FII Derivative Trade Statistics 20-Jul
(Rs Cr) Buy
Index Futures 4366.31 3286.64 25967.91
Index Options 129161.99 127520.10 74382.52
Stock Futures 13467.18 13356.84 79721.58
Stock Options 10138.91 10041.99 8320.03
Total 157134.39 154205.57 188392.04
Put Call Ratio (OI) 1.71 1.64 0.07
Indian Debt Market
Put Call Ratio(Vol) 0.95 1.07 -0.12
20-Jul Wk. Ago Mth. Ago
Call Rate 6.20% 6.16% 6.24% 6.05%
CBLO 5.78% 6.23% 6.28% 6.16%
Repo 6.25% 6.25% 6.25% 6.25%
Reverse Repo 6.00% 6.00% 6.00% 6.00%
91 Day T-Bill 6.58% 6.53% 6.44% 6.10%
364 Day T-Bill 7.21% 7.19% 7.07% 6.21%
10 Year Gilt 7.79% 7.79% 7.83% 6.45%
G-Sec Vol. (Rs.Cr) 21859 37952 27777 32732
Currency Market Update
FBIL MIBOR 6.21% 6.29% 6.30% 6.25%
3 Month CP Rate 7.55% 7.55% 7.55% 6.56%
5 Year Corp Bond 8.72% 8.76% 8.71% 7.42%
1 Month CD Rate 6.62% 6.38% 6.86% 6.22%
3 Month CD Rate 6.97% 6.98% 6.89% 6.27%
1 Year CD Rate 7.98% 7.99% 8.10% 6.52%
Commodity Market Update
Currency 20-Jul Prev_Day
USD/INR 68.85 68.83 0.01
GBP/INR 89.67 89.93 -0.26
EURO/INR 80.31 80.12 0.20
JPY/INR 0.61 0.61 0.00
Commodity 20-Jul Wk Ago Mth. Ago
NYMEX Crude($/bl) 70.26 70.98 65.92 46.68
Brent Crude($/bl) 71.83 73.80 73.59 48.13
Gold( $/oz) 1231 1241 1268 1244
Gold(Rs./10 gm) 29849 30080 30589 28165
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty July 2018 Futures were at 11,024.85, a premium of 14.65 points,
above the spot closing of 11,010.20. The turnover on NSE’s Futures and
Options segment went down to Rs. 5,24,534.82 crore on Jul 20 from Rs.
18,20,233.69 crore on Jul 19.
• The Put-Call ratio stood at 0.79 against previous session’s close of 0.80.
• The Nifty Put-Call ratio stood at 1.71 against the previous session’s
close of 1.64.
• Open interest on Nifty Futures stood at 27.99 million as against the
previous session’s close at 26.76 million.
• Bond yields remained unchanged as investors preferred to stay on
sidelines ahead of Monetary Policy Committee scheduled on Aug 1. No
major trigger in the market also led to subdued bond market activity.
• Yield on the 10-year benchmark paper (7.17% GS 2028) remained
unchanged to close at 7.79% as against its previous close. During the
session, bond yields traded in the range of 7.77% and 7.80%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 16,381 crore (gross) on Jul 20, compared with
Rs. 3,796 crore (gross) borrowed on Jul 19. Sale of securities under the
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 10,480
crore on Jul 19.
• Banks borrowed Rs. 73 crore under the central bank’s Marginal
Standing Facility on Jul 19 compared with borrowing of Rs. 70 crore on
• The rupee fell initially against the greenback following persistent
weakness in the Chinese yuan due to escalation in trade tensions
between U.S. and China. However, the trend reversed due to
intervention by the Reserve Bank of India.
• The euro rose against the greenback after the U.S. President expressed
concerns regarding the strength of the greenback and the recent
increase in interest rates by the U.S. Federal Reserve.
• Gold prices gained on weaker dollar against the euro. Meanwhile, the
U.S. President has raised his concerns over the rate hike decision of the
U.S. Federal Reserve (Fed).
• Brent crude prices inched down on concerns over the ongoing trade
tensions between U.S. and China.
• Eurostat data showed deficit of euro area government continues to
decrease in the first quarter. The decline came as revenue went up and
expenditure fell. General government deficit to GDP decreased to 0.1%
from 0.6% in the fourth quarter. Government revenue increased to
46.3% of GDP from 46.1%. Expenditure decreased to 46.4% against
46.8% in the previous quarter.
• European Central Bank data showed euro area current account surplus
decreased in May 2018 to a seasonally adjusted EUR 22.44 billion
against EUR 29.55 billion in Apr 2018. This level is lowest since Mar
2015. Goods and services trade surplus declined to EUR 21 billion and
EUR 8 billion, respectively.