FII Derivative Trade Statistics 25-Jul
(Rs Cr) Buy
Index Futures 8632.01 8667.34 29522.94
Index Options 68883.11 69131.40 76167.75
Stock Futures 30336.20 29864.59 82486.68
Stock Options 7341.40 7674.68 8368.54
Total 115192.72 115338.01 196545.91
Put Call Ratio (OI) 1.89 1.89 0.00
Indian Debt Market
Put Call Ratio(Vol) 1.09 1.13 -0.04
25-Jul Wk. Ago Mth. Ago
Call Rate 6.24% 6.14% 6.23% 6.08%
CBLO 6.31% 6.22% 6.26% 6.24%
Repo 6.25% 6.25% 6.25% 6.25%
Reverse Repo 6.00% 6.00% 6.00% 6.00%
91 Day T-Bill 6.69% 6.54% 6.44% 6.09%
364 Day T-Bill 7.26% 7.21% 7.00% 6.22%
10 Year Gilt 7.79% 7.75% 7.82% 6.43%
G-Sec Vol. (Rs.Cr) 15005 36816 26377 51274
Currency Market Update
FBIL MIBOR 6.41% 6.30% 6.35% 6.25%
3 Month CP Rate 7.85% 7.65% 7.50% 6.51%
5 Year Corp Bond 8.73% 8.73% 8.70% 7.40%
1 Month CD Rate 6.75% 6.48% 7.16% 6.25%
3 Month CD Rate 7.24% 7.06% 6.96% 6.23%
1 Year CD Rate 8.02% 8.00% 8.07% 6.51%
Commodity Market Update
Currency 25-Jul Prev_Day
USD/INR 68.80 69.05 -0.25
GBP/INR 90.58 90.30 0.28
EURO/INR 80.45 80.54 -0.09
JPY/INR 0.62 0.62 0.00
Commodity 25-Jul Wk Ago Mth. Ago
NYMEX Crude($/bl) 70.78 68.73 68.76 47.76
Brent Crude($/bl) 74.31 69.61 72.56 49.13
Gold( $/oz) 1231 1226 1265 1249
Gold(Rs./10 gm) 29904 29729 30540 28423
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Bond yields rose initially as global crude oil prices continued to remain
at elevated levels. Market participants also remained on the sidelines
ahead of the third bi-monthly monetary policy review due Aug 1, 2018.
However, most of the losses were neutralized following strength in the
rupee against the greenback.
• Yield on the 10-year benchmark paper (7.17% GS 2028) inched up 1
bps to close at 7.79% as against its previous close of 7.78%. During the
session, bond yields traded in the range of 7.78% and 7.81%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 16,156 crore (gross) on Jul 25, compared with
Rs. 24,623 crore (gross) borrowed on Jul 24. Sale of securities under the
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 7,029
crore on Jul 24.
• Survey data from Munich-based Ifo Institute showed
Germany's business sentiment weakened for the second consecutive
month tough it was slightly above expectations. The business confidence
index declined to 101.7 in Jul 2018 from 101.8 in Jun 2018 because of
rising trade war concerns with the U.S. This is the lowest level since Mar
• The International Monetary Fund said it expects the
Philippine economy to sustain strong growth in the coming years. IMF
predicted the nation would sustain 2017 real GDP growth of 6.7% in
2018 and 2019 helped by strong consumption and investment.
• Nifty July 2018 Futures were at 11,136.4, a premium of 4.40 points,
above the spot closing of 11,132.00. The turnover on NSE’s Futures and
Options segment went up to Rs. 9,05,673.15 on Jul 25 from Rs.
8,74,238.49 on Jul 24.
• The Put-Call ratio stood at 0.91 against previous session’s close of 0.99.
• The Nifty Put-Call ratio stood at 1.89 unchanged from the previous
• India VIX moved down 1.18% to 12.3200 from 12.4675 in the previous
• Open interest on Nifty Futures stood at 28.92 million as against the
previous session’s close at 29.29 million.
• The rupee rose against the greenback as the latter remained under
pressure ahead of a meeting between the U.S. President and the
European Commission President. The rupee rose 0.24% to close at 68.78
against the previous close of 68.94.
• The euro rose up against the greenback, as market participants
remained on the sidelines ahead of a meeting between the U.S. President
and the European Commission President which kept the U.S. dollar under
pressure. Euro was last seen trading at $1.1704, up 0.17% compared
with the previous close of $1.1684.
• Gold prices gained on weaker dollar against the euro. It got support
ahead of the second-quarter U.S. economic growth data.
• Brent crude prices inched down on persisting trade tension and as
investors remained cautious of the U.S. Energy Information
Administration (EIA) weekly data. .