FII Derivative Trade Statistics 21-Jun
(Rs Cr) Buy
Index Futures 5438.63 5540.05 12121.43
Index Options 383213.54 383639.03 87522.69
Stock Futures 22466.35 22687.62 113644.86
Stock Options 23680.13 23293.96 24616.81
Total 434798.65 435160.66 237905.79
Put Call Ratio (OI) 1.22 1.18 0.04
Put Call Ratio(Vol) 0.92 0.97 -0.05
21-Jun Wk. Ago Mth. Ago
Call Rate 3.16% 3.11% 3.14% 3.63%
T-Repo 3.28% 3.26% 3.32% 3.01%
Repo 4.00% 4.00% 4.00% 4.00%
Reverse Repo 3.35% 3.35% 3.35% 3.35%
91 Day T-Bill 3.43% 3.38% 3.36% 3.25%
364 Day T-Bill 3.85% 3.71% 3.71% 3.50%
10 Year Gilt 6.03% 6.00% 5.98% 5.85%
G-Sec Vol. (Rs.Cr) 17507 16801 35352 37652
FBIL MIBOR 3.37% 3.36% 3.39% 3.94%
3 Month CP Rate 3.65% 3.62% 3.60% 3.95%
5 Year Corp Bond 6.43% 6.25% 6.23% 6.67%
1 Month CD Rate 3.44% 3.36% 3.51% 3.25%
3 Month CD Rate 3.47% 3.42% 3.38% 3.35%
1 Year CD Rate 4.08% 4.27% 4.14% 4.08%
Currency 21-Jun Prev_Day
USD/INR 74.15 74.14 0.01
GBP/INR 102.45 103.01 -0.56
EURO/INR 88.08 88.26 -0.17
JPY/INR 0.67 0.67 0.00
Commodity 21-Jun Wk Ago Mth. Ago
NYMEX Crude($/bl) 73.59 70.89 63.56 39.67
Brent Crude($/bl) 74.15 72.42 67.74 43.48
Gold( $/oz) 1783 1866 1880 1743
Gold(Rs./10 gm) 47005 48134 47569 47519
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Derivative Statistics- Nifty Options
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• Nifty Jun 2021 Futures stood at 15,743.80, a discount of 2.70 points below
the spot closing of 15,746.50. The turnover on NSE’s Futures and Options
segment fell to Rs. 37,40,220.68 crore on June 21, 2021, compared with Rs.
39,22,007.00 crore on June 18, 2021.
• The Put-Call ratio stood at 0.88 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.22 compared with the previous session’s
close of 1.18.
• Open interest on Nifty Futures stood at 10.78 million, compared with the
previous session’s close of 10.75 million.
• Bond yields rose on consumer inflation concerns highlighted in the Monetary
Policy Committee's (MPC) minutes last week.
• Yield on the 10-year benchmark paper (5.85% GS 2030) rose 2 bps to close at
6.03% from the previous close of 6.01% after moving in range of 6.00% to
• According to the RBI’s scheduled banks’ statement of position in India, bank
credit grew 5.74% while bank deposits grew 9.73% as on June 04, 2021.
• RBI conducted the auction of Switch/Conversion auction of 5 government
securities from short term (1 to 3 years) to long term tenure (12 to 14 years),
which was undersubscribed.
• The Indian rupee declined against the U.S. dollar on broad gains in U.S. dollar
index and concerns of foreign fund outflows after hawkish comments by a
U.S. Federal Reserve (Fed) official.
• Euro rose marginally against the U.S. dollar but broadly retain most of the
previous week's gains after the U.S. Fed signalled its ultra-easy monetary
policy might end sooner than markets had expected.
• Gold prices rose as market participants used the recent correction to buy the
yellow metal at lower price levels.
• Brent crude prices rose on indications of improved demand.
• People's Bank of China (PBoC) has kept its benchmark lending rates
unchanged, as widely expected. The one-year and five-year loan prime rate
(LPR) was maintained at 3.85% and 4.65%, respectively. As per an economist,
PBoC has now totally reversed last year's credit acceleration via quantitative
controls. As a result, policy rate hikes that could lead to LPR increases are
unlikely to occur very soon. The key point for the economy is that tighter
lending conditions, even in the absence of rate adjustments, will act as a
headwind in the coming quarters.
• According to the Rightmove, U.K. house prices increased by a moderate 0.8%
MoM in Jun 2021 as against 1.8% rise May 2021.