FII Derivative Trade Statistics 24-Jun
(Rs Cr) Buy
Index Futures 5830.41 5457.98 11161.91
Index Options 562160.71 559038.68 132074.86
Stock Futures 38464.92 37985.94 111864.30
Stock Options 8377.24 8498.96 20999.61
Total 614833.28 610981.56 276100.68
Put Call Ratio (OI) 1.16 0.96 0.20
Put Call Ratio(Vol) 0.93 0.91 0.01
24-Jun Wk. Ago Mth. Ago
Call Rate 3.14% 3.15% 3.21% 3.54%
T-Repo 3.25% 3.27% 3.32% 2.00%
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% 3.44% 3.36% 3.16%
364 Day T-Bill 3.84% 3.84% 3.71% 3.50%
10 Year Gilt 6.01% 6.02% 5.97% 5.92%
G-Sec Vol. (Rs.Cr) 17521 23003 25514 29881
FBIL MIBOR 3.37% 3.39% 3.39% 3.91%
3 Month CP Rate 3.65% 3.65% 3.60% 3.95%
5 Year Corp Bond 6.48% 6.41% 6.23% 6.69%
1 Month CD Rate 3.47% 3.44% 3.44% 3.04%
3 Month CD Rate 3.60% 3.48% 3.38% 3.26%
1 Year CD Rate 4.02% 4.06% 4.14% 4.11%
Currency 24-Jun Prev_Day
USD/INR 74.24 74.37 -0.14
GBP/INR 103.64 103.72 -0.08
EURO/INR 88.58 88.70 -0.12
JPY/INR 0.67 0.67 0.00
Commodity 24-Jun Wk Ago Mth. Ago
NYMEX Crude($/bl) 73.26 71.01 66.11 37.81
Brent Crude($/bl) 76.50 73.21 69.13 41.50
Gold( $/oz) 1775 1773 1881 1761
Gold(Rs./10 gm) 46991 47393 48447 48389
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Derivative Statistics- Nifty Options
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• Nifty Jun 2021 Futures settled at spot closing of 15,790.45. Nifty Jul 2021
Futures stood at 15,832.45, a premium of 42 points, above the spot closing.
The turnover on NSE’s Futures and Options segment rose to Rs.
80,99,901.37 crore on June 24, 2021, compared with Rs. 52,70,239.12 crore
on June 23, 2021.
• The Put-Call ratio stood at 0.92 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.16 compared with the previous session’s
close of 0.96.
• Open interest on Nifty Futures stood at 11.49 million, compared with the
previous session’s close of 10.43 million.
• Bond yields were largely unchanged for the third straight session ahead of
the weekly auction on Friday.
• Yield on the 10-year benchmark paper (5.85% GS 2030) fell to close at 6.01%
from the previous close 6.02%.
• Can Fin Homes plans to raise funds selling commercial papers maturing in
three months at a coupon of 3.54% and has received commitments worth
around Rs. 300 crore.
• PNB Housing Finance has accepted bids worth Rs. 130 crore for its bonds
maturing in three years at an annual coupon of 6.50%.
• The Indian rupee gained for the second consecutive session against the U.S.
dollar supported by strong portfolio equity inflows. However, month-end
demand for greenback from oil companies restricted rise.
• Euro was little changed against the U.S. dollar as investors evaluated the
likelihood that the U.S. Federal Reserve will be more aggressive in stopping
high inflation if it persists.
• Gold prices fell on mixed views from U.S. Federal Reserve officials over
• Brent crude oil prices rebounded supported by fall in U.S. inventories and
accelerating German economic activity
• According to the Commerce Department, U.S. real gross domestic product
rose 6.4% in the first quarter of 2021, matching the estimate provided last
• The Bank of England retained its benchmark interest rate at 0.1% and
quantitative easing at the same level as expected. The Bank of England kept
its existing stock of corporate bond purchases at GBP 20 billion and its stock
of government bond purchases at GBP 875 billion, bringing total
quantitative easing to GBP 895 billion.
• According to the Commerce Department, U.S. durable goods orders rose
2.3% in May 2021 as against 0.8% rise in Apr 2021.