FII Derivative Trade Statistics 29-Jun
(Rs Cr) Buy
Index Futures 2735.42 3464.18 10363.86
Index Options 266552.93 265132.30 82565.18
Stock Futures 10770.65 11829.31 108048.98
Stock Options 9844.05 9690.32 11510.25
Total 289903.05 290116.11 212488.27
Put Call Ratio (OI) 0.90 0.99 -0.08
Put Call Ratio(Vol) 0.84 0.90 -0.07
29-Jun Wk. Ago Mth. Ago
Call Rate 3.14% 3.13% 3.14% 3.55%
T-Repo 3.22% 3.27% 3.25% 2.95%
Repo 4.00% 4.00% 4.00% 4.00%
Reverse Repo 3.35% 3.35% 3.35% 3.35%
91 Day T-Bill 3.38% 3.44% 3.39% 3.13%
364 Day T-Bill 3.86% 3.78% 3.71% 3.48%
10 Year Gilt 6.04% 6.03% 6.00% 5.90%
G-Sec Vol. (Rs.Cr) 24007 23677 31243 45778
FBIL MIBOR 3.35% 3.37% 3.37% 3.85%
3 Month CP Rate 3.62% 3.65% 3.62% 3.80%
5 Year Corp Bond 6.27% 6.45% 6.28% 6.63%
1 Month CD Rate 3.44% 3.47% 3.47% 3.32%
3 Month CD Rate 3.57% 3.60% 3.42% 4.13%
1 Year CD Rate 4.13% 4.06% 4.14% 4.06%
Currency 29-Jun Prev_Day
USD/INR 74.22 74.20 0.02
GBP/INR 102.91 103.12 -0.21
EURO/INR 88.45 88.50 -0.05
JPY/INR 0.67 0.67 0.00
Commodity 29-Jun Wk Ago Mth. Ago
NYMEX Crude($/bl) 73.09 73.10 66.26 39.62
Brent Crude($/bl) 76.62 75.19 70.23 42.11
Gold( $/oz) 1761 1779 1903 1771
Gold(Rs./10 gm) 46782 47155 48541 48376
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Derivative Statistics- Nifty Options
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• Nifty Jul 2021 Futures stood at 15,785.60, a premium of 37.15 points above
the spot closing of 15,748.45. The turnover on NSE’s Futures and Options
segment rose to Rs.34,64,779.35 crore on June 29, 2021, compared with Rs.
29,56,114.22 crore on June 28, 2021.
• The Put-Call ratio stood at 0.83 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 0.9 compared with the previous session’s
close of 0.99.
• Open interest on Nifty Futures stood at 9.9 million, compared with the
previous session’s close of 9.93 million.
• Bond yields declined following decline in global crude oil prices even though
the same remained at elevated levels, easing some concerns over consumer
• Yield on the 10-year benchmark paper (5.85% GS 2030) fell 2 bps to close at
6.04% from the previous close 6.06% after moving in range of 6.04% to
• India Infradebt has accepted bids worth Rs. 500 crore for bonds maturing in
five years at an annual coupon of 7.15% on this issue.
• The Indian rupee weakened against the U.S. dollar following rise in the U.S.
dollar index as the spread of the Delta variant of covdi-19 reduced risk
appetite in the region.
• Euro fell against the U.S. dollar as fear over the spread of the highly
infectious Delta variant of covid-19 threatened to extinguish global
• Gold prices fell amid strength in U.S. dollar and caution ahead of U.S. jobs
report that could offer clarity on the Fed’s next move on monetary policy.
• Brent Crude prices went up as hopes for a demand recovery persisted
despite new outbreaks of the highly contagious Delta variant of the
• According to the European Commission, eurozone’s economic confidence
rose 117.9 in Jun 2021 from 114.5 in the previous month. The increase came
mainly due to improvement in the services sector after the easing of
• According to the Ministry of Economy, Trade and Industry, Japan’s retail
sales rose 8.2% YoY in May 2021 as against 11.9% rise in Apr 2021.
• According to the Bank of England, U.K. approvals for house purchases
increased to 87,500 in May 2021 from 86,900 in Apr 2021. Net mortgage
borrowing rebounded to GBP 6.6 billion in May from GBP 3.0 billion in Apr.