FII Derivative Trade Statistics 10-Jun
(Rs Cr) Buy
Index Futures 4868.60 4332.05 13271.85
Index Options 639065.54 646887.03 103317.51
Stock Futures 17080.24 17149.84 109900.36
Stock Options 23888.48 24229.10 23241.08
Total 684902.86 692598.02 249730.80
Put Call Ratio (OI) 1.31 1.12 0.19
Put Call Ratio(Vol) 1.02 0.97 0.05
10-Jun Wk. Ago Mth. Ago
Call Rate 3.09% 3.09% 3.24% 3.56%
T-Repo 3.23% 3.23% 3.27% 3.08%
Repo 4.00% 4.00% 4.00% 4.00%
Reverse Repo 3.35% 3.35% 3.35% 3.35%
91 Day T-Bill 3.38% 3.40% 3.36% 3.41%
364 Day T-Bill 3.73% 3.73% 3.71% 3.54%
10 Year Gilt 6.02% 6.00% 6.01% 5.77%
G-Sec Vol. (Rs.Cr) 27178 33600 20784 27519
FBIL MIBOR 3.38% 3.37% 3.46% 3.91%
3 Month CP Rate 3.62% 3.62% 3.55% 4.35%
5 Year Corp Bond 6.23% 6.30% 6.26% 6.83%
1 Month CD Rate 3.35% 3.35% 3.40% 3.30%
3 Month CD Rate 3.41% 3.44% 3.37% 3.51%
1 Year CD Rate 4.28% 4.00% 4.14% 4.12%
Currency 10-Jun Prev_Day
USD/INR 72.99 72.98 0.02
GBP/INR 103.01 103.39 -0.38
EURO/INR 88.84 88.91 -0.07
JPY/INR 0.67 0.67 0.00
Commodity 10-Jun Wk Ago Mth. Ago
NYMEX Crude($/bl) 70.29 68.76 64.87 39.49
Brent Crude($/bl) 71.21 69.82 69.22 40.59
Gold( $/oz) 1898 1871 1835 1736
Gold(Rs./10 gm) 48634 48854 47569 46782
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Derivative Statistics- Nifty Options
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• Nifty Jun 2021 Futures stood at 15,751.25, a premium of 13.50 points above
the spot closing of 15,737.75. The turnover on NSE’s Futures and Options
segment rose to Rs.83,46,719.08 crore on June 10, 2021, compared with
Rs.59,40,241.82 crore on June 09, 2021.
• The Put-Call ratio remained unchanged compared with the previous
session’s close of 0.92.
• The Nifty Put-Call ratio stood at 1.31 compared with the previous session’s
close of 1.12.
• Open interest on Nifty Futures stood at 12.36 million, compared with the
previous session’s close of 11.63 million.
• Bond yields closed steady as market participants awaited the outcome of the
weekly debt auction which is due on Jun 11, 2021.
• Yield on the 10-year benchmark paper (5.85% GS 2030) closed unchanged at
6.02% after moving in a narrow range of 6.00% to 6.02%.
• Banks did not borrow under the central bank’s marginal standing facility on
Jun 09, 2021 and Jun 8, 2021.
• The Reserve Bank of India (RBI) announced the third Tranche of Open
Market Purchase of Government of India Securities of Rs. 40,000 crore under
G-sec Acquisition Programme (G-SAP 1.0) on Jun 17, 2021. Of this, state
development loans (SDLs) would be purchased up to Rs. 10,000 crore.
• The Indian rupee in the spot trade weakened against the greenback for the
third consecutive session as market participants keenly awaited inflation
data in the U.S. that is expected to have a bearing on the U.S. Federal
Reserve’s monetary policy outlook.
• The euro fell against the greenback after consumer price inflation in U.S.
rose in May 2021.
• Gold prices rose on growing possibility that the U.S. Fed is not going to
change its accommodative stance on monetary policy anytime soon.
• Brent crude prices rose on optimism for strong economic demand after
initial jobless claims in U.S. for the week ended Jun 5, 2021 fell to their
lowest since the country’s first wave of COVID-19 last year.
• The European Central Bank left its key rate unchanged. The policymakers
weigh the prospect of tapering stimulus as the euro area economy revs up
amid a rapid decline in the coronavirus infections and a faster vaccine roll-
• According to the Labor Department, U.S. consumer prices rose more than
expected by 0.6% in May 2021 following 0.8% rise in Apr 2021. Core
consumer prices rose 0.7% in May 2021 following 0.9% rise in Apr 2021.
• According to the People's Bank of China, China’s banks extended CNY 1.5
trillion new loans in May 2021, almost unchanged from CNY 1.47 trillion in
Apr 2021. The broad M2 money supply grew 8.3% in May 2021 as against
8.1% rise seen in Apr 2021.