FII Derivative Trade Statistics
21-Jun
(Rs Cr) Buy
Index Futures 5953.59 4213.90 34885.61
Index Options 2730642.23 2806623.13 336667.99
Stock Futures 32481.61 35656.35 304505.04
Stock Options 61980.54 61004.42 63647.02
Total 2831057.97 2907497.80 739705.66
21-Jun Prev_Day
Put Call Ratio (OI) 1.04 1.14 -0.10
Put Call Ratio(Vol) 0.99 0.90 0.09
21-Jun Wk. Ago Mth. Ago
Call Rate 6.70% 6.72% 6.76% 6.47%
T-Repo 6.68% 6.70% 6.72% 6.32%
Repo 6.50% 6.50% 6.50% 6.50%
Reverse Repo 3.35% 3.35% 3.35% 3.35%
91 Day T-Bill 6.90% 7.45% 6.84% 6.67%
364 Day T-Bill 6.98% 6.98% 7.04% 6.87%
10 Year Gilt 6.97% 6.98% 7.04% 7.07%
G-Sec Vol. (Rs.Cr) 55039 58478 51805 38582
FBIL MIBOR 6.78% 6.79% 6.83% 6.55%
3 Month CP Rate 7.16% 7.14% 7.18% 6.90%
5 Year Corp Bond 7.54% 7.56% 7.62% 7.50%
1 Month CD Rate 7.10% 7.09% 7.03% 6.83%
3 Month CD Rate 7.13% 7.10% 7.26% 6.89%
1 Year CD Rate 7.56% 7.59% 7.48% 7.37%
Currency 21-Jun Prev_Day
USD/INR 83.59 83.53 0.06
GBP/INR 105.81 106.12 -0.31
EURO/INR 89.54 89.64 -0.11
JPY/INR 0.53 0.53 0.00
Commodity 21-Jun Wk Ago Mth. Ago
NYMEX Crude($/bl) 81.61 79.31 80.46 72.50
Brent Crude($/bl) 87.56 82.59 82.32 76.95
Gold( $/oz) 2320 2333 2422 1932
Gold(Rs./10 gm) 72442 71596 73932 58669
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 Jun 2024 Futures stood at 23,487.30, a discount of 13.80 points below
the spot closing of 23,501.10. The turnover on NSE’s Futures and Options
segment fell to Rs.8,555.51 crore on June 21, 2024, compared with Rs.
6,65,585.61 crore on June 20, 2024.
• The Put-Call ratio stood at 0.98 compared with the previous session’s close
of 0.89.
• The Nifty Put-Call ratio stood at 1.04 compared with the previous session’s
close of 1.14.
• Open interest on Nifty Futures stood at 15.31 million, compared with the
previous session’s close of 15.71 million.
• Bond yields fell marginally due to purchase by foreign investors and banks
that aided sentiment ahead of a crucial week where Indian bonds will be
included in JPMorgan's emerging market debt index.
• Yield on the 10-year benchmark paper (7.10% GS 2034) fell by 1 bps to close
at 6.97% as compared to the previous close of 6.98%.
• Reserve Bank of India conducted the auction of three government securities
namely 7.04% GS 2029 and 7.46% GS 2073 for a notified amount of Rs.
23,000 crore, which was completely accepted. The cut off price/implicit yield
at cut-off for 7.04% GS 2029 and 7.46% GS 2073 stood at Rs.
100.20/6.9899% and Rs. 105.29/7.0724%, respectively.
• RBI conducted the auction of 6-day Variable Rate Repo for the notified
amount of Rs. 1,00,000 crore for which amount of Rs. 1,00,005 crore was
accepted and the cut-off yield stood at 6.60%.
• The Indian rupee in the spot trade rose against the U.S. dollar following
inflow of foreign capital and greenback sales.
• Euro fell against the U.S. dollar after data showed a strong U.S. economy as
U.S. business activity hit a 26-month high in Jun 2024.
• Gold prices fell as the U.S. dollar and bond yields traded higher after data
showed that U.S. private sector activity accelerated in Jun 2024.
• Brent crude oil prices (spot) rose slightly on optimism about improving oil
demand.
• According to the Office for National Statistics, U.K. retail sales volume grew
2.9% on a monthly basis in May 2024, offsetting the 1.8% fall in Apr 2024.
The growth also exceeded economists' forecast of 1.5%.
• According to a survey, eurozone’s flash consumer confidence index rose to -
14.0 in Jun 2024 from -14.3 in May 2024.
• According to the Census and Statistics Department, Hong Kong’s consumer
price index, or CPI, climbed 1.2% YoY in May 2024, following a 1.1% rise in
Apr 2024, which was the weakest inflation since Jun 2021.