
FII Derivative Trade Statistics 03-Jul
(Rs Cr) Buy
Index Futures 2276.43 1800.57 51476.09
Index Options 4177508.03 4228977.11 403053.55
Stock Futures 20188.42 18761.80 466358.45
Stock Options 14803.49 14241.42 38815.01
Total 4214776.37 4263780.90 959703.10
03-Jul Prev_Day
Put Call Ratio (OI) 1.07 1.28 -0.22
Put Call Ratio(Vol) 1.05 0.92 0.13
03-Jul Wk. Ago Mth. Ago
Call Rate 5.28% 5.38% 5.27% 5.26%
T-Repo 5.10% 5.30% 5.13% 5.12%
Repo 5.25% 5.25% 5.25% 5.50%
Reverse Repo 3.35% 3.35% 3.35% 3.35%
91 Day T-Bill 5.24% 5.21% 5.54% 5.31%
364 Day T-Bill 5.65% 5.60% 5.98% 5.53%
10 Year Gilt 6.71% 6.77% 7.02% 6.29%
G-Sec Vol. (Rs.Cr) 66015 87921 53455 47612
FBIL MIBOR 5.33% 5.43% 5.33% 5.30%
3 Month CP Rate 6.33% 6.63% 7.32% 5.84%
5 Year Corp Bond 7.26% 7.26% 7.57% 7.00%
1 Month CD Rate 6.02% 6.27% 6.60% 5.68%
3 Month CD Rate 6.12% 6.66% 7.42% 5.69%
1 Year CD Rate 6.83% 7.29% 7.77% 6.22%
Currency 03-Jul Prev_Day
USD/INR 95.24 95.27 -0.03
GBP/INR 127.41 126.66 0.75
EURO/INR 109.15 108.50 0.65
JPY/INR 0.59 0.59 0.01
Commodity 03-Jul Wk Ago Mth. Ago
NYMEX Crude($/bl) 69.73 70.20 99.51 68.03
Brent Crude($/bl) 67.26 69.06 100.79 71.82
Gold( $/oz) 4175 4088 4432 3326
Gold(Rs./10 gm) 145764 139843 154529 96933
Source: Refinitiv
[1]Data as on 02 Jul, 2026
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Derivative Statistics- Nifty Options
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material.
•Nifty Jul 2026 Futures stood at 24,352.70, a premium of 81.85 points above
the spot closing of 24,270.85. The turnover on NSE’s Futures and Options
segment fell to Rs.8,660.00 crore on July 03,2026, compared with Rs.
3,31,275.21 crore on July 02,2026.
•The NSE Put-Call ratio stood at 1.01 compared with the previous session’s
close of 0.87.
•The Nifty Put-Call ratio stood at 0.6 compared with the previous session’s
close of 0.61.
•Open interest on Nifty Futures stood at 367 million, compared with the
previous session’s close of 366.23 million.
•Bond yields declined, supported by sustained foreign inflows amid
expectations that Indian government bonds will be included in the
Bloomberg Global Aggregate Bond Index, a move expected to attract
significant overseas investment into the domestic bond market.
•Yield on the 10-year benchmark paper (6.94%GS 2036) fell by 1bps to close
at 6.71%as compared to the previous day’s close of 6.72%.
•Reserve Bank of India conducted the auction of one government security
namely 6.94%GS 2036 for a notified amount of Rs.34,000 crore, for which
full amount was accepted. The cut-off price/implicit yield at cut-off for 6.94%
GS 2036 stood at Rs.101.50/6.7275%.
•Data from Reserve Bank of India showed that India's foreign exchange
reserves decreased to $666.93 billion for the week ended Jun 26,2026
compared with $672.59 billion a week earlier.
•The Indian rupee weakened against the U.S. dollar due to increased demand
for the dollar.
•The euro strengthened against the U.S. dollar as expectations of a U.S.
Federal Reserve rate hike eased.
•Gold prices rose as expectations of a U.S. Federal Reserve rate hike eased.
•Brent crude oil prices increased as investors became concerned about
prolonged supply disruptions.
•U.S. initial jobless claims slipped to 215,000 in the week ended Jun. 27,2026,
a decrease of 1,000 from the previous week's revised level of 216,000,
according to the U.S. Department of Labor.
•U.S. nonfarm payroll employment increased by 57,000 jobs in Jun. 2026,
following a gain of 129,000 jobs in May 2026, according to the U.S.
Department of Labor.
•China’s Services Purchasing Managers' Index (PMI) fell to 54.1 in Jun. 2026
from 54.4 in the previous month, according to survey data from S&P Global.