FII Derivative Trade Statistics 07-Jun
(Rs Cr) Buy
Index Futures 4026.31 5499.57 21166.51
Index Options 380490.89 375499.83 52575.67
Stock Futures 16081.25 16292.21 86608.68
Stock Options 5605.05 5634.65 3991.67
Total 406203.50 402926.26 164342.53
Put Call Ratio (OI) 1.32 1.05 0.28
Indian Debt Market
Put Call Ratio(Vol) 0.86 0.86 0.01
07-Jun Wk. Ago Mth. Ago
Call Rate 5.69% 5.92% 5.94% 6.03%
T-Repo 5.74% 5.94% 5.81% 5.95%
Repo 5.75% 6.00% 6.00% 6.25%
Reverse Repo 5.50% 5.75% 5.75% 6.00%
91 Day T-Bill 5.91% 6.10% 6.43% 6.48%
364 Day T-Bill 6.05% 6.23% 6.49% 6.99%
10 Year Gilt 6.97% 7.03% 7.38% 7.99%
G-Sec Vol. (Rs.Cr) 48346 86184 37555 43352
Currency Market Update
FBIL MIBOR 5.80% 6.00% 6.05% 6.11%
3 Month CP Rate 6.60% 6.80% 7.80% 7.80%
5 Year Corp Bond 7.91% 8.00% 8.50% 8.75%
1 Month CD Rate 5.77% 6.38% 6.88% 7.11%
3 Month CD Rate 6.13% 6.47% 7.22% 7.26%
1 Year CD Rate 7.12% 7.20% 7.44% 8.38%
Commodity Market Update
Currency 06-Jun Prev_Day
USD/INR 69.30 69.32 -0.03
GBP/INR 88.02 87.87 0.17
EURO/INR 78.07 77.82 0.32
JPY/INR 63.92 0.64 9868.81
Commodity 07-Jun Wk Ago Mth. Ago
NYMEX Crude($/bl) 53.90 53.44 61.36 65.96
Brent Crude($/bl) 65.54 68.02 70.87 74.32
Gold( $/oz) 1340 1305 1284 1297
Gold(Rs./10 gm) 32607 32056 31496 30690
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty Jun 2019 Futures were at 11,900.75, a premium of 30.10 points,
above the spot closing of 11,870.65. The turnover on NSE’s Futures and
Options segment decreased to Rs. 9,43,058.86 crore on Jun 7, 2019,
compared with Rs. 24,74,906.96 crore on Jun 6, 2019.
• The Put-Call ratio stood at 0.85 compared with the previous session’s
close of 0.80.
• The Nifty Put-Call ratio stood at 1.32 compared with the previous
session’s close of 1.05.
• Open interest on Nifty Futures stood at 19.53 million as against the
previous session’s close at 20.23 million.
• Bond yields rose after market participant resorted to profit booking and
crude oil prices surged. In addition, the weekly debt auction increased the
overall supply and pushed the yield higher.
• Yield on the 10-year benchmark paper (7.26% GS 2029) rose 4 bps to
6.97% compared with the previous close of 6.93% after trading in a range
of 6.95% to 6.99%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 7,117 crore (gross) on Jun 7, 2019, compared
with Rs. 4,256 crore (gross) as on Jun 6, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 18,387
crore on Jun 6, 2019.
• Banks borrowed Rs. 2,231 crore under the central bank’s Marginal
Standing Facility on Jun 6, 2019 compared with borrowings of Rs. 1,950
crore on Jun 4, 2019.
• The Indian rupee was initially up in early hours of trade on dollar
weakness. However, the domestic currency relinquished all gains on
dollar demand by importers. The rupee closed at 69.47 a dollar, down
0.30% compared with the previous close of 69.27.
• The euro was marginally down following the European Central Bank’s
policy review where it ruled out all hopes of policy rate hike in the
upcoming year. The euro was last seen trading at 1.1265, down 0.08%
compared with the previous close of 1.1274.
• Gold prices were steady to marginally lower ahead of the release of the
U.S. job report.
• Brent crude prices extended gains from the prior session on support
from OPEC and its allies’ who signalled an extension of their production
cut plan through the second half of the year.
• Institute for Supply Management report showed an increase in its non-
manufacturing index. The ISM non-manufacturing index climbed to 56.9
in May after falling to 55.5 in Apr 2019, with a reading above 50 indicating
growth in service sector activity. The increase by the non-manufacturing
index beat expectations.
• The European Central Bank (ECB) expects its interest rates to remain
unchanged for a longer period than forecast earlier as downside risks to
the euro area outlook intensify amid escalating global trade tensions. The
Governing Council, led by ECB President, left the key interest rates