FII Derivative Trade Statistics 08-Aug
(Rs Cr) Buy
Index Futures 1732.24 1600.94 26636.51
Index Options 50403.69 52075.29 60394.18
Stock Futures 11999.53 12020.70 83275.79
Stock Options 6949.88 7204.18 8824.33
Total 71085.34 72901.11 179130.81
Put Call Ratio (OI) 1.77 1.68 0.09
Indian Debt Market
Put Call Ratio(Vol) 1.20 1.15 0.06
08-Aug Wk. Ago Mth. Ago
Call Rate 6.43% 6.17% 6.15% 5.90%
CBLO 6.45% 6.19% 4.99% 6.01%
Repo 6.50% 6.50% 6.25% 6.00%
Reverse Repo 6.25% 6.25% 6.00% 5.75%
91 Day T-Bill 6.65% 6.77% 6.33% 6.12%
364 Day T-Bill 7.27% 7.26% 7.16% 6.18%
10 Year Gilt 7.78% 7.70% 7.87% 6.46%
G-Sec Vol. (Rs.Cr) 20205 55981 17580 25276
Currency Market Update
FBIL MIBOR 6.47% 6.25% 6.19% 6.02%
3 Month CP Rate 7.55% 7.65% 7.20% 6.59%
5 Year Corp Bond 8.61% 8.57% 8.86% 7.37%
1 Month CD Rate 6.63% 6.78% 6.30% 6.13%
3 Month CD Rate 7.18% 7.40% 7.00% 6.19%
1 Year CD Rate 7.99% 8.10% 8.12% 6.49%
Commodity Market Update
Currency 08-Aug Prev_Day
USD/INR 68.65 68.80 -0.15
GBP/INR 88.82 89.14 -0.32
EURO/INR 79.72 79.56 0.16
JPY/INR 0.62 0.62 0.00
Commodity 08-Aug Wk Ago Mth. Ago
NYMEX Crude($/bl) 66.87 68.42 73.73 49.02
Brent Crude($/bl) 69.90 72.92 74.57 52.54
Gold( $/oz) 1213 1215 1254 1260
Gold(Rs./10 gm) 29418 29664 30540 28447
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty August 2018 Futures closed at 11,467.65, a premium of 17.65
points, above the spot closing of 11,450.00. The turnover on NSE’s
Futures and Options segment increased to Rs. 9,93,827.11 on Aug 8
compared with Rs. 5,62,374.58 on Aug 7.
• The Put-Call ratio stood at 0.98 against previous session’s close of
• The Nifty Put-Call ratio stood at 1.77 compared with the previous
session’s close of 1.68.
• Open interest on Nifty Futures stood at 28.97 million as against the
previous session’s close at 28.02 million.
• Bond yields closed almost steady as market participants preferred to
stay on the sidelines due to lack of cues. In addition, the rise in oil prices
on supply worries after U.S. introduced sanction against Iran raised
inflationary concerns, especially ahead of the key retail inflation data for
Jul 2018 due on Aug 13, 2018.
• Yield on the 10-year benchmark paper (7.17% GS 2028) declined 1 bps
to close at 7.78% as against its previous close of 7.79%. During the
session, bond yields traded in the range of 7.77% and 7.79%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 8,941 crore (gross) on Aug 8, compared with Rs.
4,281 crore (gross) borrowed on Aug 7. Sale of securities under the
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 10,320
crore on Aug 7.
• Banks did not borrow under the central bank’s Marginal Standing
Facility on Aug 7 and Aug 6.
• The rupee strengthened against the greenback for the second
consecutive day after taking positive cues from the gains in the domestic
equity market and continued weakness in dollar as market participant
look for fresh triggers. The rupee improved 0.09% to settle at 68.62
against the previous close of 68.68.
• The euro inched down against the greenback following escalation in
trade tensions between U.S. and China. Euro was last seen trading at
$1.1590, down 0.06% relative to the previous close of $1.1597.
• Gold prices saw little change as the equity market gained strength from
strong corporate results.
• Brent crude slipped after a Chinese data revealed a slowdown in
demand, evident from the drop in crude oil imports with July seeing the
• Bank of France data showed the country’s economic growth could
improve in the third quarter. Gross domestic product is expected to
expand 0.4% in the third quarter against 0.2% in the second quarter.
Manufacturing business sentiment index remained steady at 101 in Jul
2018. Industrial activity is expected to increase more rapidly in Aug
2018. Confidence indicator for services dropped to 102 in Jul 2018 from
103 in Jun 2018.
• General Administration of Customs data showed China's exports grew
more than expected in Jul 2018 even as U.S. imposed tariffs on $34
billion Chinese goods. Exports went up 12.2% YoY in Jul, which is greater
than expectations. Imports increased 27.3% YoY, way above
expectations of 16.5% increase.