FII Derivative Trade Statistics 15-Jul
(Rs Cr) Buy
Index Futures 2810.31 2639.37 20067.81
Index Options 140532.49 139830.14 43779.97
Stock Futures 10823.52 10527.50 86875.68
Stock Options 5690.08 5699.82 4041.85
Total 159856.40 158696.83 154765.31
Put Call Ratio (OI) 1.20 1.15 0.05
Indian Debt Market
Put Call Ratio(Vol) 0.88 0.87 0.00
15-Jul Wk. Ago Mth. Ago
Call Rate 5.59% 5.65% 5.83% 6.16%
T-Repo 5.54% 5.68% 5.66% NA
Repo 5.75% 5.75% 5.75% 6.25%
Reverse Repo 5.50% 5.50% 5.50% 6.00%
91 Day T-Bill 5.75% 5.80% 5.98% 6.53%
364 Day T-Bill 5.98% 6.01% 6.10% 7.19%
10 Year Gilt 6.43% 6.56% 6.92% 7.79%
G-Sec Vol. (Rs.Cr) 67833 102561 92107 37952
Currency Market Update
FBIL MIBOR* 5.85% 5.69% 5.80% 6.30%
3 Month CP Rate 6.50% 6.85% 6.70% 7.55%
5 Year Corp Bond 7.74% 7.83% 8.04% 8.76%
1 Month CD Rate 5.91% 5.93% 6.03% 6.38%
3 Month CD Rate 6.05% 6.15% 6.33% 6.98%
1 Year CD Rate 6.80% 7.39% 7.15% 7.99%
Commodity Market Update
Currency 15-Jul Prev_Day
USD/INR 68.58 68.59 0.00
GBP/INR 86.20 86.01 0.19
EURO/INR 77.31 77.29 0.01
JPY/INR 0.63 0.63 0.00
Commodity 15-Jul Wk Ago Mth. Ago
NYMEX Crude($/bl) 59.27 57.32 52.42 70.98
Brent Crude($/bl) 67.15 65.48 64.57 73.80
Gold( $/oz) 1414 1395 1341 1241
Gold(Rs./10 gm) 34558 34437 33061 30080
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Nifty Jul 2019 Futures stood at 11,579.20, a discount of 9.15 points,
below the spot closing of 11,588.35. The turnover on NSE’s Futures and
Options segment rose to Rs. 7,72,192.42 crore on Jul 15, 2019, compared
with Rs. 7,56,685.48 crore on Jul 12, 2019.
• The Put-Call ratio stood at 0.89 compared with the previous session’s
close of 0.87.
• The Nifty Put-Call ratio stood at 1.20 compared with the previous
session’s close of 1.15.
• Open interest on Nifty Futures stood at 19.89 million, compared with
the previous session’s close of 20.07 million.
• Bond yield eased as rate cut speculations firmed after the release of
the country’s core inflation reading, which lowered to 4.10% in Jun 2019
from 4.20% in the prior month. The retail inflation rate stood at 3.18%,
below the central bank’s target of 4%.
• Yield on the 10-year benchmark paper (7.26% GS 2029) declined 6 bps
at 6.43% compared with the previous close of 6.49% after trading in a
range of 6.43% to 6.48%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,629 crore (gross) on Jul 15, 2019 compared
with Rs. 3,632 crore (gross) borrowed on Jul 12, 2019. Sale of securities
under Reserve Bank of India’s (RBI) reverse repo window stood at Rs.
32,308 crore on Jul 12, 2019.
• Banks borrowed Rs. 1,200 crore under the central bank’s Marginal
Standing Facility on Jul 12, 2019 compared with borrowings of Rs. 1,100
crore on Jul 11, 2019.
• The Indian rupee appreciated on possible inflows of foreign funds in
the domestic debt market. The overall market sentiment was high as
core inflation eased for Jun 2019, which firmed rate cut bets. The rupee
closed at 68.54 a dollar compared with the previous close 68.68.
• The euro gained as industrial production improved 0.9% in the
eurozone for May 2019. The euro was last seen trading at 1.1274, up
0.04% compared with the previous close of 1.1269.
• Gold prices stood firm following the release of Chinese GDP growth,
which came in lowest in the past 27 years.
• Brent crude prices rose marginally with China’s encouraging factory
output and retail sales data for Jun 2019.
• Preliminary estimates from the National Bureau of Statistics showed
gross domestic product expanded 6.2% YoY in the second quarter,
slower than the 6.4% growth registered a quarter ago. This is the
country’s slowest pace in 27 years in the second quarter, emphasizing
the need for measures to stimulate domestic consumption and
investment amid escalating trade disputes with the U.S.
• Data from property website Rightmove showed U.K. house prices
declined for the first time in Jul 2019. House prices decreased 0.2% MoM
in Jul, following a 0.3% rise in Jun 2019. On a yearly basis, house prices
dropped 0.2% as Brexit uncertainty continued to weigh on buyers'