FII Derivative Trade Statistics 13-Jul
(Rs Cr) Buy
Index Futures 3845.94 3126.90 11363.28
Index Options 344211.15 346968.16 108044.47
Stock Futures 10629.01 10662.22 110764.08
Stock Options 13608.40 13770.09 22394.70
Total 372294.50 374527.37 252566.53
Put Call Ratio (OI) 1.10 0.87 0.23
Put Call Ratio(Vol) 0.92 0.92 0.00
13-Jul Wk. Ago Mth. Ago
Call Rate 3.18% 3.11% 3.10% 3.46%
T-Repo 3.23% 3.24% 3.26% 3.10%
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% 3.42% 3.38% 3.18%
364 Day T-Bill 3.56% 3.80% 3.72% 3.37%
10 Year Gilt 6.20% 6.18% 6.01% 5.79%
G-Sec Vol. (Rs.Cr) 26722 31777 39653 41354
FBIL MIBOR 3.39% 3.35% 3.35% 3.87%
3 Month CP Rate 3.75% 3.85% 3.62% 3.75%
5 Year Corp Bond 6.36% 6.55% 6.21% 6.27%
1 Month CD Rate 3.49% 3.50% 3.37% 3.20%
3 Month CD Rate 3.59% 3.63% 3.42% 3.24%
1 Year CD Rate 4.22% 4.15% 4.28% 3.89%
Currency 13-Jul Prev_Day
USD/INR 74.49 74.47 0.02
GBP/INR 103.41 103.39 0.02
EURO/INR 88.35 88.31 0.04
JPY/INR 0.67 0.68 0.00
Commodity 13-Jul Wk Ago Mth. Ago
NYMEX Crude($/bl) 75.19 73.57 70.95 40.01
Brent Crude($/bl) 77.83 77.36 71.56 44.12
Gold( $/oz) 1807 1797 1877 1803
Gold(Rs./10 gm) 47758 47793 48872 49140
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Derivative Statistics- Nifty Options
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• Nifty Jul 2021 Futures stood at 15,833.80, a premium of 21.45 points above
the spot closing of 15,812.35. The turnover on NSE’s Futures and Options
segment rose to Rs.39,11,332.70 crore on July 13, 2021, compared with
Rs.37,10,671.85 crore on July 12, 2021.
• The Put-Call ratio stood at 0.87 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.1 compared with the previous session’s
close of 0.87.
• Open interest on Nifty Futures stood at 10.07 million, compared with the
previous session’s close of 10.04 million.
• Bond yields fell as slower-than-expected consumer inflation for Jun 2021,
increased probability of easy monetary policy for extended period.
• Yield on the new 10-year benchmark paper (6.10% GS 2031) fell 1 bps to
close at 6.10% from the previous close 6.11% after moving in a range of
6.10% to 6.11%.
• Yield on the old 10-year benchmark paper (5.85% GS 2030) fell 2 bps to close
at 6.20% from the previous close 6.22% after moving in a range of 6.19% to
• KEC International plans to raise funds selling commercial papers maturing in
six months at a coupon of 4.75% and has received commitments worth
around Rs. 25 crore.
• The Indian rupee rose for the third straight day against the U.S. dollar,
following a broad rally in regional currencies and domestic equity market
ahead of U.S. inflation data for Jun 2021.
• Euro fell against the U.S. dollar after U.S. inflation data for Jun came higher
than expected raising the prospect that inflationary concerns are set to
• Gold price rose as market participants were of the view that the U.S. Federal
Reserve was unlikely to respond with immediate monetary tightening.
• Oil prices rose marginally amid expectations of a further draw in U.S. and
global crude inventories.
• According to a report by the Labor Department, U.S. consumer price index
rose 0.9% MoM in Jun 2021 as against 0.6% rise in May 2021.
• The Bank of England lifted curbs on the distribution of bank profits put in
place last year, citing the banking system's resilience to a variety of threats.
The Financial Policy Committee (FPC) stated on Jun 30, 2021 that the special
guardrails on shareholder distributions are no longer necessary.
• According to the General Administration of Customs, China's exports grew
32.2% YoY in Jun 2021 as against 27.9% rise in May 2021.
• According to latest data from Destatis, Germany’s consumer price index rose
2.3% YoY in Jun 2021 following 2.5% rise in May 2021.