FII Derivative Trade Statistics 12-Jul
(Rs Cr) Buy
Index Futures 3447.14 3896.78 11582.91
Index Options 320431.19 313173.02 104478.61
Stock Futures 11088.69 11011.54 110514.10
Stock Options 13813.41 14086.32 21654.32
Total 348780.43 342167.66 248229.94
Put Call Ratio (OI) 0.87 0.94 -0.07
Put Call Ratio(Vol) 0.92 0.88 0.04
12-Jul Wk. Ago Mth. Ago
Call Rate 3.20% 3.15% 3.10% 3.50%
T-Repo 3.22% 3.23% 3.26% 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 3.42% 3.38% 3.38% 3.16%
364 Day T-Bill 3.80% 3.78% 3.72% 3.36%
10 Year Gilt 6.22% 6.09% 6.01% 5.76%
G-Sec Vol. (Rs.Cr) 18774 19709 39653 69637
FBIL MIBOR 3.40% 3.37% 3.35% 3.87%
3 Month CP Rate 3.80% 3.85% 3.62% 3.80%
5 Year Corp Bond 6.44% 6.52% 6.21% 6.26%
1 Month CD Rate 3.48% 3.48% 3.37% 3.20%
3 Month CD Rate 3.62% 3.58% 3.42% 3.24%
1 Year CD Rate 4.15% 4.05% 4.28% 3.90%
Currency 12-Jul Prev_Day
USD/INR 74.47 74.64 -0.18
GBP/INR 103.39 102.75 0.64
EURO/INR 88.31 88.29 0.02
JPY/INR 0.68 0.68 0.00
Commodity 12-Jul Wk Ago Mth. Ago
NYMEX Crude($/bl) 74.16 75.32 70.95 40.51
Brent Crude($/bl) 77.77 79.14 71.56 43.71
Gold( $/oz) 1806 1792 1877 1798
Gold(Rs./10 gm) 47723 47272 48872 49143
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Derivative Statistics- Nifty Options
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• Nifty Jul 2021 Futures stood at 15,711.95, a premium of 19.35 points above
the spot closing of 15,692.60. The turnover on NSE’s Futures and Options
segment rose to Rs.37,10,671.85 crore on July 12, 2021, compared with
Rs.33,32,841.55 crore on July 09, 2021.
• The Put-Call ratio stood at 0.93 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 0.87 compared with the previous session’s
close of 0.94.
• Open interest on Nifty Futures stood at 10.04 million, compared with the
previous session’s close of 10.27 million.
• Bond yields rose after as market participants got worried that consumer
inflation may have surged in Jun 2021.
• Yield on the 10-year benchmark paper (5.85% GS 2030) surged 3 bps to close
at 6.22% from the previous close 6.19% after moving in a range of 6.20% to
• Godrej Industries plans to raise funds selling commercial papers maturing in
three months at a coupon of 3.57% and has received commitments worth
around Rs. 75 crore.
• Banks Rs. 1 crore under the central bank’s marginal standing facility on Jul 9,
2021 compared to that of Jul 8, 2021 when banks borrowed none.
• The Indian rupee gained for the second consecutive session against the U.S.
dollar following strength in most regional currencies.
• Euro fell against the U.S. dollar as concerns about the Covid-19 pandemic
encouraged market participants to pursue safe haven assets. Also investors
awaited more hints about the global economic recovery.
• Gold prices remained low as investors remained cautious ahead of the U.S.
inflation data, which is expected to have a bearing on the U.S. Federal
Reserve’s timeline for easing its bond purchases.
• Brent crude prices slipped as concerns over slowing global growth weighed
on investor sentiments.
• According to the Destatis, Germany's wholesale prices rose 10.7% YoY in Jun
2021 following 9.7% increase in May 2021. On a monthly basis, wholesale
price growth eased 1.5% in Jun from 1.7% in May.
• According to the Cabinet Office, Japan’s total value of core machine orders
rose 7.8% MoM in May 2021 to 865.7 billion yen following 0.6% rise in Apr
2021. On a yearly basis, core machine orders rose 12.2% after rising 6.5% in
the previous month.
• According to the Bank of Japan, producer prices in Japan rose 0.6% MoM in
Jun 2021 following the upwardly revised 0.8% increase in May 2021. On a
yearly basis, producer prices rose 5% in Jun from 5.1% in the previous