FIIDerivativeTradeStatistics 10 ‐Jul
(RsCr) Buy Sell OpenInt.
IndexFutures 2569.64 1700.11 21677.01
IndexOptions 37638.91 36631.42 55232.16
StockFutures 9224.34 9315.11 79726.58
StockOptions 4886.44 4836.27 5085.61
Total 54319.33 52482.91 161721.36
10‐Jul Prev_Day Change
PutCallRatio(OI) 1.66 1.53 0.13
PutCallRatio(Vol) 1.01 1.02 ‐0.01
10‐Jul Wk.Ago Mth.Ago YearAgo
CallRate 6.15% 6.11% 6.02% 6.10%
CBLO 6.24% 6.00% 5.07% 6.15%
Repo 6.25% 6.25% 6.25% 6.25%
ReverseRepo 6.00% 6.00% 6.00% 6.00%
91DayT‐Bill 6.40% 6. 35% 6.45% 6.25%
364DayT‐Bill 7.11% 7.11% 6.99% 6.33%
10YearGilt 7.90% 7.88% 7.95% 6.47%
G‐SecVol.(Rs.Cr) 15049 18157 36801 80618
FBILMIBOR 6.26% 6.25% 6.05% 6.20%
3MonthCPRate 7.15% 7.30% 7.80% 6.70%
5YearCorpBond 8.86% 8.83% 8.75% 7.48%
1MonthCDRate 6.32% 6.55% 7.12% 6.29%
3MonthCDRate 6.77% 6.78% 7.09% 6.33%
1YearCDRate 8.10% 8.11% 8.39% 6.68%
Currency 10‐Jul Prev_Day Change
USD/INR 68.79 68.66 0. 14
GBP/INR 91.11 91.47 ‐0.36
EURO/INR 80.78 80.78 0.00
JPY/INR 0.62 0.62 0.00
Commodity 10‐Jul WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 74.06 74.14 65.77 44.35
BrentCrude($/bl) 77.41 75.46 74. 20 46.81
Gold($/oz) 1255 1252 1298 1214
Gold(Rs./10gm) 30399 30282 31027 27719
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• Bond yields rose following gains in crude oil prices that increased
inflation fears and a state debt auction that added to supply.
• Yield on the 10‐year benchmark paper (7.17% GS 2028) rose 1 bps t o
close at 7.90% as against its previous close of 7.89%. During the session,
bond yields traded in the range of 7.89% and 7.91%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 8,688 crore (gross) on Jul 10, compared with
Rs. 7,806 crore (gross) borrowed on Jul 9. Sale of securities under the
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 8,559
crore on Jul 9.
• B anks borrowed Rs. 303 crore under the central bank’s M arginal
Standing Facility on Jul 9 compared with borrowing of Rs. 3,912 crore on
• According to a report from the Federal Reserve, U.S. consumer credit
surged by $24.6 billion in May 2018 as against an upwardly revised
increase o f $10.3 billion ($9.2 billion increase originally reported) in Apr
2018. Revolving credit grew by $9.7 billion and non‐revolving credit
surged by $14.8 billion in May.
• According to a report from the Office for National Statistics, U.K’s Gross
domestic product grew 0.3% MoM in May 2018 as against an increase of
0.2% in Apr 2018 and a flat reading in Mar 2018. This marked the
strongest growth since Nov 2017. The gained momentum led to
expectations that Bank of England will raise interest rates in Aug 2018.
• Nifty July 2018 Futures were at 10,947.85, a premium of 0.60 points,
above the sp ot closing of 10,947.25. The turnover on NSE’s Futures and
Options segment went up to Rs. 5 ,86,440.62 crore on Jul 10 from Rs.
4,56,283.66 crore on Jul 9.
•ThePut‐Call ratio stood at 0.94 against p revious session’s close of 0.99.
• The Nifty Put‐Call ratio stood at 1.66 against the previous session’s
close of 1.53.
• India VIX moved up 0.42% to 12.4425 from 12.3900 in the previous
• Open interest on Nifty Futures stood at 24.84 million as against the
previous session’s close at 23.74 million.
• The rupee weakened against the greenback following increase in g l obal
crude oil prices and dollar de mand from oil importers. The rupee fell
0.16% to close at 68.83 compared to the previous close of 68.72.
• The euro weakened against the greenback as market participants
focusedonthepositiveoutlookforsecond‐quarter corporate earnings in
U.S. which is scheduled to kick off later this week which strengthened the
greenback. Euro was last seen trading at $1.1707, down 0.36% f rom the
previous close of $1.1749.
• Gold prices traded lower as greenback gained against the euro.
• Brent Crude prices traded higher due to intensifying concerns ove
potential supply shortages as hundreds of workers on Norwegian oil and
gas offshore rigs were set for strike on Jul 10.