FIIDerivativeTradeStatistics 11 ‐Jul
(RsCr) Buy Sell OpenInt.
IndexFutures 3514.19 1742.84 23205.98
IndexOptions 45916.63 46503.87 55037.82
StockFutures 10203.82 9909.07 80393.76
StockOptions 6459.24 6532.22 5783.70
Total 66093.88 64688.00 164421.26
11‐Jul Prev_Day Change
PutCallRatio(OI) 1.67 1.66 0.01
PutCallRatio(Vol) 1.12 1.01 0.11
11‐Jul Wk.Ago Mth.Ago YearAgo
CallRate 6.17% 6.09% 6.04% 6.04%
CBLO 6.25% 5.94% 6.06% 6.19%
Repo 6.25% 6.25% 6.25% 6.25%
ReverseRepo 6.00% 6.00% 6.00% 6.00%
91DayT‐Bill 6.52% 6.46% 6.55% 6.24%
364DayT‐Bill 7.20% 7.14% 6.98% 6.30%
10YearGilt 7.87% 7.85% 7.96% 6.48%
G‐SecVol.(Rs.Cr) 20274 32259 23449 64538
FBILMIBOR 6.30% 6.25% 6.15% 6.26%
3MonthCPRate 7.55% 7.20% 7.75% 6.70%
5YearCorpBond 8.85% 8.83% 8.75% 7.47%
1MonthCDRate 6.40% 6.54% 7.17% 6.28%
3MonthCDRate 6.97% 7.12% 7.76% 6.32%
1YearCDRate 7.98% 8.14% 8.39% 6.68%
Currency 11‐Jul Prev_Day Change
USD/INR 68.83 68.79 0.03
GBP/INR 91.35 91.11 0.24
EURO/INR 80.79 80.78 0.01
JPY/INR 0.62 0.62 0.00
Commodity 11‐Jul WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 70.42 74.14 66.10 45.01
BrentCrude($/bl) 74.96 76.58 73. 67 46.92
Gold($/oz) 1242 1256 1300 1217
Gold(Rs./10gm) 30403 30510 30781 27772
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• Bond yields fell following decline in the global cr ude oil prices.
Investors are also awaiting consumer price inflation for Jun 2018 due on
•Yieldonthe10‐y ear benchmark paper (7.17% GS 2028) fell 3 bps t o
close at 7.87% as against its previous close of 7.90%. During the session,
bond yields traded in the range of 7.86% and 7.91%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 6,646 crore (gross) on Jul 11, compared with
Rs. 8,688 crore (gross) borrowed on Jul 10. Sale of securities under the
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 921 crore
on Jul 10.
• Banks borrowed Rs. 3,327 crore under the central bank’s Marginal
Standing Facility on Jul 10 compared with borrowing of Rs. 303 crore on
• A report from the Labor Department showed that U.S. producer price
index for final demand grew 0.3% in Jun 2018 as against a n increase of
0.5% in May 2018.
• According to a report from the Ministry of Economy, Trade and
Industry, Japan’s tertiary activity index inched u p 0.1% MoM in May
2018 as against an i ncrease of 1% in Apr 2018. Tertiary activity index
grew 1.2% on a yearly basis in May as against an increase of 1.3% in Apr.
• A report from the Cabinet office showed that Japan’s core machine
orders fell 3.7% on month in May 2018 and came in at 907.9 billion yen
as against an increase of 10.1% in Apr 2018. Meanwhile, machine orders
surged 16.5% on a yearly basis in May as against an increase of 9.6% in
• Nifty July 2018 Futures were at 10,938.6, a discount of 9.70 points,
below t he spot closing of 10,948.30. The turnover on N SE’s Futures and
Options segment went up to Rs. 7,90,508.41 crore on Jul 11 from Rs.
5,86,440.62 crore on Jul 10.
•ThePut‐Call ratio stood unchanged at 0.94 against previous session’s
• The Nifty Put‐Call ratio stood at 1.67 against the previous session’s
close of 1.66.
• Open interest on Nifty Futures stood at 25.67 million as against the
previous session’s close at 24.84 million.
• The rupee inched up against the greenback following decline in gl obal
crude oil prices. However, further gains were capped after the U.S. again
threatened to impose tariffs on additional $200 billion of Chinese goods.
• The euro weakened against the greenback as investor risk sentiment
took a hit after the U.S. President threatened 10% tariffs on $200 billion
worth of Chinese imports.
• Gold prices moved down on stronger greenback against the euro.
Improved labour market condition in the U.S. also weighed on the bullion
• Brent crude prices moved down on concerns over trade dispute
between U.S. and China.