FII Derivative Trade Statistics 13-Jul
(Rs Cr) Buy
Index Futures 3455.15 2873.42 25084.93
Index Options 102392.32 99240.40 61718.61
Stock Futures 12590.82 11425.88 80976.43
Stock Options 9438.21 9490.62 6497.06
Total 127876.50 123030.32 174277.03
Put Call Ratio (OI) 1.79 1.73 0.06
Indian Debt Market
Put Call Ratio(Vol) 1.05 1.02 0.03
13-Jul Wk. Ago Mth. Ago
Call Rate 6.16% 6.15% 6.08% 6.05%
CBLO 6.23% 4.99% 6.14% 6.15%
Repo 6.25% 6.25% 6.25% 6.25%
Reverse Repo 6.00% 6.00% 6.00% 6.00%
91 Day T-Bill 6.53% 6.33% 6.43% 6.15%
364 Day T-Bill 7.19% 7.16% 7.02% 6.28%
10 Year Gilt 7.79% 7.87% 7.93% 6.46%
G-Sec Vol. (Rs.Cr) 37952 17580 27689 66625
Currency Market Update
FBIL MIBOR 6.29% 6.19% 6.25% 6.25%
3 Month CP Rate 7.55% 7.20% 7.75% 6.64%
5 Year Corp Bond 8.76% 8.86% 8.72% 7.44%
1 Month CD Rate 6.38% 6.30% 6.99% 6.26%
3 Month CD Rate 6.98% 7.00% 7.16% 6.30%
1 Year CD Rate 7.99% 8.12% 8.44% 6.61%
Commodity Market Update
Currency 13-Jul Prev_Day
USD/INR 68.41 68.63 -0.22
GBP/INR 90.07 90.67 -0.60
EURO/INR 79.76 80.17 -0.40
JPY/INR 0.61 0.61 0.00
Commodity 13-Jul Wk Ago Mth. Ago
NYMEX Crude($/bl) 70.98 73.73 66.63 46.01
Brent Crude($/bl) 73.80 74.57 74.16 47.74
Gold( $/oz) 1241 1254 1299 1217
Gold(Rs./10 gm) 30080 30540 30385 27936
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Bond yields rose after India’s consumer price inflation data surged to a
five-month high in Jun 2018. However, it was lower than market
expectations. Also, easing of index of industrial production data to a
seven-month low in May 2018 weighed on investors’ sentiment.
• Yield on the 10-year benchmark paper (7.17% GS 2028) rose 1 bps to
close at 7.79% as against its previous close of 7.78%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 6,928 crore (gross) on Jul 13, compared with
Rs. 6,143 crore (gross) borrowed on Jul 12. Sale of securities under the
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 10,860
crore on Jul 12.
• Banks borrowed Rs. 55 crore under the central bank’s Marginal
Standing Facility on Jul 12 compared with borrowing of Rs. 420 crore on
• According to data from Labor Department, U.S. import prices declined
0.4% in Jun 2018 as against upwardly revised 0.9% rise in May 2018. The
report also stated that export prices rose 0.3% in Jun as compared with
0.6% increase in May.
• According to data from Destatis, Germany’s wholesale price inflation
further increased by 3.4% YoY in Jun 2018 as against 2.9% increase in
May 2018. On monthly basis, wholesale prices of Germany rose 0.5% in
Jun from 0.8% increase in May.
• According to final data from the statistical office INE, Spain’s consumer
prices rose 2.3% YoY in Jun 2018 as compared with 2.1% rise in May
2018. However, core inflation slowed to 1% increase in Jun from 1.1%
rise in May.
• Nifty July 2018 Futures were at 11020, a premium of 1.10 points, above
the spot closing of 11,018.90. The turnover on NSE’s Futures and Options
segment went down to Rs. 5,58,122.26 crore on Jul 13 from Rs.
17,06,179.09 crore on Jul 12.
• The Put-Call ratio stood unchanged at 0.90 against previous session’s
close of 0.96.
• The Nifty Put-Call ratio stood at 1.79 against the previous session’s close
• India VIX moved down 1.47% to 12.3200 from 12.5050 in the previous
• The rupee inched up against the greenback following decline in global
crude oil prices. The rupee inched up 0.07% to close at 68.52 compared
to the previous close of 68.57.
• The euro inched up against the investor risk sentiment improved to
some extent after U.S. Treasury Secretary said that U.S. and China could
reopen trade talks, briefly easing concerns about the trade dispute . Euro
was last seen trading at $1.1676, up 0.04% from the previous close of
• Gold prices traded lower as greenback gained against the euro after
U.S. consumer price index inched up 0.1% in Jun 2018.
• Brent Crude prices traded higher after International Energy Agency
raised up its expectations for a shortage in crude supplies despite rise in
production from the OPEC.