FII Derivative Trade Statistics 18-Jul
(Rs Cr) Buy
Index Futures 2267.07 2642.92 25380.99
Index Options 67224.13 66571.86 67628.57
Stock Futures 12754.66 12486.05 80897.25
Stock Options 8807.35 8803.20 7650.41
Total 91053.21 90504.03 181557.22
Put Call Ratio (OI) 1.65 1.68 -0.03
Indian Debt Market
Put Call Ratio(Vol) 1.22 1.04 0.18
18-Jul Wk. Ago Mth. Ago
Call Rate 6.14% 6.17% 6.17% 6.07%
CBLO 6.22% 6.25% 6.18% 6.18%
Repo 6.25% 6.25% 6.25% 6.25%
Reverse Repo 6.00% 6.00% 6.00% 6.00%
91 Day T-Bill 6.54% 6.52% 6.41% 6.11%
364 Day T-Bill 7.21% 7.20% 7.06% 6.35%
10 Year Gilt 7.75% 7.87% 7.88% 6.46%
G-Sec Vol. (Rs.Cr) 36816 20274 30799 39867
Currency Market Update
FBIL MIBOR 6.30% 6.30% 6.25% 6.25%
3 Month CP Rate 7.65% 7.55% 7.60% 6.54%
5 Year Corp Bond 8.73% 8.84% 8.78% 7.43%
1 Month CD Rate 6.48% 6.40% 6.78% 6.25%
3 Month CD Rate 7.06% 6.97% 7.06% 6.26%
1 Year CD Rate 8.00% 7.98% 8.07% 6.60%
Commodity Market Update
Currency 18-Jul Prev_Day
USD/INR 68.57 68.30 0.27
GBP/INR 89.73 90.52 -0.79
EURO/INR 79.74 80.10 -0.36
JPY/INR 0.61 0.61 0.00
Commodity 18-Jul Wk Ago Mth. Ago
NYMEX Crude($/bl) 68.73 70.42 65.91 46.35
Brent Crude($/bl) 69.61 74.96 74.34 47.86
Gold( $/oz) 1226 1242 1278 1242
Gold(Rs./10 gm) 29729 30403 30693 28188
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty July 2018 Futures were at 10,978.6, a discount of 1.85 points,
below the spot closing of 10,980.45. The turnover on NSE’s Futures and
Options segment went up to Rs. 11,96,439.43 crore on Jul 18 from Rs.
7,46,544.77 crore on Jul 17.
• The Put-Call ratio stood at 0.99 against previous session’s close of
• The Nifty Put-Call ratio stood at 1.65 against the previous session’s
close of 1.68.
• Open interest on Nifty Futures stood at 26.64 million as against the
previous session’s close at 26.82 million.
• Bond yields remained steady as profits taken by market participants
nullified early gains that was led by the Central Bank’s declaration of
• Yield on the 10-year benchmark paper (7.17% GS 2028) remained
unchanged to close at 7.75% as against its previous close. During the
session, bond yields traded in the range of 7.71% and 7.76%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,873 crore (gross) on Jul 18, compared with
Rs. 4,158 crore (gross) borrowed on Jul 17. Sale of securities under the
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 11,570
crore on Jul 17.
• Banks borrowed Rs. 245 crore under the central bank’s Marginal
Standing Facility on Jul 17 compared with borrowing of Rs. 925 crore on
• The rupee tumbled to a one-week low against the greenback after the
U.S. Federal Chief gave signals that the central bank would continue
raising interest rates, which could further pressurize the Indian currency.
The rupee fell 0.25% to close at 68.62 compared with the previous close
• The euro fell for the second straight day against the greenback after
the U.S. Federal Chief indicated that the central bank was on track to
steadily hike interest rates. Euro was last seen trading at $1.1619, down
0.34% from the previous close of $1.1659.
• Gold prices traded lower as greenback gained against the euro
following U.S. Federal Reserve Chairman’s comments that increased the
possibility of gradual rate hike by the Central Bank.
• Brent Crude prices traded lower after a rise in U.S. crude inventories
indicated increase in global supply.
• According to data from the Commerce Department, U.S. housing starts
pulled back more than expected in Jun 2018. Housing starts fell 12.3% to
an annual rate of 1.173 million. This comes after the county had
reported a steep increase in new residential construction in May.
• The Federal Reserve chairman repeated in his testimony that a gradual
increase in interest rates is the best option for the future. The chairman
gave an optimistic valuation of the U.S. economy.
• As per data from National Association of Home Builders, homebuilder
confidence was steady in Jul 2018, in line with expectations. The
NAHB/Wells Fargo Housing Market Index was unchanged in Jul and had
dropped to 68 in Jun 2018.