul 31
from Rs. 5,15,736.20 on Jul 30.
• The Put-Call ratio stood at 0.97 against previous session’s close of
• The Nifty Put-Call ratio stood at 1.73 compared with the previous
session’s close of 1.72.
• Open interest on Nifty Futures stood at 26.10 million as against the
previous session’s close at 24.80 million.
• Bond yields fell after going up for two consecutive days as market
participants resorted to bargain hunting ahead of the outcome of the
third bi-monthly monetary policy review due Aug 1, 2018. The market
perception also remained divided regarding the outcome of the same.
While a section of market participants was of the view that the
Monetary Policy Committee may hike interest rates, others expect a
rate hike by the end of 2018 or in the fourth quarter of FY19
• Yield on the 10-year benchmark paper (7.17% GS 2028) went down 2
bps to close at 7.77% as against its previous close of 7.79%. During the
session, bond yields traded in the range of 7.77% and 7.80%.• Banks
borrowed Rs. 2,115 crore under the central bank’s Marginal Standing
Facility on Jul 30 compared with borrowing of Rs. 600 crore on Jul 27.
• The rupee rose against the greenback as foreign banks sold dollars.
Expectation of inflows from share sale in a major domestic bank also
supported Indian currency. The rupee rose 0.19% to close at a two-week
high of 68.54 against previous close of 68.67.
• The euro was almost steady against the greenback as market
participants remained on the sidelines and awaited the outcome of the
Fed's monetary policy review due Aug 1, 2018. Euro was last seen
trading at $1.1710, up 0.05% compared with the previous close of
• Gold prices inched up as investors remained cautious ahead of the U.S.
FOMC rate decision which will provide further cues on the economic
• Brent crude prices lowered on oversupply concerns after a survey
revealed that the OPEC output in Jul was the highest in 2018.
• National Association of Realtors data showed U.S. pending home sales
rebounded more than expected in Jun 2018. The pending home sales
index increased 0.9% to 106.9 in Jun after falling 0.5% to 105.9 in May
2018. Expectations were for pending home sales to increase 0.1%.
Annually, pending home sales decreased 2.5%, the sixth consecutive YoY
• According to official data, second quarter saw the euro
area economy growing at the slowest pace in two years. Inflation
surpassed the European Central Bank’s target yet again in Jul 2018.
Eurostat’s preliminary flash estimate showed gross domestic product
grew 0.3% in the second quarter against 0.4% in the first quarter. On an
annual basis, GDP growth eased to 2.1 percent from 2.5 percent in the