FII Derivative Trade Statistics 09-Jun
(Rs Cr) Buy
Index Futures 2576.99 2644.37 13319.28
Index Options 327796.60 326938.65 110776.34
Stock Futures 13758.88 14282.80 110281.46
Stock Options 17218.69 17439.71 22284.63
Total 361351.16 361305.53 256661.71
Put Call Ratio (OI) 1.12 1.30 -0.18
Put Call Ratio(Vol) 0.97 0.93 0.04
09-Jun Wk. Ago Mth. Ago
Call Rate 3.12% 3.12% 3.22% 3.52%
T-Repo 3.21% 3.23% 3.28% 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 3.39% 3.41% 3.34% 3.40%
364 Day T-Bill 3.74% 3.73% 3.71% 3.49%
10 Year Gilt 6.02% 6.01% 6.02% 5.78%
G-Sec Vol. (Rs.Cr) 36216 18479 29531 33915
FBIL MIBOR 3.37% 3.39% 3.45% 3.99%
3 Month CP Rate 3.62% 3.62% 3.55% 4.30%
5 Year Corp Bond 6.23% 6.32% 6.25% 6.84%
1 Month CD Rate 3.33% 3.33% 3.38% 3.29%
3 Month CD Rate 3.43% 3.44% 3.35% 3.51%
1 Year CD Rate 4.00% 4.17% 4.13% 4.08%
Currency 09-Jun Prev_Day
USD/INR 72.98 72.84 0.14
GBP/INR 103.39 103.13 0.25
EURO/INR 88.91 88.72 0.19
JPY/INR 0.67 0.67 0.00
Commodity 09-Jun Wk Ago Mth. Ago
NYMEX Crude($/bl) 69.85 68.74 64.91 38.93
Brent Crude($/bl) 71.06 69.92 69.46 40.19
Gold( $/oz) 1888 1908 1830 1714
Gold(Rs./10 gm) 48736 49049 47569 46588
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Derivative Statistics- Nifty Options
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• Nifty Jun 2021 Futures stood at 15,660.25, a premium of 24.90 points above
the spot closing of 15,635.35. The turnover on NSE’s Futures and Options
segment rose to Rs.59,40,241.82 crore on June 09, 2021, compared with
Rs.33,89,576.35 crore on June 08, 2021.
• The Put-Call ratio stood at 0.92 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.12 compared with the previous session’s
close of 1.3.
• Open interest on Nifty Futures stood at 11.63 million, compared with the
previous session’s close of 11.83 million.
• Bond yields were little changed in a low volume trading session as market
participant’s awaited fresh cues, including details of the Reserve Bank of
India’s purchases under government securities acquisition programme next
• Yield on the 10-year benchmark paper (5.85% GS 2030) rose 1 bps to close at
6.02% from the previous close of 6.01% after moving in a narrow range of
6.01% to 6.03%.
• Data from RBI showed that reserve money grew 18.1% on a yearly basis for
the week ended Jun 04, 2021 compared to an increase of 13.2% in the same
period of the previous year. The currency in circulation grew 12.8% on a
yearly basis for the week ended Jun 04, 2021 compared to an increase of
18.9% in the same period of the previous year.
• Banks did not borrowed under the central bank’s marginal standing facility
on June 08, 2021 compared with Rs. 52 crore on June 07, 2021.
• The Indian rupee declined for the second consecutive session against the
U.S. dollar on greenback demand from corporates and weak domestic equity
• Euro was little changed against the U.S. dollar as market participants focused
on the European Central Bank meeting and the upcoming U.S. consumer
price index report.
• Gold prices fell on anticipation that the U.S. Federal Reserve might begin to
step back from its ultra-loose monetary policy. Market participants also
awaited the outcome of the European Central Bank monetary policy review.
• Data from Destatis showed that exports in Germany only 0.3% on a monthly
basis in Apr 2021 following a 1.3% rise in Mar 2021. Imports declined 1.7% in
Apr 2021 following a 7.1% rise in the previous month.
• Data from the National Bureau of Statistics showed that China's consumer
price inflation rose 1.3% on a yearly basis in May 2021 following a 0.9% rise
in Apr 2021. On a monthly basis, consumer prices were down 0.2%.
• Data from Istat showed that Italy's retail sales dropped for the first time in
three months in Apr 2021. Retail sales fell 0.4% on a monthly basis in Apr
2021 after staying flat in Mar 2021. This was the first decrease in three
months. On a yearly basis, retail sales growth accelerated to 30.4% from
23.5% in the previous month.