FII Derivative Trade Statistics 21-Jun
(Rs Cr) Buy
Index Futures 4763.87 5000.86 23523.41
Index Options 440767.86 439259.62 58993.19
Stock Futures 14694.66 13618.94 87746.32
Stock Options 6700.17 6566.77 4666.82
Total 466926.56 464446.19 174929.74
Put Call Ratio (OI) 1.34 1.55 -0.21
Indian Debt Market
Put Call Ratio(Vol) 0.98 1.03 -0.05
21-Jun Wk. Ago Mth. Ago
Call Rate 5.78% 5.83% 5.94% 6.24%
T-Repo 5.66% 5.66% 5.98% NA
Repo 5.75% 5.75% 6.00% 6.25%
Reverse Repo 5.50% 5.50% 5.75% 6.00%
91 Day T-Bill 5.93% 5.98% 6.35% 6.40%
364 Day T-Bill 6.03% 6.10% 6.40% 7.03%
10 Year Gilt 6.86% 6.92% 7.30% 7.77%
G-Sec Vol. (Rs.Cr) 68502 92107 23486 43995
Currency Market Update
FBIL MIBOR 5.90% 5.80% 6.05% 6.30%
3 Month CP Rate 6.95% 6.70% 7.20% 7.58%
5 Year Corp Bond 8.08% 8.04% 8.31% 8.65%
1 Month CD Rate 5.99% 6.03% 6.92% 6.85%
3 Month CD Rate 6.36% 6.33% 7.07% 7.12%
1 Year CD Rate 7.17% 7.15% 7.53% 8.04%
Commodity Market Update
Currency 21-Jun Prev_Day
USD/INR 69.63 69.56 0.07
GBP/INR 88.37 88.38 -0.01
EURO/INR 78.59 78.47 0.11
JPY/INR 64.90 64.69 0.21
Commodity 21-Jun Wk Ago Mth. Ago
NYMEX Crude($/bl) 57.30 52.42 62.97 65.68
Brent Crude($/bl) 67.43 64.57 73.93 72.61
Gold( $/oz) 1399 1341 1275 1267
Gold(Rs./10 gm) 33909 33061 31540 30437
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty Jun 2019 Futures were at 11,753.45, a premium of 29.35 points,
above the spot closing of 11,724.10. The turnover on NSE’s Futures and
Options segment decreased to Rs. 7,79,765.92 crore on Jun 21, 2019,
compared with Rs. 26,32,425.19 crore on Jun 20, 2019.
• The Put-Call ratio stood at 0.92 compared with the previous session’s
close of 0.82.
• The Nifty Put-Call ratio stood at 1.34 compared with the previous
session’s close of 1.55.
• Open interest on Nifty Futures stood at 21.49 million, compared with
the previous session’s close of 21.63.
• Bond yield went up as crude oil prices surged with rising geopolitical
tension between the U.S. and Iran. Besides, media reports stating that
the government may expand fiscal deficit target raised fiscal uncertainty
and pushed the yield higher.
• Yield on the 10-year benchmark paper (7.26% GS 2029) moved up 7
bps to close at 6.86% compared with the previous close of 6.79%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 5,123 crore (gross) on Jun 21, 2019, compared
with Rs. 7,127 crore (gross) as on Jun 20, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 11,999
crore on Jun 20, 2019.
• Banks borrowed Rs. 1,836 crore under the central bank’s Marginal
Standing Facility on Jun 20, 2019 compared to that of Rs. 201 crore
borrowed on Jun 19, 2019.
• The Conference Board said its reading on leading U.S. economic
indicators was unchanged in May 2019 with positive contributions from
financial conditions and consumers' outlook offset by weakness in stock
prices and the manufacturing sector. The Conference Board said its
leading economic index was unchanged in May after inching up 0.1% in
• According to a report released by the Federal Reserve Bank of
Philadelphia, Philadelphia-area manufacturing activity was nearly
stagnant in Jun 2019. The Philly Fed said its index for current general
activity tumbled to 0.3 in Jun from 16.6 in May.
• The Indian rupee declined against the dollar after early gains due to
greenback sales by private banks were eroded by surge in crude oil prices
due to rising U.S.-Iran geopolitical tension. The rupee closed at 69.55 a
dollar, down 0.16% compared with the previous close of 69.44.
• The euro edged higher against the greenback after German services
and manufacturing sector and French business activities reported better-
than-expected numbers in Jun. The euro was last seen trading at 1.1314,
up 0.20% compared with the previous close of 1.1291.
• Gold prices continue to surge with aggravating geopolitical tension
between the U.S. and Iran.
• Brent crude prices surged amid geopolitical tension between the U.S.
and Iran after Iranian forces shot down a U.S. military drone.