FII Derivative Trade Statistics 04-Jul
(Rs Cr) Buy
Index Futures 2610.73 2563.65 19322.63
Index Options 68038.37 67922.40 52310.58
Stock Futures 9905.46 9424.82 79603.74
Stock Options 4351.23 4347.15 3581.95
Total 84905.79 84258.02 154818.90
Put Call Ratio (OI) 1.53 1.50 0.03
Indian Debt Market
Put Call Ratio(Vol) 1.08 0.87 0.22
04-Jul Wk. Ago Mth. Ago
Call Rate 6.09% 6.14% 5.87% 6.04%
CBLO 5.94% 6.09% 5.75% 6.04%
Repo 6.25% 6.25% 6.00% 6.25%
Reverse Repo 6.00% 6.00% 5.75% 6.00%
91 Day T-Bill 6.46% 6.51% 6.48% 6.27%
364 Day T-Bill 7.14% 7.10% 6.06% 6.35%
10 Year Gilt 7.85% 7.87% 7.88% 6.55%
G-Sec Vol. (Rs.Cr) 32259 23103 18363 49477
Currency Market Update
FBIL MIBOR 6.25% 6.28% 6.00% 6.22%
3 Month CP Rate 7.20% 7.55% 8.10% 6.71%
5 Year Corp Bond 8.83% 8.73% 8.65% 7.56%
1 Month CD Rate 6.54% 6.92% 7.21% 6.31%
3 Month CD Rate 7.12% 6.99% 7.73% 6.37%
1 Year CD Rate 8.14% 8.12% 8.25% 6.70%
Commodity Market Update
Currency 04-Jul Prev_Day
USD/INR 68.53 68.69 -0.16
GBP/INR 90.52 90.35 0.18
EURO/INR 80.02 80.02 0.00
JPY/INR 0.62 0.62 0.00
Commodity 04-Jul Wk Ago Mth. Ago
NYMEX Crude($/bl) Closed 76.16 64.76 45.97
Brent Crude($/bl) 76.58 75.58 73.35 49.39
Gold( $/oz) 1256 1252 1292 1224
Gold(Rs./10 gm) 30510 30536 30716 28149
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty July 2018 Futures were at 10771.35, a premium of 1.45 points,
above the spot closing of 10,769.90. The turnover on NSE’s Futures and
Options segment went up to Rs. 8,72,089.67 crore on Jul 4 from Rs.
5,74,868.04 crore on Jul 3.
• The Put-Call ratio stood at 0.90 against previous session’s close of 0.86.
• The Nifty Put-Call ratio stood at 1.53 against the previous session’s
close of 1.50.
• Open interest on Nifty Futures stood at 21.83 million as against the
previous session’s close at 20.90 million.
• Bond yields fell following short covering by the market participants
and as central government increased minimum support prices (MSP) by
up to 52.47% YoY, which was largely in line with market expectations. In
the last budget, government pledged to raise MSP by at least at 1.5
times of the cost of production.
• Yield on the 10-year benchmark paper (7.17% GS 2028) fell 3 bps to
close at 7.85% as against its previous close of 7.88%. During the session,
bond yields traded in the range of 7.83% and 7.92%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,897 crore (gross) on Jul 4, compared with Rs.
3,841 crore (gross) borrowed on Jul 3. Sale of securities under the
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 45,291
crore on Jul 3.
• The rupee rose initially against the greenback following gains in the
domestic equity market. However, the trend reversed following
greenback purchases by banks. The rupee fell 0.23% to close at 68.74
per dollar from the previous close of 68.58 per dollar.
• The euro inched down against the greenback as persisting concerns of
a global trade war weighed on the market sentiment. Euro was last seen
trading at $1.1644, down 0.09% from the previous close of $1.1655.
• Gold prices moved up on persisting trade tensions.
• Brent crude prices gained following a second successive drop in U.S.
crude inventories driven by supply disruptions from Canadian oil sands
• According to a report released by the Commerce Department, U.S.
factory orders rose unexpectedly by 0.4% in May 2018 after declining
0.4% in Apr 2018. The unexpected rebound was due to sharp increase in
orders for non-durable goods by 1.1% in May as against 0.3% rise in Apr.
However, durable goods orders fell 0.4% in May as against 1% fall in Apr.
• According to IHS Markit, eurozone’s service Purchasing Managers’
Index (PMI) rose to 55.2 in Jun 2018 from 53.8 in May 2018. Eurozone’s
composite output index rose to 54.9 in Jun from 54.1 in May.
• According to IHS Markit, U.K. services PMI rose to 55.1 in Jun 2018
from 54.0 in May 2018. The increase came due to strong growth in new