FII Derivative Trade Statistics 09-Jul
(Rs Cr) Buy
Index Futures 3925.96 6863.48 11493.38
Index Options 859042.02 854354.61 72342.79
Stock Futures 11354.59 12440.27 110453.16
Stock Options 12642.03 13046.80 20987.97
Total 886964.60 886705.16 215277.30
Put Call Ratio (OI) 0.94 0.91 0.03
Put Call Ratio(Vol) 0.88 0.90 -0.02
09-Jul Wk. Ago Mth. Ago
Call Rate 3.17% 3.14% 3.12% 3.52%
T-Repo 3.19% 3.22% 3.21% 3.13%
Repo 4.00% 4.00% 4.00% 4.00%
Reverse Repo 3.35% 3.35% 3.35% 3.35%
91 Day T-Bill 3.37% 3.30% 3.39% 3.17%
364 Day T-Bill 3.75% 3.56% 3.74% 3.36%
10 Year Gilt 6.19% 6.06% 6.02% 5.77%
G-Sec Vol. (Rs.Cr) 30919 22635 36216 36703
FBIL MIBOR 3.38% 3.36% 3.37% 3.84%
3 Month CP Rate 3.80% 3.80% 3.62% 3.80%
5 Year Corp Bond 6.37% 6.49% 6.23% 6.37%
1 Month CD Rate 3.52% 3.46% 3.33% 3.14%
3 Month CD Rate 3.58% 3.57% 3.43% 3.24%
1 Year CD Rate 4.18% 4.05% 4.00% 3.90%
Currency 09-Jul Prev_Day
USD/INR 74.64 74.70 -0.05
GBP/INR 102.75 102.88 -0.13
EURO/INR 88.29 88.12 0.16
JPY/INR 0.68 0.68 0.00
Commodity 09-Jul Wk Ago Mth. Ago
NYMEX Crude($/bl) 74.51 75.32 69.85 39.59
Brent Crude($/bl) 78.30 78.79 71.06 43.16
Gold( $/oz) 1808 1787 1888 1803
Gold(Rs./10 gm) 47723 47434 48736 49054
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Derivative Statistics- Nifty Options
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• Nifty Jul 2021 Futures stood at 15,722.45, a premium of 32.65 points above
the spot closing of 15,689.80. The turnover on NSE’s Futures and Options
segment rose to Rs.33,32,841.55 crore on July 09, 2021, compared with
Rs.1,04,93,040.76 crore on July 08, 2021.
• The Put-Call ratio remained unchanged compared with the previous
session’s close of 0.91.
• The Nifty Put-Call ratio stood at 0.94 compared with the previous session’s
close of 0.91.
• Open interest on Nifty Futures stood at 10.27 million, compared with the
previous session’s close of 10.58 million.
• Bond yields rose after the Reserve Bank of India (RBI) sold the much-awaited
new 10-year bond at a higher-than-expected yield of 6.10%. Increase in
global crude oil prices and intensifying concerns about an early normalization
of monetary policy due to rise in domestic inflationary pressures also
weighed on the market sentiment.
• Yield on the 10-year benchmark paper (5.85% GS 2030) surged 7 bps to close
at 6.19% from the previous close 6.12% after moving in a range of 6.14% to
• Banks did not under the central bank’s marginal standing facility on Jul 8,
2021 compared to that of Jul 7, 2021 when banks borrowed none.
• RBI conducted the auction of three government securities for a notified
amount of Rs. 26,000 crore for which the entire amount was accepted. The
implicit yield at cut off for the much-awaited new 10-year bond came in at
• The rupee in the spot trade rose marginally against the greenback on
expectations of more inflows in the domestic equity market from initial
• The euro rose against the greenback as the latter came under pressure due
to profit booking. The greenback declined further as market participants
awaited key U.S. inflation data for Jun 2021.
• Gold prices went up bolstered by a weaker dollar and concerns that the
spread of the Delta variant of the coronavirus could slow a global economic
• Oil prices rose as data from U.S. EIA showed that U.S. crude and gasoline
stocks fell and gasoline demand reached its highest since 2019.
• According to the Office for National Statistics, U.K. visible trade deficit
narrowed to an 11-month low to GBP 8.48 billion in May 2021 compared to a
GBP 10.95 billion deficit in the previous month. Exports of goods grew 7.1%,
while imports dropped 1.4% in May.
• According to data from the National Bureau of Statistics, China’s consumer
prices rose 1.1% YoY in Jun 2021 slower than 1.3% rise in May 2021. The
prices eased due to falling food prices.
• According to the Office for National Statistics, U.K. gross domestic product
rose 0.8% MoM in May 2021 slower than the revised 2% growth posted in