
FII Derivative Trade Statistics 16-Jul
(Rs Cr) Buy
Index Futures 2040.45 1585.34 51023.95
Index Options 1957327.77 1964656.21 486595.57
Stock Futures 19032.90 20896.96 467038.79
Stock Options 20922.56 21378.95 85434.35
Total 1999323.68 2008517.46 1090092.66
16-Jul Prev_Day
Put Call Ratio (OI) 0.97 0.95 0.02
Put Call Ratio(Vol) 0.98 0.99 -0.01
16-Jul Wk. Ago Mth. Ago
Call Rate 5.35% 5.34% 5.36% 5.36%
T-Repo 5.32% 5.27% 5.30% 5.28%
Repo 5.25% 5.25% 5.25% 5.50%
Reverse Repo 3.35% 3.35% 3.35% 3.35%
91 Day T-Bill 5.31% 5.27% 5.24% 5.38%
364 Day T-Bill 5.63% 5.63% 5.80% 5.55%
10 Year Gilt 6.75% 6.75% 6.87% 6.31%
G-Sec Vol. (Rs.Cr) 54644 58568 50468 21434
FBIL MIBOR 5.36% 5.40% 5.42% 5.40%
3 Month CP Rate 6.90% 6.67% 6.60% 5.83%
5 Year Corp Bond 7.29% 7.27% 7.32% 6.89%
1 Month CD Rate 6.27% 6.34% 6.21% 5.56%
3 Month CD Rate 7.02% 6.52% 6.58% 5.76%
1 Year CD Rate 7.23% 7.26% 7.25% 6.46%
Currency 16-Jul Prev_Day
USD/INR 96.32 96.22 0.10
GBP/INR 130.37 129.07 1.29
EURO/INR 110.44 110.08 0.36
JPY/INR 0.59 0.59 0.00
Commodity 16-Jul Wk Ago Mth. Ago
NYMEX Crude($/bl) 79.93 73.05 79.55 67.03
Brent Crude($/bl) 80.96 74.02 81.80 70.98
Gold( $/oz) 3970 4121 4330 3346
Gold(Rs./10 gm) 141468 143206 149836 97196
Source: Refinitiv
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Derivative Statistics- Nifty Options
The information herein is meant only for general reading purposes and contains all factual and statistical information pertaining to Industry and markets which have been obtained from independent third party sources
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material.
•Nifty Jul 2026 Futures stood at 24,096.40, a premium of 23.65 points above
the spot closing of 24,072.75. The turnover on NSE’s Futures and Options
segment fell to Rs.8,706.81 crore on July 16,2026, compared with Rs.
4,66,254.71 crore on July 15,2026.
•The NSE Put-Call ratio remained unchanged compared with the previous
session’s close of 0.91.
•The Nifty Put-Call ratio stood at 0.52 compared with the previous session’s
close of 0.51.
•Open interest on Nifty Futures stood at 377.55 million, compared with the
previous session’s close of 377.37 million.
•Bond yields fell as stable crude oil prices eased macroeconomic concerns,
while fading expectations of U.S. rate hikes and anticipation of India's
potential inclusion in Bloomberg's flagship bond index supported market
sentiment.
•Yield on the 10-year benchmark paper (6.94%GS 2036) fell by 2bps to close
at 6.75%as compared to the previous day’s close of 6.77%.
•RBI conducted the auction of 1-day Variable Rate Repo for the notified
amount of Rs.75,000 crore for which amount of Rs.18,425 crore was
allotted and the cut-off yield stood at 5.26%.
•According to reports, TVS Motor Company has accepted bids worth Rs.500
crore for bonds maturing in three years and will pay a coupon of 7.30%.
•The Indian rupee weakened against the U.S. dollar due to concerns over
rising geopolitical tensions.
•The euro edged lower against the U.S. dollar as investors assessed subdued
U.S. inflation data for June 2026.
•Gold prices fell as investors focused on inflation risks stemming and supply
disruptions linked to the conflict in Iran.
•Brent crude oil prices increased as geopolitical tensions between the United
States and Iran intensified.
•The U.S. Producer Price Index (PPI) for final demand fell 0.3% in Jun 2026,
after rising a downwardly revised 0.6% in May 2026, according to the U.S.
Department of Labor.
•The Eurozone's trade balance recorded a deficit of EUR 7.8 billion in May
2026, compared with a deficit of EUR 1.2 billion in Apr 2026, according to
official data.