FII Derivative Trade Statistics 06-Aug
(Rs Cr) Buy
Index Futures 4832.33 5987.88 19390.27
Index Options 141895.82 141288.30 51887.09
Stock Futures 14167.66 12945.70 88796.63
Stock Options 5746.03 5837.85 3985.01
Total 166641.84 166059.73 164059.00
Put Call Ratio (OI) 1.12 1.02 0.10
Indian Debt Market
Put Call Ratio(Vol) 0.87 0.83 0.04
06-Aug Wk. Ago Mth. Ago
Call Rate 5.64% 5.53% 5.56% 6.29%
T-Repo 5.61% 5.56% 5.58% NA
Repo 5.75% 5.75% 5.75% 6.50%
Reverse Repo 5.50% 5.50% 5.50% 6.25%
91 Day T-Bill 5.46% 5.70% 5.85% 6.76%
364 Day T-Bill 5.78% 5.93% 6.05% 7.23%
10 Year Gilt 6.34% 6.39% 6.69% 7.77%
G-Sec Vol. (Rs.Cr) 66675 49385 126281 18937
Currency Market Update
FBIL MIBOR* 5.70% 5.75% 5.69% 6.46%
3 Month CP Rate 5.95% 6.30% 6.90% 7.55%
5 Year Corp Bond 7.78% 7.71% 7.89% 8.64%
1 Month CD Rate 5.65% 5.71% 5.90% 6.60%
3 Month CD Rate 5.95% 6.28% 6.28% 6.98%
1 Year CD Rate 6.75% 6.87% 7.42% 7.95%
Commodity Market Update
Currency 06-Aug Prev_Day
USD/INR 70.72 70.36 0.36
GBP/INR 85.99 85.26 0.74
EURO/INR 79.25 78.27 0.98
JPY/INR 0.66 0.66 0.00
Commodity 06-Aug Wk Ago Mth. Ago
NYMEX Crude($/bl) 53.55 58.04 57.03 68.96
Brent Crude($/bl) 57.77 61.69 64.82 72.15
Gold( $/oz) 1474 1431 1400 1206
Gold(Rs./10 gm) 36463 34801 34655 29491
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Nifty Aug 2019 Futures stood at 10,978.65, a premium of 30.40 points
above the spot closing of 10,948.25. The turnover on NSE’s Futures and
Options segment rose to Rs. 9,66,435.49 crore on Aug 6, 2019,
compared with Rs. 9,57,212.88 crore on Aug 5, 2019.
• The Put-Call ratio stood at 0.82 compared with the previous session’s
close of 0.77.
• The Nifty Put-Call ratio stood at 1.12 compared with the previous
session’s close of 1.01.
• Open interest on Nifty Futures stood at 20.93 million, compared with
the previous session’s close of 21.04 million.
• Bond yields eased ahead of the Monetary Policy Committee meeting
due on Aug 7, 2019, wherein the market expects the policy makers to
trim policy rate. Besides, decline in U.S. Treasury yield and softness in
crude prices also supported the overall sentiment.
• Yield on the 10-year benchmark paper (7.26% GS 2029) fell 5 bps to
close at 6.34% compared with the previous close of 6.39% after trading
in a range of 6.32% to 6.40%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 6,430 crore (gross) on Aug 6, 2019 compared
with borrowings of Rs. 3,539 crore (gross) on Aug 5, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window stood
at Rs. 21,272 crore on Aug 5, 2019.
• Banks borrowed Rs. 375 crore under the central bank’s Marginal
Standing Facility on Aug 5, 2019 compared with borrowings of Rs. 2,505
crore on Aug 2, 2019.
• The Indian rupee weakened against the greenback as investors
resorted to safe-haven assets amid escalating tensions between U.S. and
China. The rupee closed at 70.81 a dollar compared with the previous
• The euro marginally fell against the greenback as the latter
rebounded. China's central bank stated that it would not use currency as
a tool to deal with trade disputes. The euro closed at 1.1198 compared
with the previous close of 1.1202.
• Gold prices grew after China’s central bank stated that it would not let
the yuan fall too sharply.
• Brent crude prices fell amid escalating trade tensions between China
and U.S. Oil prices closed at $57.77 per barrel compared with the
previous close of $58.46.
• Destatis data showed Germany's factory orders rebounded in Jun 2019
driven by strong demand from non-euro area economies. Factory orders
grew by more than expected MoM in Jun, offsetting a 2% drop in May
2019. Jun's increase was driven by a 5% rise in foreign orders.
• Preliminary data from the Cabinet Office showed Japan's leading index
fell to the lowest level in nearly nine-and-a-half years in Jun 2019. The
leading index, which measures the future economic activity, fell to 93.3
in Jun from 94.9 in May 2019. This was the lowest since Feb 2010, when
the score was 92.5.