FII Derivative Trade Statistics 17-Jul
(Rs Cr) Buy
Index Futures 2530.04 1934.93 24213.64
Index Options 50892.25 49192.22 65196.18
Stock Futures 12709.00 13173.88 80011.29
Stock Options 9880.55 9950.89 7049.06
Total 76011.84 74251.92 176470.17
Put Call Ratio (OI) 1.68 1.62 0.06
Indian Debt Market
Put Call Ratio(Vol) 1.04 1.13 -0.09
17-Jul Wk. Ago Mth. Ago
Call Rate 6.12% 6.15% 6.10% 6.07%
CBLO 6.23% 6.24% 6.09% 6.17%
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% 6.40% 6.50% 6.18%
364 Day T-Bill 7.18% 7.11% 7.05% 6.28%
10 Year Gilt 7.75% 7.90% 7.89% 6.46%
G-Sec Vol. (Rs.Cr) 53995 15049 28561 39571
Currency Market Update
FBIL MIBOR 6.30% 6.26% 6.24% 6.25%
3 Month CP Rate 7.65% 7.15% 7.65% 6.58%
5 Year Corp Bond 8.71% 8.86% 8.78% 7.44%
1 Month CD Rate 6.50% 6.32% 7.00% 6.26%
3 Month CD Rate 7.05% 6.77% 7.04% 6.30%
1 Year CD Rate 7.98% 8.10% 8.46% 6.59%
Commodity Market Update
Currency 17-Jul Prev_Day
USD/INR 68.30 68.59 -0.29
GBP/INR 90.52 90.85 -0.33
EURO/INR 80.10 80.25 -0.15
JPY/INR 0.61 0.61 0.00
Commodity 17-Jul Wk Ago Mth. Ago
NYMEX Crude($/bl) 67.98 74.06 65.01 45.97
Brent Crude($/bl) 70.31 77.41 71.11 47.70
Gold( $/oz) 1227 1255 1279 1234
Gold(Rs./10 gm) 30044 30399 31068 28036
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty July 2018 Futures were at 11023.75, a premium of 15.70 points,
above the spot closing of 11,008.05. The turnover on NSE’s Futures and
Options segment went down to Rs. 7,46,544.77 crore on Jul 17 from Rs.
5,79,798.56 crore on Jul 16.
• The Put-Call ratio stood at 0.93 against previous session’s close of
• The Nifty Put-Call ratio stood at 1.68 against the previous session’s
close of 1.62.
• Open interest on Nifty Futures stood at 26.82 million as against the
previous session’s close at 26.13 million.
• Bond yields declined after two straight days of increase as global crude
oil prices fell and alleviated concerns of rise in domestic inflationary
pressures to some extent.
• Yield on the 10-year benchmark paper (7.17% GS 2028) fell 5 bps to
close at 7.75% as against its previous close of 7.80%. During the session,
bond yields traded in the range of 7.73% and 7.79%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 4,158 crore (gross) on Jul 17, compared with
Rs. 13,468 crore (gross) borrowed on Jul 16. Sale of securities under the
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 8,579
crore on Jul 16.
• Banks borrowed Rs. 925 crore under the central bank’s Marginal
Standing Facility on Jul 16 compared with borrowing of Rs. 115 crore on
• The rupee rose against the greenback following decline in crude oil
prices. Gains were extended as market participants awaited the U.S.
Federal Chief’s testimony on the economy and monetary policy.
• The euro fell against the greenback as concerns over the trade dispute
rose, weighing on investor sentiments. Market participants were also
cautious ahead of U.S. Federal Chief’s testimony that will provide clues
on the interest rates changes and U.S. economy’s momentum.
• Gold prices traded lower as greenback gained against the euro.
• Brent Crude prices traded lower as worries eased over supply
disruptions. According to the U.S. Energy Information Administration,
production from seven major U.S. shale oil formations is expected to
rise by 143,000 barrels per day (bpd) to 7.47 million bpd in Aug 2018.
• Data from Office for National Statistics showed Britain's employment
level set a new record in Mar to May 2018. Employment grew to 32.399
million, a rise of 137,000 sequentially. Unemployment remained
unchanged and pay growth eased to its lowest level in six months.
• According to data from Istat, Italy's consumer price inflation rose less
than expected in Jun 2018 at 1.3% YoY. But it was faster than the 1.0%
rise in May. Inflation increased because of higher prices of unregulated
energy and food products. Core inflation excluding energy and
unprocessed food was stable at 0.8%.
• Data from Istat showed Italy's industrial orders recovered in May 2018
and sales grew at a faster pace. Industrial orders increased a seasonally
adjusted 3.6% MoM in May, against a 0.6% fall in Apr 2018.