FII Derivative Trade Statistics 23-Jul
(Rs Cr) Buy
Index Futures 8247.78 9333.90 18708.60
Index Options 193669.93 193110.82 47519.97
Stock Futures 27816.82 27098.90 90532.65
Stock Options 7664.37 7669.52 4370.63
Total 237398.90 237213.14 161131.85
Put Call Ratio (OI) 1.06 1.01 0.05
Indian Debt Market
Put Call Ratio(Vol) 0.84 0.77 0.07
23-Jul Wk. Ago Mth. Ago
Call Rate 5.58% 5.54% 5.78% 6.23%
T-Repo 5.55% 5.50% 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 5.72% 5.75% 5.93% 6.60%
364 Day T-Bill 5.93% 6.01% 6.03% 7.21%
10 Year Gilt 6.46% 6.43% 6.86% 7.81%
G-Sec Vol. (Rs.Cr) 49145 126301 68502 23443
Currency Market Update
FBIL MIBOR* 5.80% 5.75% 5.90% 6.21%
3 Month CP Rate 6.30% 6.35% 6.95% 7.75%
5 Year Corp Bond 7.74% 7.68% 8.05% 8.75%
1 Month CD Rate 5.90% 5.81% 5.99% 6.63%
3 Month CD Rate 6.28% 6.06% 6.36% 6.99%
1 Year CD Rate 7.02% 6.81% 7.17% 7.95%
Commodity Market Update
Currency 23-Jul Prev_Day
USD/INR 68.99 69.02 -0.03
GBP/INR 85.93 86.30 -0.36
EURO/INR 77.21 77.42 -0.22
JPY/INR 0.64 0.64 0.00
Commodity 23-Jul Wk Ago Mth. Ago
NYMEX Crude($/bl) 56.55 57.41 57.30 67.85
Brent Crude($/bl) 62.47 65.46 67.43 73.73
Gold( $/oz) 1417 1406 1399 1224
Gold(Rs./10 gm) 34852 34583 33909 29948
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Nifty Jul 2019 Futures stood at 11,333.80, a premium of 2.75 points,
above the spot closing of 11,331.05. The turnover on NSE’s Futures and
Options segment rose to Rs. 12,25,915.78 crore on Jul 23, 2019,
compared with Rs. 10,63,981.45 crore on Jul 22, 2019.
• The Put-Call ratio stood at 0.84 compared with the previous session’s
close of 0.81.
• The Nifty Put-Call ratio stood at 1.06 compared with the previous
session’s close of 1.01.
• Open interest on Nifty Futures stood at 21.34 million, compared with
the previous session’s close of 20.27 million.
• Bond yield continued to rise following the central bank governor’s
comment, which dented hopes of steep policy rate cuts. He said that
future interest rate movement would be driven by data, which
dampened investor sentiments.
• Yield on the 10-year benchmark paper (7.26% GS 2029) rose 4 bps at
6.46% compared with the previous close of 6.42% after trading in a range
of 6.41% to 6.48%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,604 crore (gross) on Jul 23, 2019 compared
with Rs. 3,632 crore (gross) borrowed on Jul 22, 2019. Sale of securities
under RBI's reverse repo window stood at Rs. 15,261 crore on Jul 22,
• Banks borrowed Rs. 1,800 crore under the central bank’s Marginal
Standing Facility on Jul 22, 2019 compared with borrowings of Rs. 1,151
crore on Jul 19, 2019.
• The Indian rupee closed almost steady as greenback sales by
corporates was offset by the impact of strength in dollar. The rupee
closed at 68.94 a dollar, down 0.04% compared with the previous close
• The euro weakened against the dollar after U.S President and U.S.
lawmakers entered a two-year deal that raises limits on government
borrowing. The euro closed at 1.1145, down 0.05% compared with the
previous close of 1.1151.
• Gold prices fell on the back of a strong dollar after the International
Monetary Fund raised its growth forecasts for U.S. in 2019.
• Brent crude rose on expectations that crude supplies by the U.S. will
• As the U.S.-China trade conflict continues, the International Monetary
Fund (IMF) has again cut its prediction for worldwide financial
development, with Brexit continuing to worry and inflation muted. In
2019, the global economy is expected to grow by 3.2%. The revised
figure for economic growth is 0.1 percentage points smaller than the
IMF's Apr 2019 prediction and 0.3 percentage points lower than the
estimate at the beginning of the year.
• The National Association of Realtors (NAR) said in a report that U.S.
existing home sales pulled back by much more than anticipated in Jun
2019. NAR said existing home sales tumbled by 1.7% to annual rate of
5.27 million in Jun after soaring by 2.9% to an upwardly revised rate of
5.36 million in May 2019.