FII Derivative Trade Statistics 19-Jul
(Rs Cr) Buy
Index Futures 3779.98 3422.04 25506.34
Index Options 123155.19 121528.64 72874.80
Stock Futures 13485.03 14086.68 80118.67
Stock Options 10223.89 10208.88 8148.46
Total 150644.09 149246.24 186648.27
Put Call Ratio (OI) 1.64 1.65 -0.01
Indian Debt Market
Put Call Ratio(Vol) 1.07 1.22 -0.15
19-Jul Wk. Ago Mth. Ago
Call Rate 6.13% 6.14% 6.17% 6.08%
CBLO 6.18% 6.23% 6.25% 6.17%
Repo 6.25% 6.25% 6.25% 6.25%
Reverse Repo 6.00% 6.00% 6.00% 6.00%
91 Day T-Bill 6.55% 6.53% 6.45% 6.11%
364 Day T-Bill 7.20% 7.19% 7.07% 6.29%
10 Year Gilt 7.79% 7.78% 7.86% 6.45%
G-Sec Vol. (Rs.Cr) 31971 34222 24210 62542
Currency Market Update
FBIL MIBOR 6.29% 6.30% 6.30% 6.25%
3 Month CP Rate 7.55% 7.55% 7.55% 6.54%
5 Year Corp Bond 8.75% 8.74% 8.78% 7.43%
1 Month CD Rate 6.46% 6.46% 7.08% 6.22%
3 Month CD Rate 7.07% 6.98% 6.99% 6.25%
1 Year CD Rate 7.97% 7.99% 8.06% 6.54%
Commodity Market Update
Currency 19-Jul Prev_Day
USD/INR 68.83 68.57 0.27
GBP/INR 89.93 89.73 0.20
EURO/INR 80.12 79.74 0.38
JPY/INR 0.61 0.61 0.00
Commodity 19-Jul Wk Ago Mth. Ago
NYMEX Crude($/bl) 69.37 70.23 65.09 47.05
Brent Crude($/bl) 71.03 71.80 74.39 47.93
Gold( $/oz) 1222 1247 1274 1240
Gold(Rs./10 gm) 29742 30147 30757 28198
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty July 2018 Futures were at 10,973.55, a premium of 16.45 points,
above the spot closing of 10,957.10. The turnover on NSE’s Futures and
Options segment went up to Rs. 18,20,233.69 crore on Jul 19 from Rs.
11,96,439.43 crore on Jul 18.
• The Put-Call ratio stood at 0.80 against previous session’s close of
• The Nifty Put-Call ratio stood at 1.64 against the previous session’s
close of 1.65.
• Open interest on Nifty Futures stood at 26.76 million as against the
previous session’s close at 26.64 million.
• Bond yields rose following rise in U.S. Treasury yields and after the
rupee plunged to a record low against the greenback. U.S. Treasury
yields rose after the U.S. Federal Reserve Chief in its second day
testimony played down the risks to the economy from an escalating
trade conflict between U.S. and China and indicated continued rate
hikes in 2018.
• Yield on the 10-year benchmark paper (7.17% GS 2028) increased by 4
bps to close at 7.79% as against its previous close of 7.75%. During the
session, bond yields traded in the range of 7.76% and 7.79%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,796 crore (gross) on Jul 19, compared with
Rs. 3,873 crore (gross) borrowed on Jul 18. Sale of securities under the
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 5,280
crore on Jul 18.
• The rupee plunged against the greenback as it closed below the 69-
mark for the first time ever after the Chinese yuan extended losses
against the U.S. dollar to the lowest level in more than a year. The rupee
fell 0.62% to close at 69.05 compared with the previous close of 68.62.
• The euro fell for the third straight day against the greenback after the
U.S. Federal Chief indicated continued rate hikes in 2018. Euro was last
seen trading at $1.1602, down 0.31% from the previous close of
• Gold prices traded lower due to sell off in metals owing to stronger
• Brent Crude prices traded higher following reports that Saudi Arabia
will not pump much more oil in Jul 2018.
• According to Labor Department, first-time claims for U.S.
unemployment benefits decreased unexpectedly in the week to Jul 14.
Initial jobless claims went down to 207,000, compared with the previous
week's 215,000, while expectations for a rise to 220,000.
• A Federal Reserve Bank of Philadelphia report showed regional
manufacturing activity rebounded in Jul 2018. The pace of growth had
slowed down in the previous month.
• According to Federal Reserve’s Beige Book, U.S. economic activity
continues to expand. Fed’s next policy meet is in two weeks. Most
districts reported modest to moderate increase in employment.
Labor markets were tight in all districts, Fed said.