FII Derivative Trade Statistics 03-Jun
(Rs Cr) Buy
Index Futures 2730.62 3837.85 12355.29
Index Options 435858.84 436405.45 105329.96
Stock Futures 17264.80 17199.81 109035.00
Stock Options 13730.64 13739.34 14856.04
Total 469584.90 471182.45 241576.29
Put Call Ratio (OI) 1.35 1.27 0.08
Put Call Ratio(Vol) 1.00 0.93 0.07
03-Jun Wk. Ago Mth. Ago
Call Rate 3.09% 3.16% 3.21% 3.76%
T-Repo 3.23% 3.26% 3.21% 3.05%
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% 3.39% 3.31% 3.36%
364 Day T-Bill 3.73% 3.71% 3.69% 3.45%
10 Year Gilt 6.00% 5.99% 6.00% 5.82%
G-Sec Vol. (Rs.Cr) 33600 25107 26165 27486
FBIL MIBOR 3.37% 3.39% 3.44% 3.96%
3 Month CP Rate 3.62% 3.62% 3.50% 4.35%
5 Year Corp Bond 6.30% 6.22% 6.28% 6.86%
1 Month CD Rate 3.35% 3.42% 3.38% 3.38%
3 Month CD Rate 3.44% 3.43% 3.32% 3.66%
1 Year CD Rate 4.00% 4.15% 4.10% 4.03%
Currency 03-Jun Prev_Day
USD/INR 73.12 73.21 -0.09
GBP/INR 103.47 103.63 -0.17
EURO/INR 89.14 89.42 -0.28
JPY/INR 0.67 0.67 0.00
Commodity 03-Jun Wk Ago Mth. Ago
NYMEX Crude($/bl) 68.76 66.82 64.41 37.28
Brent Crude($/bl) 69.82 69.85 68.33 36.91
Gold( $/oz) 1871 1896 1792 1698
Gold(Rs./10 gm) 48854 48690 47569 46609
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Derivative Statistics- Nifty Options
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• Nifty Jun 2021 Futures stood at 15,616.75, a discount of 73.60 points below
the spot closing of 15,690.35. The turnover on NSE’s Futures and Options
segment rose to Rs.80,75,404.79 crore on June 03, 2021, compared with
Rs.43,28,023.26 crore on June 02, 2021.
• The Put-Call ratio stood at 0.91 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.35 compared with the previous session’s
close of 1.27.
• Open interest on Nifty Futures stood at 11.44 million, compared with the
previous session’s close of 10.96 million.
• Bond yields largely unchanged ahead of the Reserve Bank of India’s (RBI)
monetary policy meeting decision on Friday. Market participants awaiting
indications of further support from the central bank.
• Yield on the 10-year benchmark paper (5.85% GS 2030) eased 1 bps to close
at 6.00% from the previous close of 6.01% after moving in a narrow range of
5.99% to 6.01%.
• Data from RBI showed that money supply increased at an annualized rate of
9.9% in the fortnight ending May 21, 2021, compared with an increase of
11.7% a year earlier. The currency with the public increased 13.9% during the
same fortnight compared with an increase of 18.7% a year earlier.
• RBI announced to conduct the auction of 14-day Variable Rate Reverse Repo
auction under LAF for the notified amount of Rs. 2,00,000 crore on Jun 04,
• After falling in the last three sessions, the Indian rupee gained against the
U.S. dollar, following strong rise in domestic equity market.
• Euro fell against the U.S. dollar after stronger-than-expected U.S. jobs data
that suggested an improving labor market. Upbeat data reinforced signs that
the world's largest economy was on its way to a steady path to recovery
from the pandemic.
• Gold prices fell following better-than-expected U.S. employment and service
sector data for May 2021.
• Brent crude prices fell after data from the Energy Information
Administration showed that gasoline stocks rose by 1.5 million barrels for
the week ended May 28.
• According to the payroll processor ADP, U.S. private sector employment
increased by 978,000 jobs in May 2021 after surging by a downwardly
revised 654,000 jobs in Apr 2021.
• According to data from IHS Markit, eurozone’s final composite output index
rose to 57.1 in May 2021 from 53.8 in Apr 2021. The final services Purchasing
Managers' Index rose to 55.2 in May from 50.5 in Apr.
• According to Jibun Bank, Japan’s service Purchasing Managers' Index fell to
46.5 in May 2021 from 4.5 in Apr 2021.