
FII Derivative Trade Statistics 24-Jul
(Rs Cr) Buy
Index Futures 7931.37 9769.96 49900.24
Index Options 3734907.50 3786861.83 510190.74
Stock Futures 151258.82 149077.33 459069.99
Stock Options 37765.95 36419.74 98654.70
Total 3931863.64 3982128.86 1117815.67
24-Jul Prev_Day
Put Call Ratio (OI) 0.89 0.80 0.10
Put Call Ratio(Vol) 0.92 0.93 -0.01
24-Jul Wk. Ago Mth. Ago
Call Rate 5.12% 5.40% 5.37% 5.54%
T-Repo 5.05% 5.17% 5.20% 5.44%
Repo 5.25% 5.25% 5.25% 5.50%
Reverse Repo 3.35% 3.35% 3.35% 3.35%
91 Day T-Bill 5.32% 5.28% 5.22% 5.32%
364 Day T-Bill 5.80% 5.58% 5.62% 5.54%
10 Year Gilt 6.83% 6.78% 6.78% 6.33%
G-Sec Vol. (Rs.Cr) 84898 49324 96917 35381
FBIL MIBOR 5.14% 5.44% 5.43% 5.63%
3 Month CP Rate 6.95% 6.90% 6.67% 5.82%
5 Year Corp Bond 7.37% 7.32% 7.27% 6.93%
1 Month CD Rate 6.21% 6.27% 6.25% 5.68%
3 Month CD Rate 6.92% 6.83% 6.65% 5.75%
1 Year CD Rate 7.07% 7.06% 7.41% 6.24%
Currency 24-Jul Prev_Day
USD/INR 96.54 96.54 0.00
GBP/INR 128.53 129.18 -0.65
EURO/INR 109.87 110.32 -0.45
JPY/INR 0.59 0.59 0.00
Commodity 24-Jul Wk Ago Mth. Ago
NYMEX Crude($/bl) 91.54 83.33 71.32 67.06
Brent Crude($/bl) 102.80 80.85 70.95 71.83
Gold( $/oz) 4053 4017 4000 3368
Gold(Rs./10 gm) 143238 140653 142512 98442
Source: Refinitiv
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Derivative Statistics- Nifty Options
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material.
•Nifty Jul 2026 Futures stood at 23,806.50, a premium of 39.05 points above
the spot closing of 23,767.45. The turnover on NSE’s Futures and Options
segment rose to Rs.1,85,02,981.97 crore on July 24,2026, compared with
Rs.93,94,025.45 crore on July 23,2026.
•The NSE Put-Call ratio stood at 0.87 compared with the previous session’s
close of 0.84.
•The Nifty Put-Call ratio stood at 0.89 compared with the previous session’s
close of 0.8.
•Open interest on Nifty Futures stood at 19.27 million, compared with the
previous session’s close of 18.51 million.
•Bond yields declined after rising over the previous three sessions. However,
elevated crude oil prices and higher U.S. Treasury yields continued to weigh
on sentiment.
•Yield on the 10-year benchmark paper (6.94%GS 2036) fell by 1bps to close
at 6.83%as compared to the previous day’s close of 6.84%.
•Reserve Bank of India conducted the auction of two government securities
namely New GS 2041 and 7.43%GS 2076 for a notified amount of Rs.28,000
crore, for which full amount was accepted. The cut-off price/implicit yield at
cut-off for New GS 2041 and 7.43%GS 2076 stood at 7.06% and Rs.
97.55/7.6212%.
•Data from Reserve Bank of India showed that India's foreign exchange
reserves increased to $676.24 billion for the week ended Jul 17,2026
compared with $675.16 billion a week earlier.
•The Indian rupee strengthened against the U.S. dollar amid likely
intervention by the Reserve Bank of India.
•The euro weakened against the U.S. dollar amid concerns over tensions
involving the U.S. and Iran.
•Gold prices increased as concerns about inflation eased, reducing
expectations of an interest-rate hike by the U.S. Federal Reserve.
•Brent crude oil prices rose despite investors opted to book profits.
•The European Central Bank (ECB) left its key interest rates unchanged on Jul
24,2026,as expected, following its first rate hike in nearly three years during
the previous policy meeting. The Governing Council, led by ECB President,
kept the deposit rate unchanged at 2.25%, the refinancing rate at 2.40%,
and the marginal lending rate at 2.65%.
•The U.K. flash composite output index rose to a three-month high of 52.1 in
Jul 2026,up from 49.3 in the previous month, according to S&P Global.