FIIDerivativeTradeStatistics 12 ‐Jul
(RsCr) Buy Sell OpenInt.
IndexFutures 2690.24 1982.17 23057.82
IndexOptions 63954.49 64583.36 57401.04
StockFutures 13150.58 12384.20 80249.06
StockOptions 9046.08 9112.86 5988.62
Total 88841.39 88062.59 166696.54
12‐Jul Prev_Day Change
PutCallRatio(OI) 1.73 1.67 0.06
PutCallRatio(Vol) 1.02 1.12 ‐0.10
12‐Jul Wk.Ago Mth.Ago YearAgo
CallRate 6.14% 6.07% 6.10% 6.05%
CBLO 6.23% 5.92% 6.12% 6.17%
Repo 6.25% 6.25% 6.25% 6.25%
ReverseRepo 6.00% 6.00% 6.00% 6.00%
91DayT‐Bill 6.53% 6.30% 6.53% 6.20%
364DayT‐Bill 7.19% 7.16% 6.98% 6.31%
10YearGilt 7.78% 7.90% 7.97% 6.46%
G‐SecVol.(Rs.Cr) 34222 15639 21448 75720
FBILMIBOR 6.30% 6.25% 6.21% 6.25%
3MonthCPRate 7.55% 7.20% 7.75% 6.65%
5YearCorpBond 8.78% 8.89% 8.79% 7.46%
1MonthCDRate 6.46% 6.30% 7.07% 6.28%
3MonthCDRate 6.98% 6.94% 7.17% 6.31%
1YearCDRate 7.99% 8.15% 8.40% 6.66%
Currency 12‐Jul Prev_Day Change
USD/INR 68.63 68.83 ‐0.20
GBP/INR 90.67 91.35 ‐0.67
EURO/INR 80.17 80.79 ‐0.63
JPY/INR 0.61 0.62 ‐0.01
Commodity 12‐Jul WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 70.23 73.00 66.38 45.43
BrentCrude($/bl) 71.80 76.68 73. 95 46.67
Gold($/oz) 1247 1257 1296 1220
Gold(Rs./10gm) 30147 30467 30858 27878
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• Though investors awaited consumer price inflation for Jun 2018
scheduled post market hours on Jul 12, bond yields fell following
significant decline in the global crude oil prices.
•Yieldonthe10‐y ear benchmark paper (7.17% GS 2028) fell 9 bps to
close at 7.78% as against its previous close of 7.87%. During the session,
bond yields traded in the range of 7.78% and 7.84%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 6,143 crore (gross) on Jul 12, compared with
Rs. 6,646 crore (gross) borrowed on Jul 11. Sale of securities under the
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 6,878
crore on Jul 11.
• Banks borrowed Rs. 420 crore under the central bank’s Marginal
Standing Facility on Jul 11 compared with borrowing of Rs. 3,327 crore
on Jul 10.
• Data from the U.S. Labour Department showed that the growth in
consumer price index in U.S. inched up to 0.1% in Jun after growing by
0.2% in May. Food prices grew 0. 2% i n Jun after remaining unchanged in
the previous month while energy prices fell 0.3% in Jun after growing
0.9% in May.
• Data from the U.S. Labour Department showed that initial jobless
claims for the week ended Jul 7 fell 18,000 to 214,000 from the previous
week's revised level of 232,000 (231,000 originally reported for the
• Nifty July 2018 Futures were at 11,016.25, a discount o f 6.95 points,
below the spot closing of 11,023.20. The turnover on NSE’s Futures and
Options segment went up t o Rs. 17,06,179.09 crore on Jul 12 from Rs.
7,90,508.41 crore on Jul 11.
•ThePut‐Call ratio stood unchanged at 0.96 against previous session’s
close of 0.94.
• The Nifty Put‐Call ratio stood at 1.73 against the previous session’s
close of 1.67.
• Open interest on Nifty Futures stood at 26.66 million as against the
previous session’s close at 25.67 million.
• The rupee rose for second consecutive day against the greenbac
following decline in global crude oil prices and gains in domestic equit
• The euro rose against the greenback following less than expected rise in
U.S. consumer price inflation for Jun 2018. However, rise in global equit
market boosted investor’s appetite for greenback thereby restricting the
gains of the common bloc currency.
• Gold prices gained on concerns over escalating trade tensions between
U.S. and China
• Brent crude prices plunged on news that the Libya's National Oil Corp
would reopen its four export oil terminals.