FII Derivative Trade Statistics 16-Jul
(Rs Cr) Buy
Index Futures 3531.19 2071.90 25118.09
Index Options 54363.08 55556.96 63373.98
Stock Futures 11131.68 10614.41 81114.02
Stock Options 8658.87 8769.49 6679.46
Total 77684.82 77012.76 176285.55
Put Call Ratio (OI) 1.62 1.79 -0.17
Indian Debt Market
Put Call Ratio(Vol) 1.13 1.05 0.08
16-Jul Wk. Ago Mth. Ago
Call Rate 6.18% 6.18% 6.10% 6.09%
CBLO 6.23% 6.10% 6.09% 6.16%
Repo 6.25% 6.25% 6.25% 6.25%
Reverse Repo 6.00% 6.00% 6.00% 6.00%
91 Day T-Bill 6.53% 6.34% 6.50% 6.15%
364 Day T-Bill 7.19% 7.13% 7.05% 6.28%
10 Year Gilt 7.80% 7.89% 7.89% 6.46%
G-Sec Vol. (Rs.Cr) 29694 12798 28561 47498
Currency Market Update
FBIL MIBOR 6.30% 6.25% 6.24% 6.25%
3 Month CP Rate 7.50% 7.15% 7.65% 6.59%
5 Year Corp Bond 8.78% 8.86% 8.78% 7.44%
1 Month CD Rate 6.54% 6.33% 7.00% 6.26%
3 Month CD Rate 7.01% 7.01% 7.04% 6.31%
1 Year CD Rate 7.98% 8.15% 8.46% 6.62%
Commodity Market Update
Currency 16-Jul Prev_Day
USD/INR 68.59 68.41 0.18
GBP/INR 90.85 90.07 0.78
EURO/INR 80.25 79.76 0.49
JPY/INR 0.61 0.61 0.00
Commodity 16-Jul Wk Ago Mth. Ago
NYMEX Crude($/bl) 68.17 73.88 65.01 46.48
Brent Crude($/bl) 70.02 76.87 71.11 47.98
Gold( $/oz) 1240 1257 1279 1229
Gold(Rs./10 gm) 30172 30622 31068 27850
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty July 2018 Futures were at 10944.25, a premium of 7.40 points,
above the spot closing of 10,936.85. The turnover on NSE’s Futures and
Options segment went down to Rs. 5,79,798.56 crore on Jul 16 from Rs.
5,58,122.26 crore on Jul 13.
• The Put-Call ratio stood unchanged at 0.90 against previous session’s
• The Nifty Put-Call ratio stood at 1.62 against the previous session’s
close of 1.79.
• Open interest on Nifty Futures stood at 26.13 million as against the
previous session’s close at 26.80 million.
• Bond yields rose for the second consecutive day as investors sold
bonds due to lack of any signs on interest rate.
• Yield on the 10-year benchmark paper (7.17% GS 2028) rose 1 bps to
close at 7.80% as against its previous close of 7.79%. During the session,
bond yields traded in the range of 7.79% and 7.85%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 13,468 crore (gross) on Jul 16, compared with
Rs. 6,928 crore (gross) borrowed on Jul 13. Sale of securities under the
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 10,341
crore on Jul 13.
• Banks borrowed Rs. 115 crore under the central bank’s Marginal
Standing Facility on Jul 13 compared with borrowing of Rs. 55 crore on
• The rupee went down against the greenback following losses in the
domestic equity market after the country’s trade deficit for June rose to
a five-year-high. The rupee fell 0.07% to close at 68.57 compared with
the previous close of 68.52.
• The euro rose against the greenback as market participants awaited
the U.S. Federal Chief’s semiannual testimony on the economy and
monetary policy before the U.S. Senate Banking Committee on Jul 17.
Euro was last seen trading at $1.1715, up 0.26% from the previous close
• Gold prices slips on higher probability of rate hike by the U.S. Federal
• Brent crude prices moved down after the U.S. Treasury Secretary
suggested that some modification might take place for crude oil import
• Data from Destatis showed that Germany's wholesale price inflation
accelerated further in Jun. Wholesale prices grew 3.4% on a yearly basis
in Jun, faster than the 2.9% increase seen in May. On a monthly basis,
wholesale prices grew 0.8% in Jun compared to 0.5% in May 2018.
• Data from the National Bureau of Statistics showed that gross
domestic product (GDP) of the Chinese economy grew 6.7% on a yearly
basis in the three months to Jun after growing 6.8% in the first quarter
of 2017. Meanwhile, retail sales rose an annual 9.0% in Jun up from
8.5% in May. Industrial production grew 6.0% on a yearly basis in Jun,
down from 6.8% in the previous month.