FII Derivative Trade Statistics 04-Jun
(Rs Cr) Buy
Index Futures 3429.62 2869.86 13034.69
Index Options 640804.01 643812.47 72836.01
Stock Futures 14240.31 15094.47 109774.10
Stock Options 15954.58 16200.62 16994.14
Total 674428.52 677977.42 212638.94
Put Call Ratio (OI) 1.30 1.35 -0.04
Put Call Ratio(Vol) 0.95 1.00 -0.05
04-Jun Wk. Ago Mth. Ago
Call Rate 3.15% 3.14% 3.19% 3.75%
T-Repo 3.24% 3.25% 3.18% 3.11%
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% 3.39% 3.31% 3.39%
364 Day T-Bill 3.72% 3.71% 3.67% 3.47%
10 Year Gilt 6.03% 6.00% 6.01% 5.82%
G-Sec Vol. (Rs.Cr) 33544 31243 19868 27486
FBIL MIBOR 3.36% 3.37% 3.44% 4.01%
3 Month CP Rate 3.62% 3.62% 3.50% 4.35%
5 Year Corp Bond 6.26% 6.28% 6.31% 6.86%
1 Month CD Rate 3.37% 3.47% 3.27% 3.18%
3 Month CD Rate 3.44% 3.42% 3.32% 3.70%
1 Year CD Rate 3.99% 4.14% 4.12% 4.08%
Currency 04-Jun Prev_Day
USD/INR 73.03 73.12 -0.09
GBP/INR 102.96 103.47 -0.50
EURO/INR 88.45 89.14 -0.69
JPY/INR 0.66 0.67 0.00
Commodity 04-Jun Wk Ago Mth. Ago
NYMEX Crude($/bl) 69.52 66.26 65.67 37.37
Brent Crude($/bl) 70.68 70.23 69.86 37.10
Gold( $/oz) 1890 1903 1778 1711
Gold(Rs./10 gm) 48403 48541 47569 46640
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Derivative Statistics- Nifty Options
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• Nifty Jun 2021 Futures stood at 15,700.85, a premium of 30.60 points above
the spot closing of 15,670.25. The turnover on NSE’s Futures and Options
segment fell to Rs.26,77,832.86 crore on June 04, 2021, compared with
Rs.80,75,404.79 crore on June 03, 2021.
• The Put-Call ratio stood at 0.85 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.3 compared with the previous session’s
close of 1.35.
• Open interest on Nifty Futures stood at 11.51 million, compared with the
previous session’s close of 11.44 million.
• Bond yields rose as lower-than-expected bond purchase plan for the next
quarter disappointed market participants. The Reserve Bank of India (RBI)
will buy government bonds worth Rs. 1.20 lakh crore under G-SAP in the Sept
quarter of 2021.
• Yield on the 10-year benchmark paper (5.85% GS 2030) rose 3 bps to close at
6.03% from the previous close of 6.00% after moving in a narrow range of
6.00% to 6.03%.
• RBI conducted the auction of 14-day Variable Rate Reverse Repo auction
under LAF for the notified amount of Rs. 2,00,000 crore at a cut-off yield of
• Banks borrowed Rs. 209 crore under the central bank’s marginal standing
facility on June 03, 2021 compared with nil borrowing on June 02, 2021.
• The Indian rupee fell against the U.S. dollar following rise in the U.S. dollar
index’s that touched 3-week highs.
• Euro rose against the U.S. dollar after U.S. nonfarm payrolls data showed
jobs increased but lower than market expectation in May 2021. This lowered
expectations that the U.S. Federal Reserve will tighten monetary policy
sooner, rather than later.
• Gold prices rose after U.S. nonfarm payrolls for May 2021 came below
• Brent crude prices rose following a slowdown in talks between the U.S. and
Iran over Tehran’s nuclear programme.
• According to the Labor Department, U.S. non-farm payroll employment rose
559,000 jobs in May 2021 after climbing by an upwardly revised 278,000 jobs
in Apr 2021. As per the the Labor Department, the unemployment rate fell
to 5.8% in May from 6.1% in Apr.
• According to Eurostat, eurozone retail sales fell 3.1% MoM in Apr 2021 as
against upwardly revised 3.3% rise in Mar 2021. The decline came as the
Covid-19 lockdown restrictions were tightened in some countries.
• According to the data from the Ministry of Internal Affairs and
Communications, Japan’s household spending rose 13% YoY in Apr 2021 to
310,043 yen following 6.2% rise in Mar 2021. On a monthly basis, household
spending rose 0.1% following 7.2% rise in the previous month.