FII Derivative Trade Statistics 09-Aug
(Rs Cr) Buy
Index Futures 4783.92 4514.02 20977.00
Index Options 464204.33 460490.35 51877.00
Stock Futures 13523.00 13160.15 90875.44
Stock Options 6062.39 6111.76 4376.95
Total 488573.64 484276.28 168106.39
Put Call Ratio (OI) 1.24 1.25 -0.01
Indian Debt Market
Put Call Ratio(Vol) 0.86 0.85 0.01
09-Aug Wk. Ago Mth. Ago
Call Rate 5.32% 5.60% 5.62% 6.38%
T-Repo 5.37% 5.58% 5.70% 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% 5.80% 6.03% 7.26%
10 Year Gilt 6.49% 6.35% 6.59% 7.75%
G-Sec Vol. (Rs.Cr) 52233 73832 56708 36452
Currency Market Update
FBIL MIBOR 5.40% 5.70% 5.79% 6.47%
3 Month CP Rate 5.85% 6.10% 6.80% 7.50%
5 Year Corp Bond 7.81% 7.79% 7.88% 8.61%
1 Month CD Rate 5.45% 5.64% 5.93% 6.63%
3 Month CD Rate 6.01% 6.09% 6.77% 7.12%
1 Year CD Rate 6.64% 6.79% 6.94% 7.95%
Commodity Market Update
Currency 09-Aug Prev_Day
USD/INR 70.52 70.85 -0.33
GBP/INR 85.61 86.15 -0.54
EURO/INR 78.91 79.39 -0.48
JPY/INR 0.67 0.67 0.00
Commodity 12-Aug Wk Ago Mth. Ago
NYMEX Crude($/bl) 54.93 54.58 59.96 67.56
Brent Crude($/bl) 56.27 58.46 67.14 70.19
Gold( $/oz) 1511 1464 1415 1211
Gold(Rs./10 gm)^ 37270 36289 34407 29477
Source: Thomson Reuters Eikon
^As on 09th Aug 2019
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Derivative Statistics- Nifty Options
• Nifty Aug 2019 Futures stood at 11,122.95, a premium of 13.30 points
above the spot closing of 11,109.65. The turnover on NSE’s Futures and
Options segment declined to Rs. 8,68,187.66 crore on Aug 9, 2019,
compared with Rs. 27,72,449.26 crore on Aug 8, 2019.
• The Put-Call ratio stood at 0.88 compared with the previous session’s
close of 0.76.
• The Nifty Put-Call ratio stood at 1.24 compared with the previous
session’s close of 1.25.
• Open interest on Nifty Futures stood at 20.15 million, compared with
the previous session’s close of 20.68 million.
• Bond yields continued to increase amid doubts over future policy rate
cuts, both in terms of quantum and timing. The rising geopolitical worries
over Jammu & Kashmir and depreciating local currency also weighed on
• Yield on the 10-year benchmark paper (7.26% GS 2029) rose 9 bps to
close at 6.49% compared with the previous close of 6.40% after trading in
a range of 6.40% to 6.52%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,779 crore (gross) on Aug 9, 2019 compared
with borrowings of Rs. 5,444 crore (gross) on Aug 8, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window stood
at Rs. 10,101 crore on Aug 8, 2019.
• Banks borrowed Rs. 1,900 crore under the central bank’s Marginal
Standing Facility on Aug 8, 2019 compared with borrowings of Rs. 50
crore on Aug 7, 2019.
• The rupee weakened against the greenback following dollar purchases
by foreign banks. The rupee closed at 70.80 a dollar, down 0.16%
compared with the previous close 70.69.
• The euro rose against the greenback as the latter came under pressure
on concerns that the prolonged trade war between U.S. and China may
adversely impact the growth of the U.S. economy. The euro was last seen
trading at 1.1212, up 0.12% compared with the previous close of 1.1198.
• Gold prices closed higher, supported by the commodity’s safe haven
appeal in the midst of the political unrest in Hong Kong.
• Brent crude prices remained under pressure amid concerns that a
prolonged U.S.-China trade war could weigh on global growth and dent
the already weak demand for oil.
• Office for National Statistics preliminary data showed U.K. merchandise
trade deficit narrowed more than expected in Jun 2019. Trade deficit fell
to GBP 7.01 billion from GBP 10.70 billion in May 2019. The total trade
balance swung to a surplus of GBP 1.78 billion from a GBP 2 billion deficit
• The National Bureau of Statistics reported China's consumer prices rose
marginally in Jul 2019 but producer prices decreased for the first time in
nearly three years. Consumer price inflation rose to 2.8% in Jul 2019 from
2.7% in Jun 2019. The rate was forecast to remain unchanged.