FII Derivative Trade Statistics 13-Jun
(Rs Cr) Buy
Index Futures 2666.23 2838.86 19742.22
Index Options 205926.36 205001.27 57568.35
Stock Futures 9196.20 9478.85 86001.85
Stock Options 3776.87 3842.52 4696.97
Total 221565.66 221161.50 168009.39
Put Call Ratio (OI) 1.37 1.33 0.04
Indian Debt Market
Put Call Ratio(Vol) 0.85 0.80 0.05
13-Jun Wk. Ago Mth. Ago
Call Rate 5.69% 5.85% 5.92% 6.08%
T-Repo 5.58% 5.73% 5.89% NA
Repo 5.75% 5.75% 6.00% 6.25%
Reverse Repo 5.50% 5.50% 5.75% 6.00%
91 Day T-Bill 5.93% 5.86% 6.48% 6.43%
364 Day T-Bill 6.12% 6.02% 6.50% 7.02%
10 Year Gilt 7.01% 6.93% 7.39% 7.93%
G-Sec Vol. (Rs.Cr) 58653 105050 33866 27689
Currency Market Update
FBIL MIBOR* 5.80% 5.95% 6.07% 6.21%
3 Month CP Rate 6.70% 6.50% 7.70% 7.75%
5 Year Corp Bond 8.07% 7.89% 8.52% 8.72%
1 Month CD Rate 6.08% 6.04% 6.95% 6.99%
3 Month CD Rate 6.34% 6.26% 7.26% 7.16%
1 Year CD Rate 7.33% 7.11% 7.59% 8.44%
Commodity Market Update
Currency 12-Jun Prev_Day
USD/INR 69.40 69.42 -0.03
GBP/INR 88.33 88.04 -0.03
EURO/INR 78.70 78.58 -0.03
JPY/INR 0.64 0.64 -0.03
Commodity 13-Jun Wk Ago Mth. Ago
NYMEX Crude($/bl) 52.33 52.54 60.92 66.63
Brent Crude($/bl) 64.72 64.21 73.29 74.16
Gold( $/oz) 1342 1335 1300 1299
Gold(Rs./10 gm) 32632 32611 31961 30385
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Nifty Jun 2019 Futures were at 11,928.30, a premium of 14.25 points,
above the spot closing of 11,914.05. The turnover on NSE’s Futures and
Options segment increased to Rs. 24,76,549.11 crore on Jun 13, 2019,
compared with Rs. 11,29,362.76 crore on Jun 12, 2019.
• The Put-Call ratio stood at 0.73 compared with the previous session’s
close of 0.88.
• The Nifty Put-Call ratio stood at 1.37 compared with the previous
session’s close of 1.33.
• Open interest on Nifty Futures stood at 19.82 million, compared with
the previous session’s close of 19.78.
• Bond yield was unchanged as the impact of the retail inflation data for
May 2019 was erased by the rise in crude oil prices after a reported
attack on oil tankers in the Gulf of Oman.
• Yield on the 10-year benchmark paper (7.26% GS 2029) remained
unchanged at 7.01% compared with the previous close after trading in a
range of 6.96% to 7.03%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 5,142 crore (gross) on Jun 13, 2019, compared
with Rs. 4,347 crore (gross) as on Jun 12, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 10,767
crore on Jun 12, 2019.
• RBI announced to conduct underwriting auction of 7.00% GS 2021,
7.27% GS 2026, 7.57% GS 2033, 7.62% GS 2039 and 7.63% GS 2059 for
aggregate amount of Rs. 17,000 crore.
• The Indian rupee depreciated as crude oil prices rebound after reported
attacks on oil tankers in the Gulf of Oman. This also made oil importers
step up their greenback purchases.
• The euro was nearly flat against the greenback following the release of
German’s inflation data. The consumer price index rose 0.2%, which
matched expectations. In addition, Italy’s unemployment data also came
in line with expectations.
• Gold prices were up against the greenback after the release of U.S. CPI
for May 2019, which barely showed an improvement.
• Brent crude prices surged more than 2% on media reports saying that
multiple oil tankers were attacked in the Gulf of Oman, which raised fears
of supply crunch.
• Labor Department report showed a modest increase in U.S. consumer
prices in May 2019, matching estimates. The Labor Department said its
consumer price index inched up 0.1% in May after rising 0.3% in Apr
• Eurostat data showed eurozone industrial production fell at the fastest
rate in four months in Apr 2019, in line with expectations. Industrial
production declined 0.5% MoM in Apr 2019, following a 0.4% fall in Mar
2019. The latest decrease in production was the worst since Dec 2018,
when it was down 0.9%. The latest decline was driven by 1.7% fall in
durable consumer goods.