FII Derivative Trade Statistics 19-Jul
(Rs Cr) Buy
Index Futures 4011.75 2643.91 21200.80
Index Options 227948.39 227347.72 43665.47
Stock Futures 12468.20 13171.99 89202.46
Stock Options 6594.03 6705.71 4533.69
Total 251022.37 249869.33 158602.42
Put Call Ratio (OI) 1.05 1.04 0.01
Indian Debt Market
Put Call Ratio(Vol) 0.85 0.87 -0.02
19-Jul Wk. Ago Mth. Ago
Call Rate 5.70% 5.63% 5.80% 6.13%
T-Repo 5.70% 5.56% 5.62% NA
Repo 5.75% 5.75% 5.75% 6.25%
Reverse Repo 5.50% 5.50% 5.50% 6.00%
91 Day T-Bill 5.64% 5.75% 5.90% 6.55%
364 Day T-Bill 5.89% 6.02% 6.10% 7.20%
10 Year Gilt 6.36% 6.49% 6.84% 7.79%
G-Sec Vol. (Rs.Cr) 57810 92831 72663 31971
Currency Market Update
FBIL MIBOR 5.70% 5.90% 5.86% 6.30%
3 Month CP Rate 6.35% 6.80% 6.85% 7.55%
5 Year Corp Bond 7.63% 7.77% 7.99% 8.74%
1 Month CD Rate 5.85% 5.93% 6.01% 6.46%
3 Month CD Rate 6.56% 6.08% 6.30% 7.07%
1 Year CD Rate 6.78% 6.85% 7.18% 7.97%
Commodity Market Update
Currency 19-Jul Prev_Day
USD/INR 68.82 68.88 -0.05
GBP/INR 86.22 85.72 0.51
EURO/INR 77.52 77.44 0.08
JPY/INR 0.64 0.64 0.00
Commodity 19-Jul Wk Ago Mth. Ago
NYMEX Crude($/bl) 55.39 59.96 53.69 69.37
Brent Crude($/bl) 61.18 67.14 64.29 71.03
Gold( $/oz) 1425 1415 1360 1222
Gold(Rs./10 gm) 35091 34407 32850 29742
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty Jul 2019 Futures stood at 11,421.85, a premium of 2.60 points,
above the spot closing of 11,419.25. The turnover on NSE’s Futures and
Options segment declined to Rs. 11,25,854.80 crore on Jul 19, 2019,
compared with Rs. 19,47,253.75 crore on Jul 18, 2019.
• The Put-Call ratio stood at 0.94 compared with the previous session’s
close of 0.81.
• The Nifty Put-Call ratio stood at 1.05 compared with the previous
session’s close of 1.04.
• Open interest on Nifty Futures stood at 20.27 million, compared with
the previous session’s close of 20.33 million.
• Bond yield eased on hopes of deep rate cuts by the Monetary Policy
Committee in the next policy meeting. Optimism on rate cuts
strengthened particularly after the release of the retail inflation data,
which came in before the central bank’s target rate.
• Yield on the 10-year benchmark paper (7.26% GS 2029) declined 3 bps
at 6.36% compared with the previous close of 6.39% after trading in a
range of 6.34% to 6.39%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 12,339 crore (gross) on Jul 19, 2019 compared
with Rs. 3,593 crore (gross) borrowed on Jul 18, 2019. Sale of securities
under Reserve Bank of India’s (RBI) reverse repo window stood at Rs.
17,898 crore on Jul 18, 2019.
• Banks borrowed Rs. 100 crore under the central bank’s Marginal
Standing Facility on Jul 18, 2019 compared with borrowings of Rs. 125
crore on Jul 17, 2019.
• The Indian rupee appreciated on optimism of deep rate cuts by the
U.S. Federal Reserve as this would result in inflows in the local market.
The rupee closed at 68.80 a dollar compared with the previous close
• The euro weakened against the dollar on strengthening speculations
of policy rate cut by the European Central Bank in the upcoming week.
The euro closed at 1.1222 compared with the previous close of 1.275.
• Gold prices were above the $1,430-mark with rising U.S.-Iran tension
after U.S. Navy downed an Iranian drone.
• Brent crude prices surged following the downing of Iranian drone by
the American military in the Strait of Hormuz. This aggravated U.S.-Iran
• According to a preliminary report from the University of Michigan, U.S.
consumer sentiment index edged up to 98.4 in Jul 2019 as against the
final reading of 98.2 in Jun 2019. Index of consumer expectations grew
to 90.1 in Jul from 89.3 in Jun. However, current economic conditions
index fell to 111.1 in Jul from 111.9 in Jun.
• The Office for National Statistics said U.K. public sector net borrowing,
excluding public sector banks, rose by GBP 3.8 billion from the previous
year to GBP 7.2 billion, which is the highest Jun borrowing since 2015.