FII Derivative Trade Statistics 01-Jun
(Rs Cr) Buy
Index Futures 2570.51 3260.79 12829.19
Index Options 294601.52 291977.23 95663.78
Stock Futures 12819.43 13020.19 110788.88
Stock Options 14325.32 14467.03 12047.19
Total 324316.78 322725.24 231329.04
Put Call Ratio (OI) 1.32 1.51 -0.19
Put Call Ratio(Vol) 0.99 0.93 0.06
01-Jun Wk. Ago Mth. Ago
Call Rate 3.12% 3.20% 3.21% 3.60%
T-Repo 3.23% 3.27% 3.25% 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 3.39% 3.39% 3.30% 3.24%
364 Day T-Bill 3.45% 3.73% 3.71% 3.45%
10 Year Gilt 6.02% 5.97% 6.03% 5.82%
G-Sec Vol. (Rs.Cr) 13858 28665 44823 36924
FBIL MIBOR 3.39% 3.40% 3.43% 4.01%
3 Month CP Rate 3.62% 3.62% 3.50% 4.35%
5 Year Corp Bond 6.34% 6.20% 6.26% 6.86%
1 Month CD Rate 3.33% 3.49% 3.25% 3.30%
3 Month CD Rate 3.42% 3.41% 3.31% 3.45%
1 Year CD Rate 4.10% 4.16% 3.90% 4.03%
Currency 01-Jun Prev_Day
USD/INR 72.77 72.52 0.25
GBP/INR 103.49 102.87 0.62
EURO/INR 88.96 88.42 0.54
JPY/INR 0.66 0.66 0.00
Commodity 01-Jun Wk Ago Mth. Ago
NYMEX Crude($/bl) 67.75 66.22 63.45 35.44
Brent Crude($/bl) 69.82 69.52 68.33 35.66
Gold( $/oz) 1900 1899 1769 1740
Gold(Rs./10 gm) 49173 48482 47569 40989
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Derivative Statistics- Nifty Options
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• Nifty Jun 2021 Futures stood at 15,618.15, a premium of 43.30 points above
the spot closing of 15,574.85. The turnover on NSE’s Futures and Options
segment rose to Rs. 39,32,625.77 crore on June 01, 2021, compared with Rs.
30,79,549.69 crore on May 31, 2021.
• The Put-Call ratio stood at 0.89 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.32 compared with the previous session’s
close of 1.51.
• Open interest on Nifty Futures stood at 11.58 million, compared with the
previous session’s close of 11.39 million.
• Bond yields were almost unchanged on continued expectations of extended
pause in monetary policy after gross domestic product (GDP) data showed
that the economy had contracted at a record pace in FY21.
• Yield on the 10-year benchmark paper (5.85% GS 2030) remained unchanged
at 6.02% from the previous close after moving in a narrow range of 6.02% to
• Mahindra & Mahindra Financial Services plans to raise at least Rs. 100 crore
through issuance of bonds maturing in two years with a greenshoe option to
retain an additional Rs. 100 crore.
• Banks did not borrowed under the central bank’s marginal standing facility
on May 31, 2021 compared with Rs. 101 crore on May 28, 2021.
• The Indian rupee weakened and recorded its biggest fall against the U.S.
dollar in six weeks on importer covering and on likely domestic equity
outflows due to rebalancing in the MSCI index.
• Euro fell against the U.S. dollar, as upbeat U.S. manufacturing data
strengthened the greenback.
• Gold prices fell as upbeat U.S. manufacturing data and higher Treasury yields
dampened the safe haven appeal of the bullion.
• Brent crude prices fell as OPEC and its non-OPEC partners agreed to
gradually ease production cuts.
• According to report by the Institute for Supply Management, U.S.
manufacturing purchasing managers' index inched up to 61.2 in May 2021
from 60.7 in Apr 2021.
• According to data from the IHS Markit, U.K. purchasing managers' index for
the manufacturing sector rose to 65.6 in May 2021 from 60.9 in Apr 2021.
The increase came amid stronger production growth and record gains in new
orders, despite rise in inflation.
• According to IHS Markit, China’s manufacturing Purchasing Managers' Index
(PMI) rose to 52.0 in May 2021 from 51.9 in Apr 2021. China's manufacturing
sector expanded at a faster pace in May following robust new orders and
• According to data from Eurostat, eurozone’s unemployment rate eased 8%
in Apr 2021 from 8.1% in Mar 2021.