FII Derivative Trade Statistics 18-Jun
(Rs Cr) Buy
Index Futures 4412.28 4789.86 10991.13
Index Options 863305.36 863306.85 75945.06
Stock Futures 14766.21 15225.81 114255.11
Stock Options 20096.31 20183.22 26812.13
Total 902580.16 903505.74 228003.43
Put Call Ratio (OI) 1.18 1.07 0.11
Put Call Ratio(Vol) 0.97 0.89 0.08
18-Jun Wk. Ago Mth. Ago
Call Rate 3.19% 3.10% 3.11% 3.59%
T-Repo 3.28% 3.26% 3.28% 2.89%
Repo 4.00% 4.00% 4.00% 4.00%
Reverse Repo 3.35% 3.35% 3.35% 3.35%
91 Day T-Bill 3.44% 3.38% 3.36% 3.25%
364 Day T-Bill 3.84% 3.72% 3.71% 3.52%
10 Year Gilt 6.01% 6.01% 5.98% 5.82%
G-Sec Vol. (Rs.Cr) 32162 39653 17239 34091
FBIL MIBOR 3.37% 3.35% 3.39% 3.91%
3 Month CP Rate 3.65% 3.62% 3.60% 4.00%
5 Year Corp Bond 6.38% 6.21% 6.26% 6.74%
1 Month CD Rate 3.55% 3.37% 3.42% 3.24%
3 Month CD Rate 3.47% 3.42% 3.38% 3.35%
1 Year CD Rate 4.06% 4.28% 4.14% 4.17%
Currency 18-Jun Prev_Day
USD/INR 74.14 73.73 0.41
GBP/INR 103.01 103.12 -0.11
EURO/INR 88.26 88.36 -0.11
JPY/INR 0.67 0.67 0.01
Commodity 18-Jun Wk Ago Mth. Ago
NYMEX Crude($/bl) 71.59 70.95 65.44 38.74
Brent Crude($/bl) 73.30 71.56 70.40 42.24
Gold( $/oz) 1763 1877 1868 1723
Gold(Rs./10 gm) 47122 48872 47569 47302
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Derivative Statistics- Nifty Options
The information herein is meant only for general reading purposes and contains all factual and statistical information pertaining to Industry and markets which have been obtained from independent third party sources
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• Nifty Jun 2021 Futures stood at 15,696.70, a premium of 13.35 points above
the spot closing of 15,683.35. The turnover on NSE’s Futures and Options
segment fell to Rs.39,22,007.00 crore on June 18, 2021, compared with
Rs.94,56,030.26 crore on June 17, 2021.
• The Put-Call ratio stood at 0.92 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.18 compared with the previous session’s
close of 1.07.
• Open interest on Nifty Futures stood at 10.75 million, compared with the
previous session’s close of 11.61 million.
• Bond yields inched down after the Reserve Bank of India (RBI) purchased
government securities under G-SAP 1.0 auction. Purchase of government
securities by the RBI is expected to keep the yields on the 10-year
benchmark paper closer to around 6%. However, most of the gains were
neutralized after the U.S. Federal Reserve in its monetary policy review
hinted at two possible rate hikes by 2023.
• Yield on the 10-year benchmark paper (5.85% GS 2030) fell marginally by 1
bps to close at 6.01% from the previous close of 6.02% after moving in range
of 6.00% to 6.02%.
• Data from RBI showed that India’s money supply for the fortnight ended Jun
04, 2021 rose 9.9% on a yearly basis as compared to 12.3% in the same
period of the previous year. The currency with the public rose 13.1% on a
yearly basis during the same period as compared to 19.3% in the same
period of the previous year.
• The rupee in the spot trade rose against the U.S. dollar following selling of
the greenback by exporters and foreign banks.
• The euro weakened against the U.S. dollar as the greenback gained
upperhand after the U.S. Federal Reserve in its monetary policy review
indicated that it may raise interest rates and end emergency bond-buying
sooner than expected.
• Gold prices fell after the U.S. Federal Reserve brought forward projections
for interest rate hikes into 2023.
• Brent crude prices rose as reports suggested that OPEC expected limited
U.S. oil output growth this year despite rising prices.
• The Bank of Japan maintained its massive monetary stimulus and announced
the launch of a new funding programme to help with climate change
measures, as well as extending the deadline for the Covid support
programme. The board kept the interest rate on current accounts
maintained by financial institutions at the central bank at -0.1%. The bank
will continue to buy enough Japanese government bonds without imposing
an upper limit, ensuring that 10-year JGB yields stay around 0%. The bank
intends to introduce the new measures in 2021. The measure's preliminary
outline will be revealed during the July monetary policy meeting.
• According to the Office for National Statistics, U.K. retail sales fell 1.4% MoM
in May 2021 as against 9.2% rise in Apr 2021.