FII Derivative Trade Statistics 28-Jun
(Rs Cr) Buy
Index Futures 2823.55 3681.27 10821.92
Index Options 250451.65 250598.66 66626.06
Stock Futures 13241.95 13198.45 106967.36
Stock Options 11500.52 11797.57 9718.04
Total 278017.67 279275.95 194133.38
Put Call Ratio (OI) 0.99 1.20 -0.21
Put Call Ratio(Vol) 0.90 0.89 0.01
28-Jun Wk. Ago Mth. Ago
Call Rate 3.13% 3.16% 3.14% 3.54%
T-Repo 3.24% 3.28% 3.25% 2.68%
Repo 4.00% 4.00% 4.00% 4.00%
Reverse Repo 3.35% 3.35% 3.35% 3.35%
91 Day T-Bill 3.41% 3.43% 3.39% 3.16%
364 Day T-Bill 3.85% 3.85% 3.71% 3.49%
10 Year Gilt 6.06% 6.03% 6.00% 5.89%
G-Sec Vol. (Rs.Cr) 17454 17507 31243 45778
FBIL MIBOR 3.35% 3.37% 3.37% 3.94%
3 Month CP Rate 3.62% 3.65% 3.62% 3.85%
5 Year Corp Bond 6.52% 6.43% 6.28% 6.67%
1 Month CD Rate 3.45% 3.44% 3.47% 3.16%
3 Month CD Rate 3.60% 3.47% 3.42% 3.22%
1 Year CD Rate 4.15% 4.08% 4.14% 4.10%
Currency 28-Jun Prev_Day
USD/INR 74.20 74.18 0.02
GBP/INR 103.12 103.30 -0.18
EURO/INR 88.50 88.57 -0.07
JPY/INR 0.67 0.67 0.00
Commodity 28-Jun Wk Ago Mth. Ago
NYMEX Crude($/bl) 72.93 73.59 66.26 38.48
Brent Crude($/bl) 76.47 74.15 70.23 41.51
Gold( $/oz) 1778 1783 1903 1771
Gold(Rs./10 gm) 46903 47005 48541 48117
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Derivative Statistics- Nifty Options
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• Nifty Jul 2021 Futures stood at 15,854.95, a premium of 40.25 points above
the spot closing of 15,814.70. The turnover on NSE’s Futures and Options
segment rose to Rs. 29,56,114.22 crore on June 28, 2021, compared with Rs.
25,65,022.00 crore on June 25, 2021.
• The Put-Call ratio stood at 0.82 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 0.99 compared with the previous session’s
close of 1.2.
• Open interest on Nifty Futures stood at 9.93 million, compared with the
previous session’s close of 10.06 million.
• Bond yields rose as increase in global crude oil prices weighed on the market
sentiment. Worries over rising inflation also added to the losses.
• Yield on the 10-year benchmark paper (5.85% GS 2030) rose 3 bps to close at
6.06% from the previous close 6.03% after moving in range of 6.04% to
• RBI announced the auction of state government securities for an aggregate
amount of Rs. 20,600 crore. The auction will be conducted on Jun 29, 2021.
• According to media reports, L&T Finance is expected to raise funds via over
one-month CP at 3.61% coupon.
• The Indian rupee was almost steady against the greenback amid rangebound
regional cues. Market participants also awaited key economic data from the
U.S. which will help market participants assess how well the economic
recovery in the U.S is holding up.
• The euro inched down against the greenback as market participants awaited
U.S. non-farm payrolls report for May 2021.
• Gold prices fell following rise in U.S. dollar. Also, mixed signals on policy
tightening by the U.S. Federal Reserve kept gold in tight range.
• Brent crude oil prices fell as investors were cautious ahead of the
Organization of Petroleum Exporting Countries meeting scheduled on Jul
01, 2021 for the discussion on the output policy.
• According to Destatis, Germnay’s import prices rose 11.8% YoY in May 2021
following 10.3% rise in Apr 2021. Further, data showed that export prices
rose 4.2% YoY as against 3.3% rise in Apr 2021.
• According to data from Census and Statistics Department, Hong Kong’s
exports rose 24% YoY in May 2021 as against 24.4% rise in Apr 2021. Imports
rose 26.5% YoY in May 2021 as against 25.2% increase in the previous