FII Derivative Trade Statistics 25-Jun
(Rs Cr) Buy
Index Futures 9059.99 7280.05 11378.18
Index Options 729209.51 738020.99 54323.30
Stock Futures 28766.02 28789.32 104616.70
Stock Options 8471.12 7079.26 4940.19
Total 775506.64 781169.62 175258.37
Put Call Ratio (OI) 1.20 1.16 0.04
Put Call Ratio(Vol) 0.89 0.93 -0.03
25-Jun Wk. Ago Mth. Ago
Call Rate 3.13% 3.19% 3.20% 3.57%
T-Repo 3.24% 3.28% 3.27% 1.93%
Repo 4.00% 4.00% 4.00% 4.00%
Reverse Repo 3.35% 3.35% 3.35% 3.35%
91 Day T-Bill 3.40% 3.44% 3.39% 3.13%
364 Day T-Bill 3.86% 3.84% 3.73% 3.53%
10 Year Gilt 6.03% 6.01% 5.97% 5.89%
G-Sec Vol. (Rs.Cr) 24753 32162 28665 27342
FBIL MIBOR 3.34% 3.37% 3.40% 3.84%
3 Month CP Rate 3.65% 3.65% 3.62% 3.90%
5 Year Corp Bond 6.49% 6.38% 6.20% 6.64%
1 Month CD Rate 3.47% 3.55% 3.49% 3.10%
3 Month CD Rate 3.60% 3.47% 3.41% 3.23%
1 Year CD Rate 4.03% 4.06% 4.16% 4.07%
Currency 25-Jun Prev_Day
USD/INR 74.18 74.24 -0.06
GBP/INR 103.30 103.64 -0.34
EURO/INR 88.57 88.58 -0.01
JPY/INR 0.67 0.67 0.00
Commodity 25-Jun Wk Ago Mth. Ago
NYMEX Crude($/bl) 74.16 71.59 66.22 38.56
Brent Crude($/bl) 77.30 73.30 69.52 41.77
Gold( $/oz) 1780 1763 1899 1761
Gold(Rs./10 gm) 46991 47122 48482 48021
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Derivative Statistics- Nifty Options
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• Nifty Jul 2021 Futures stood at 15,888.00, a premium of 27.65 points above
the spot closing of 15,860.35. The turnover on NSE’s Futures and Options
segment fell to Rs. 25,65,022.00 crore on June 25, 2021, compared with Rs.
80,99,901.37 crore on June 24, 2021.
• The Put-Call ratio stood at 0.84 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.2 compared with the previous session’s
close of 1.16.
• Open interest on Nifty Futures stood at 10.06 million, compared with the
previous session’s close of 11.49 million.
• Bond yields rose as sentiment remained bearish despite the Reserve Bank of
India (RBI) cancelled the auction of 10-year paper at the weekly government
• Yield on the 10-year benchmark paper (5.85% GS 2030) rose 2 bps to close at
6.03% from the previous close 6.01% after moving in range of 6.01% to
• According to the RBI’s data released in the weekly statistical supplement,
India’s foreign exchange reserves rose $4.148 billion to $603.933 billion in
the week ended June 18, 2021 from $608.081 billion in the previous week.
• The Indian rupee declined against the U.S. dollar on rising greenback demand
from oil companies amid worries over rising global crude oil prices.
• Euro rose against the U.S. dollar as an agreement on U.S. infrastructure
spending, supported riskier currencies.
• Gold prices rose following decline in U.S. dollar as U.S. senators reached an
agreement on the infrastructure spending bill worth $579 billion.
• Brent crude oil prices rose as investors were optimistic about the prospects
for demand recovery ahead of OPEC meeting scheduled next week.
• According to the Commerce Department, U.S. personal income fell 2% in
May 2021 after falling 13.1% in Apr 2021. In May, the sustained drop in
personal income was mostly due to a reduction in government social
benefits, since stimulus payments were maintained albeit at a lesser level.
• According to survey results from GfK, Germany’s forward-looking consumer
sentiment index rose more-than-expected to -0.3 in Jul 2012 from revised -
6.9 in Jun 2021. Germany’s consumer confidence is set to improve in Jul as
the country eases the lockdown restrictions.
• According to survey results data from GfK, U.K. consumer confidence index
held steady at -9.0 in Jun 2021.