FII Derivative Trade Statistics 05-Jul
(Rs Cr) Buy
Index Futures 3793.36 3694.77 9436.88
Index Options 216814.98 222110.20 70405.79
Stock Futures 10641.39 10406.60 109591.58
Stock Options 9419.11 9611.70 15709.82
Total 240668.84 245823.27 205144.07
Put Call Ratio (OI) 1.25 1.09 0.16
Put Call Ratio(Vol) 0.98 0.91 0.07
05-Jul Wk. Ago Mth. Ago
Call Rate 3.15% 3.13% 3.15% 3.50%
T-Repo 3.23% 3.24% 3.24% 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 3.38% 3.41% 3.41% 2.99%
364 Day T-Bill 3.78% 3.85% 3.72% 3.41%
10 Year Gilt 6.09% 6.06% 6.03% 5.85%
G-Sec Vol. (Rs.Cr) 19709 17454 33544 36385
FBIL MIBOR 3.37% 3.35% 3.36% 3.90%
3 Month CP Rate 3.85% 3.62% 3.62% 3.85%
5 Year Corp Bond 6.52% 6.52% 6.26% 6.51%
1 Month CD Rate 3.48% 3.45% 3.37% 3.29%
3 Month CD Rate 3.58% 3.60% 3.44% 3.25%
1 Year CD Rate 4.05% 4.15% 3.99% 3.94%
Currency 05-Jul Prev_Day
USD/INR 74.39 74.77 -0.38
GBP/INR 102.98 102.88 0.10
EURO/INR 88.26 88.53 -0.27
JPY/INR 0.67 0.67 0.00
Commodity 05-Jul Wk Ago Mth. Ago
75.32 72.93 69.52 40.52
Brent Crude($/bl) 79.14 76.47 70.68 43.96
Gold( $/oz) 1792 1778 1890 1775
Gold(Rs./10 gm) 47272 46903 48403 48227
Data as on 02 Jul, 2021
Mutual Fund Investments are subject to market risks, read all scheme related documents carefully.
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Derivative Statistics- Nifty Options
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information contained in this material.
• Nifty Jul 2021 Futures stood at 15,858.10, a premium of 23.75 points above
the spot closing of 15,834.35. The turnover on NSE’s Futures and Options
segment rose to Rs.27,16,897.19 crore on July 05, 2021, compared with Rs.
25,93,200.00 crore on July 02, 2021.
• The Put-Call ratio stood at 0.91 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.25 compared with the previous session’s
close of 1.09.
• Open interest on Nifty Futures stood at 9.9 million, compared with the
previous session’s close of 9.85 million.
• Bond yields rose as market participants remained on the side-lines and
awaited the announcement of a new 10-year benchmark paper. Worries
over high domestic inflationary pressures also dampened market
• Yield on the 10-year benchmark paper (5.85% GS 2030) rose 3 bps to close
at 6.09% from the previous close 6.06% after moving in a range of 6.06% to
• RBI announced the sale (issue/re-issue) of three dated securities namely
4.26% GS 2023, New GS 2031 and 6.76% GS 2061 for a notified amount of
Rs. 26,000 crore. The auction would be conducted on Jul 9, 2021.
• RBI announced the Open Market Purchase of Government of India
Securities under G-sec Acquisition Programme (G-SAP 2.0). The first
purchase of Government securities for an aggregate amount of Rs. 20,000
crore under G-SAP 2.0 will be conducted on Jul 08, 2021.
• The rupee rose against the greenback on hopes that the U.S. Federal
Reserve (Fed) might not hurry and start scaling back its massive monetary
• The euro was little changed against the greenback as market participants
awaited the minutes of the U.S. Federal Reserve monetary policy review
held in Jun 2021.
• Gold price rose as concerns reignited over an earlier-than-expected rate hike
by the Federal Reserve after a mixed bag of U.S. jobs data.
• Oil price rose as euro zone businesses expanded its activity at the fastest
rate in last 15 years, in June as easing coronavirus restrictions revived the
• According to data from IHS Markit, eurozone’s composite output index rose
to 59.5 in Jun 2021 from 57.1 in May 2021. The services Purchasing
Managers' Index rose to 58.3 in Jun from 55.2 in the previous month.
• According to data from Sentix, eurozone’s investor confidence index rose to
29.8 in Jul 2021 from 28.1 in Jun 2021. The increase came amid the rebound
in economic activity as economies re-open after restrictions due to
coronavirus pandemic eased.
• According to data from the IHS Markit, China’s Caixin services Purchasing
Managers' Index (PMI) plunged to 50.3 in Jun 2021 from 55.1 in May 2021.
The decline came amid recent rise in Covid-19 cases and reduced travel
dampened overall new business.