FII Derivative Trade Statistics 29-Jun
(Rs Cr) Buy
Index Futures 7493.42 10187.71 16917.14
Index Options 147562.00 140934.37 47390.46
Stock Futures 35256.98 33821.81 75867.09
Stock Options 5487.17 5098.20 399.72
Total 195799.57 190042.09 140574.41
Put Call Ratio (OI) 1.48 1.12 0.35
Indian Debt Market
Put Call Ratio(Vol) 0.85 0.81 0.04
29-Jun Wk. Ago Mth. Ago
Call Rate 6.21% 6.25% 5.89% 6.06%
CBLO 6.20% 5.39% 5.84% 6.10%
Repo 6.25% 6.25% 6.00% 6.25%
Reverse Repo 6.00% 6.00% 5.75% 6.00%
91 Day T-Bill 6.48% 6.45% 6.27% 6.25%
364 Day T-Bill 7.11% 7.05% 6.77% 6.35%
10 Year Gilt 7.90% 7.82% 7.76% 6.51%
G-Sec Vol. (Rs.Cr) 27152 29154 23959 46295
Currency Market Update
FBIL MIBOR 6.25% 6.31% 6.00% 6.25%
3 Month CP Rate 7.55% 7.58% 8.20% 6.70%
5 Year Corp Bond 8.77% 8.71% 8.62% 7.52%
1 Month CD Rate 6.81% 6.93% 6.51% 6.34%
3 Month CD Rate 7.00% 6.93% 7.65% 6.36%
1 Year CD Rate 8.08% 8.04% 8.24% 6.69%
Commodity Market Update
Currency 29-Jun Prev_Day
USD/INR 68.58 68.94 -0.36
GBP/INR 89.93 90.21 -0.28
EURO/INR 79.85 79.64 0.21
JPY/INR 0.62 0.63 -0.01
Commodity 29-Jun Wk Ago Mth. Ago
NYMEX Crude($/bl) 74.08 68.82 66.80 44.83
Brent Crude($/bl) 76.78 73.41 74.80 47.06
Gold( $/oz) 1252 1268 1298 1245
Gold(Rs./10 gm) 30341 30484 31185 28782
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty July 2018 Futures were at 10,694.8, a discount of 19.50 points,
below the spot closing of 10,714.30. The turnover on NSE’s Futures and
Options segment went down to Rs. 4,35,467.26 crore on Jun 29 from Rs.
19,55,855.51 crore on Jun 28.
• The Put-Call ratio stood at 0.82 against previous session’s close of 0.81.
• The Nifty Put-Call ratio stood at 1.48 against the previous session’s
close of 1.12.
• India VIX moved down 7.06% to 12.9625 from 13.9475 in the previous
• Open interest on Nifty Futures stood at 20.26 million as against the
previous session’s close at 29.92 million.
• Bond yields rose for the sixth consecutive session on short covering by
• Yield on the 10-year benchmark paper (7.17% GS 2028) fell 4 bps to
close at 7.90% as against its previous close of 7.94%. During the session,
bond yields traded in the range of 7.87% and 7.92%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 9,718 crore (gross) on Jun 29, compared with
Rs. 3,723 crore (gross) borrowed on Jun 28. Sale of securities under the
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 40,979
crore on Jun 28.
• Banks did not borrowed under the central bank’s Marginal Standing
Facility on Jun 28 as well as on Jun 27.
• Data from RBI showed that India's foreign exchange reserves fell to
$407.82 billion as on Jun 22 from $410.07 billion in the previous week.
• The rupee rose against the greenback following gains in the domestic
equity market and selling of the U.S. dollar by exporters. The rupee rose
0.47% to close at 68.47 per dollar from the previous close of 68.79 per
• The euro rose against the greenback after European Union leaders
reached an agreement on migration that eased concerns of a political
crisis in Germany. Euro was last seen trading at $1.1641, up 0.64% from
the previous close of $1.1567.
• Gold prices traded higher as greenback weakened against the euro. •
Brent Crude prices traded higher as investors were apprehensive that
the increase in output will not be able to offset the rising demand.
• According to a report by the Commerce Department, real Gross
Domestic Product (GDP) rose 2.0% YoY in the Mar quarter of 2018,
slower than market forecast and the previous estimate of 2.2% rise. •
According to a report by the Commerce Department, personal income in
the U.S. rose 0.4% in May 2018, in line with market forecast but faster
than a downwardly revised 0.2% rise in Apr 2018. Personal spending
increased 0.2% in May 2018, slower than market expectation and a
downwardly revised 0.5% rise in Apr 2018.
• According to a report by the Labor Department, U.S. weekly jobless
claims rose 9,000 to 227,000 in the week ended June 23rd from the
unrevised level of 218,000 in the previous week. This was the first rise in
claims in five weeks.