FII Derivative Trade Statistics
Index Futures 3860.29 4840.89 20508.80
Index Options 316650.05 315663.90 53210.86
Stock Futures 13956.43 13347.86 89246.37
Stock Options 5656.29 5660.09 4221.91
Total 340123.06 339512.74 167187.94
Put Call Ratio (OI) 0.98 1.12 -0.14
Indian Debt Market
Put Call Ratio(Vol) 0.76 0.87 -0.11
08-Aug Wk. Ago Mth. Ago
Call Rate 5.27% 5.56% 5.65% 6.43%
T-Repo 5.35% 5.59% 5.68% NA
Repo 5.40% 5.75% 5.75% 6.50%
Reverse Repo 5.15% 5.50% 5.50% 6.25%
91 Day T-Bill 5.35% 5.53% 5.80% 6.65%
364 Day T-Bill 5.65% 5.88% 6.01% 7.27%
10 Year Gilt 6.40% 6.42% 6.56% 7.78%
G-Sec Vol. (Rs.Cr) 44834 55044 102561 20205
Currency Market Update
FBIL MIBOR* 5.75% 5.75% 5.69% 6.45%
3 Month CP Rate 5.85% 6.10% 6.85% 7.55%
5 Year Corp Bond 7.72% 7.84% 7.83% 8.64%
1 Month CD Rate 5.50% 5.44% 5.93% 6.63%
3 Month CD Rate 5.84% 6.20% 6.15% 7.18%
1 Year CD Rate 6.63% 6.62% 7.39% 7.99%
Commodity Market Update
Currency 08-Aug Prev_Day
USD/INR 70.85 70.96 -0.11
GBP/INR 86.15 86.23 -0.07
EURO/INR 79.39 79.50 -0.11
JPY/INR 0.67 0.67 0.00
Commodity 08-Aug Wk Ago Mth. Ago
NYMEX Crude($/bl) 52.55 53.59 57.32 66.87
Brent Crude($/bl) 55.43 62.04 65.48 69.90
Gold( $/oz) 1500 1445 1395 1213
Gold(Rs./10 gm) 37047 34572 34437 29418
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Nifty Aug 2019 Futures stood at 11,063.95, a premium of 31.50 points
above the spot closing of 11,032.45. The turnover on NSE’s Futures and
Options segment rose to Rs. 27,72,449.26 crore on Aug 8, 2019,
compared with Rs. 15,34,441.36 crore on Aug 7, 2019.
• The Put-Call ratio stood at 0.76 compared with the previous session’s
close of 0.83.
• The Nifty Put-Call ratio stood at 1.25 compared with the previous
session’s close of 0.98.
• Open interest on Nifty Futures stood at 20.68 million, compared with
the previous session’sclose of 20.81 million.
• Bond yields continued to increase on account of ambiguity over future
policy rate cuts, both in terms of quantum and timing, after the rate-
cutting panel trimmed policy rates in its latest meet. The RBI governor
said future rate cuts would be data driven.
• Yield on the 10-year benchmark paper (7.26% GS 2029) rose 3 bps to
close at 6.40% compared with the previous close of 6.37% after trading
in a range of 6.36% to 6.41%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 5,444 crore (gross) on Aug 8, 2019 compared
with borrowings of Rs. 3,504 crore (gross) on Aug 7, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window
stood at Rs. 8,863 crore on Aug 7, 2019.
• Banks borrowed Rs. 50 crore under the central bank’s Marginal
Standing Facility on Aug 7, 2019 compared with borrowings of Rs. 1,350
crore on Aug 6, 2019.
• The rupee strengthened against the greenback following gains in the
domestic equity market and selling of the greenback by foreign banks.
• The euro fell against the greenback after Italian Deputy Prime Minister
indicated dissonance in the present government and added that the
only way forward was to conduct new elections.
• Gold prices fell as market participants preferred to book profits after
the bullion surged to a more than six-year high.
• Brent crude prices rose amid reports that Saudi Arabia is planning
keeping oil exports below 7 million barrels per day in Aug 2019 and Sep
2019 in order to bring back balance in the oil market.
• Labor Department report said first-time claims for U.S. unemployment
benefits unexpectedly showed a modest decrease in the week ended
Aug 3, 2019. Initial jobless claims dipped to 209,000, a decrease of 8,000
from the previous week's revised level of 217,000.
• A Commerce Department report showed wholesale inventories in the
U.S. were unchanged in Jun 2019 after climbing by 0.4% in May 2019.
• Government data showed China's exports rose in Jul 2019, against
expectations of a decline. Exports grew 3.3% YoY after a 1.3% fall in Jun
2019. Imports dropped 5.6% annually after a 7.3% slump in the previous