FII Derivative Trade Statistics 08-Jul
(Rs Cr) Buy
Index Futures 2401.16 2719.80 10042.19
Index Options 410559.16 410467.34 101498.77
Stock Futures 11957.20 11761.28 111999.73
Stock Options 12955.13 13064.14 19749.20
Total 437872.65 438012.56 243289.89
Put Call Ratio (OI) 0.91 1.25 -0.34
Put Call Ratio(Vol) 0.90 1.00 -0.10
08-Jul Wk. Ago Mth. Ago
Call Rate 3.17% 3.12% 3.09% 3.51%
T-Repo 3.01% 3.20% 3.18% 3.14%
Repo 4.00% 4.00% 4.00% 4.00%
Reverse Repo 3.35% 3.35% 3.35% 3.35%
91 Day T-Bill 3.40% 3.38% 3.39% 3.10%
364 Day T-Bill 3.84% 3.79% 3.70% 3.39%
10 Year Gilt 6.12% 6.04% 6.01% 5.78%
G-Sec Vol. (Rs.Cr) 39429 12090 36216 50867
FBIL MIBOR 3.37% 3.34% 3.37% 3.90%
3 Month CP Rate 3.80% 3.60% 3.62% 3.80%
5 Year Corp Bond 6.35% 6.56% 6.23% 6.39%
1 Month CD Rate 3.47% 3.41% 3.37% 3.17%
3 Month CD Rate 3.59% 3.56% 3.42% 3.25%
1 Year CD Rate 4.19% 4.08% 3.99% 3.91%
Currency 08-Jul Prev_Day
USD/INR 74.70 74.74 -0.05
GBP/INR 102.88 103.23 -0.35
EURO/INR 88.12 88.40 -0.28
JPY/INR 0.68 0.68 0.00
Commodity 08-Jul Wk Ago Mth. Ago
NYMEX Crude($/bl) 72.93 75.28 70.06 40.86
Brent Crude($/bl) 75.84 78.00 70.46 44.21
Gold( $/oz) 1803 1777 1893 1810
Gold(Rs./10 gm) 48096 47075 48857 48965
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Derivative Statistics- Nifty Options
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• Nifty Jul 2021 Futures stood at 15,735.40, a premium of 7.50 points above
the spot closing of 15,727.90. The turnover on NSE’s Futures and Options
segment fell to Rs.1,04,93,040.76 crore on July 08, 2021, compared with
Rs.46,48,961.06 crore on July 07, 2021.
• The Put-Call ratio remained unchanged compared with the previous
session’s close of 0.91.
• The Nifty Put-Call ratio stood at 0.91 compared with the previous session’s
close of 1.25.
• Open interest on Nifty Futures stood at 10.58 million, compared with the
previous session’s close of 10.04 million.
• Bond yields fell tracking fall in yields on U.S. Treasuries after minutes of the
U.S. Federal Reserve (Fed) monetary policy review in Jun showed that Fed
officials talked about tapering its asset purchase program but also expressed
the need for patience. However, gains were capped as market participants
awaited the sale of India’s new 10-year bond tomorrow.
• Yield on the 10-year benchmark paper (5.85% GS 2030) fell 4 bps bps to
close at 6.12% from the previous close 6.16% after moving in a range of
6.12% to 6.15%.
• Banks did not under the central bank’s marginal standing facility on Jul 7,
2021 compared to that of Jul 6, 2021 when banks borrowed Rs. 16 crore.
• RBI conducted the open market purchase of Government of India securities
for a notified amount of Rs. 20,000 crore for which the total amount was
accepted by the RBI.
• The rupee in the spot trade weakened against the greenback following
losses in the domestic equity market and broader losses in Asian currencies.
• The euro rose against the greenback after initial jobless claims in U.S. rose
for the week ended Jul 3, 2021 which kept the greenback under pressure.
• Gold prices remained at elevated levels on worries over slowing growth.
• Oil prices rose after data from the U.S. EIA showed that crude inventories in
U.S. fell by 6.9 million barrels in the week to July 2 to 445.5 million barrels.
• The recent monetary policy meeting of the U.S. Federal Reserve suggests
that it will not be in a hurry to start winding down its asset buying
programme. The central bank has stated repeatedly that it intends to keep
buying assets at a rate of at least $120 billion per month until it achieves
"significant further progress" toward its goals of maximum employment and
• According to data from Destatis, Germany’s exports rose 0.3% MoM in May
2021 following 0.2% rise in Apr 2021.
• According to the Cabinet Office, Japan’s current conditions index of the
Economy Watchers' Survey, which measures the current situation of the
economy, rose to 47.6 in Jun 2021 from 38.1 in May 2021. The outlook index
that signals future activity rose to 52.4 in Jun from 47.6 in May.