FII Derivative Trade Statistics 04-Jul
(Rs Cr) Buy
Index Futures 1579.53 1572.16 16303.19
Index Options 181834.54 182077.87 36861.19
Stock Futures 8859.49 8398.04 84540.26
Stock Options 3038.75 3025.68 2523.85
Total 195312.31 195073.75 140228.49
Put Call Ratio (OI) 1.43 1.39 0.04
Indian Debt Market
Put Call Ratio(Vol) 0.98 0.95 0.04
04-Jul Wk. Ago Mth. Ago
Call Rate 5.67% 5.73% 5.87% 6.09%
T-Repo 5.46% 5.47% 5.79% NA
Repo 5.75% 5.75% 6.00% 6.25%
Reverse Repo 5.50% 5.50% 5.75% 6.00%
91 Day T-Bill 5.95% 5.97% 6.05% 6.46%
364 Day T-Bill 6.09% 6.13% 6.16% 7.14%
10 Year Gilt 6.75% 6.90% 7.02% 7.85%
G-Sec Vol. (Rs.Cr) 87530 70107 44224 32259
Currency Market Update
FBIL MIBOR* 5.90% 5.90% 6.00% 6.25%
3 Month CP Rate 6.90% 7.00% 6.75% 7.20%
5 Year Corp Bond 7.94% 8.10% 8.01% 8.83%
1 Month CD Rate 5.81% 6.24% 6.15% 6.54%
3 Month CD Rate 6.35% 6.51% 6.43% 7.12%
1 Year CD Rate 7.69% 7.18% 7.16% 8.14%
Commodity Market Update
Currency 04-Jul Prev_Day
USD/INR 68.85 68.88 -0.02
GBP/INR 86.57 86.61 -0.04
EURO/INR 77.69 77.73 -0.04
JPY/INR 0.64 0.64 0.00
Commodity 04-Jul Wk Ago Mth. Ago
NYMEX Crude($/bl) Closed 59.15 53.45 74.14
Brent Crude($/bl) 64.21 68.22 65.00 76.58
Gold( $/oz) 1415 1409 1325 1256
Gold(Rs./10 gm) 34134 33849 32407 30510
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Nifty Jul 2019 Futures stood at 11,979.65, a premium of 32.90 points,
above the spot closing of 11,946.75. The turnover on NSE’s Futures and
Options segment increased to Rs. 19,71,511.37 crore on Jul 4, 2019,
compared with Rs. 9,80,052.00 crore on Jul 3, 2019.
• The Put-Call ratio stood at 0.94 compared with the previous session’s
close of 0.91.
• The Nifty Put-Call ratio stood at 1.43 compared with the previous
session’s close of 1.39.
• Open interest on Nifty Futures stood at 19.38 million, compared with
the previous session’s close of 19.31.
• Bond yield declined after worries over widening fiscal deficit
alleviated. In addition, government official’s remark on borrowings from
overseas market raised expectations of foreign fund inflow and lifted
the market sentiment.
• Yield on the 10-year benchmark paper (7.26% GS 2029) declined 8 bps
to 6.75% compared with the previous close of 6.83% after trading in a
range of 6.75% to 6.85%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,497 crore (gross) on Jul 4, 2019, compared
with Rs. 3,467 crore (gross) as on Jul 3, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 18,053
crore on Jul 3, 2019.
• Banks borrowed Rs. 340 crore under the central bank’s Marginal
Standing Facility on Jul 3, 2019 compared with no borrowings on Jul 2,
• The Indian rupee appreciated against the dollar on optimism of
possible foreign funds inflow after a government official commented on
borrowings from overseas market. The rupee closed at 68.50 a dollar, up
0.60% compared with the previous close 68.91.
• The euro rose on dollar weakness with rising expectations of monetary
easing. However, the single currency remains under pressure following
the IMF Managing Director’s nomination as the chief of ECB since she is
considered a policy dove.
• Gold prices eased ahead of the U.S. job report, which will give an idea
on the U.S. Federal Reserve’s stance on policy rate cut.
• Brent crude prices remained below the $65 per barrel mark amid
indications of slowing demand from the U.S. Oil prices were last seen
trading at $64.80 per barrel.
• A report from the commerce department showed that U.S. trade
deficit widened to $55.5 billion in May 2019 from revised figure of $51.2
billion ($50.8 billion originally reported) in Apr 2019. The value of
imports grew 3.3% to $266.2 billion in Jun after declining to $257.6
billion in Apr. Exports grew 2% to $210.6 billion in May after falling to
$206.4 billion in Apr.
• A report from the Eurostat showed that eurozone’s retail sales
surprisingly fell 0.3% MoM in May as against a revised decline of 0.1% in
Apr. This marked the second consecutive decline. Retail sales growth
eased to 1.3% on yearly basis from revised growth of 1.8% in Apr.