FII Derivative Trade Statistics 30-Jun
(Rs Cr) Buy
Index Futures 2329.52 3630.34 9358.57
Index Options 283451.42 278774.48 97957.48
Stock Futures 11353.93 12530.68 108178.78
Stock Options 8551.18 8789.45 12768.52
Total 305686.05 303724.95 228263.35
Put Call Ratio (OI) 0.90 0.90 0.00
Put Call Ratio(Vol) 0.89 0.84 0.06
30-Jun Wk. Ago Mth. Ago
Call Rate 3.16% 3.17% 3.14% 3.65%
T-Repo 3.22% 3.25% 3.25% 3.07%
Repo 4.00% 4.00% 4.00% 4.00%
Reverse Repo 3.35% 3.35% 3.35% 3.35%
91 Day T-Bill 3.41% 3.45% 3.39% 3.12%
364 Day T-Bill 3.85% 3.86% 3.71% 3.46%
10 Year Gilt 6.05% 6.02% 6.00% 5.89%
G-Sec Vol. (Rs.Cr) 22654 15360 31243 39172
FBIL MIBOR 3.36% 3.37% 3.37% 3.89%
3 Month CP Rate 3.62% 3.65% 3.62% 3.75%
5 Year Corp Bond 6.28% 6.46% 6.28% 6.62%
1 Month CD Rate 3.45% 3.48% 3.47% 3.29%
3 Month CD Rate 3.62% 3.64% 3.42% 3.23%
1 Year CD Rate 4.16% 4.05% 4.14% 4.05%
Currency 30-Jun Prev_Day
USD/INR 74.35 74.22 0.13
GBP/INR 102.95 102.91 0.03
EURO/INR 88.50 88.45 0.05
JPY/INR 0.67 0.67 0.00
Commodity 30-Jun Wk Ago Mth. Ago
NYMEX Crude($/bl) 73.47 73.06 66.26 39.22
Brent Crude($/bl) 78.25 76.03 70.23 42.50
Gold( $/oz) 1770 1779 1903 1781
Gold(Rs./10 gm) 46504 47021 48541 48304
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Derivative Statistics- Nifty Options
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• Nifty Jul 2021 Futures stood at 15,752.15, a premium of 30.65 points above
the spot closing of 15,721.50. The turnover on NSE’s Futures and Options
segment fell to Rs. 49,50,416.46 crore on June 30, 2021, compared with
Rs.34,64,779.35 crore on June 29, 2021.
• The Put-Call ratio stood at 0.88 compared with the previous session’s close
• The Nifty Put-Call ratio remained unchanged compared with the previous
session’s close of 0.9.
• Open interest on Nifty Futures stood at 10.16 million, compared with the
previous session’s close of 9.9 million.
• Bond yields rose marginally on expectations of higher government securities
issuances in the Sep quarter of 2021.
• Yield on the 10-year benchmark paper (5.85% GS 2030) rose 1 bps to close at
6.05% from the previous close 6.04% after moving in range of 6.04% to
• Data from RBI showed that reserve money grew 16.9% on a yearly basis for
the week ended Jun 25, 2021 compared to an increase of 11.8% in the same
period of the previous year. The currency in circulation grew 12.0% on a
yearly basis for the week ended Jun 25, 2021 compared to an increase of
21.5% in the same period of the previous year.
• The Indian rupee fell against the U.S. dollar as importers covered their
immediate payables and tracking increase in global crude oil prices.
• Euro fell against the U.S. dollar ahead of the U.S. labour data and worries
over the spread of the Delta coronavirus variant.
• Gold prices rose on bargain hunting. However, gains were capped as
upcoming U.S. jobs data and taper talks from the U.S. Federal Reserve kept
investors on the sidelines.
• Brent Crude prices rose after data from American Petroleum Institute
showed shrinking of U.S. crude stock piles.
• According to data from ADP Research Institute, U.S. private employment
rose 692,000 in Jun 2021 from downwardly revised 886,000 increase in May
• According to preliminary data from Eurostat, eurozone inflation rose 1.9%
YoY in Jun 2021 as against 2% YoY rise in May 2021. Core inflation eased to
0.9% from 1% in the previous month.
• According to the National Bureau of Statistics, China’s manufacturing
Purchasing Managers' Index (PMI) fell to 50.9 in Jun 2021 from 51.0 in May
2021. The non-manufacturing PMI declined to 53.5 in Jun from 55.2 in May.
• According to the Federal Labor Agency, Germany’s unemployment
decreased 38,000 in Jun 2021 from the previous month. The unemployment
rate remained unchanged at 5.9% in Jun.