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FII Derivative Trade Statistics
28-Feb
(Rs Cr) Buy
Index Futures 10772.08 10664.56 47621.12
Index Options 1668573.99 1708716.03 585109.16
Stock Futures 100438.43 97507.83 348341.44
Stock Options 57835.54 55405.33 104210.07
Total 1837620.04 1872293.75 1085281.79
28-Feb Prev_Day
Put Call Ratio (OI) 0.78 0.86 -0.09
Put Call Ratio(Vol) 1.02 0.99 0.03
28-Feb Wk. Ago Mth. Ago
Call Rate 6.31% 6.29% 6.55% 6.43%
T-Repo 6.21% 6.18% 6.53% 6.37%
Repo 6.25% 6.25% 6.50% 6.50%
Reverse Repo 3.35% 3.35% 3.35% 3.35%
91 Day T-Bill 6.40% 6.42% 6.55% 6.89%
364 Day T-Bill 6.53% 6.60% 6.91% 7.12%
10 Year Gilt 6.73% 6.71% 6.69% 7.07%
G-Sec Vol. (Rs.Cr) 50545 40205 82397 27494
FBIL MIBOR 6.40% 6.40% 6.63% 6.50%
3 Month CP Rate 7.55% 7.48% 7.55% 7.76%
5 Year Corp Bond 7.41% 7.44% 7.29% 7.64%
1 Month CD Rate 6.92% 6.91% 7.34% 7.09%
3 Month CD Rate 7.49% 7.45% 7.60% 7.74%
1 Year CD Rate 7.61% 7.61% 7.74% 7.78%
Currency 28-Feb Prev_Day
USD/INR 87.40 87.21 0.19
GBP/INR 109.98 110.41 -0.44
EURO/INR 90.78 91.31 -0.53
JPY/INR 0.58 0.58 0.00
Commodity 28-Feb Wk Ago Mth. Ago
NYMEX Crude($/bl) 69.87 70.57 74.00 79.34
Brent Crude($/bl) 74.85 76.26 78.14 85.81
Gold( $/oz) 2859 2936 2763 2035
Gold(Rs./10 gm) 84789 85695 79999 61891
Source: Refinitiv
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Derivative Statistics- Nifty Options
The information herein is meant only for general reading purposes and contains all factual and statistical information pertaining to Industry and markets which have been obtained from independent third party sources
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material.
• Nifty Mar 2025 Futures stood at 22,280.05, a premium of 155.35 points
above the spot closing of 22,124.70. The turnover on NSE’s Futures and
Options segment fell to Rs.7,665.02 crore on February 28, 2025, compared
with Rs. 3,77,764.36 crore on February 27, 2025.
• The NSE Put-Call ratio stood at 1.01 compared with the previous session’s
close of 1.03.
• The Nifty Put-Call ratio stood at 0.78 compared with the previous session’s
close of 0.86.
• Open interest on Nifty Futures stood at 18.99 million, compared with the
previous session’s close of 21.11 million.
• Bond yields rose as weaker-than-expected demand for the central
government's last debt sale for the financial year soured sentiment.
• Yield on the 10-year benchmark paper (6.79% GS 2034) rose by 1 bps to close
at 6.72% as compared to the previous close 6.71%.
• Reserve Bank of India conducted the auction of three government securities
namely 6.79% GS 2031, 6.92% GS 2039 and 7.09% GS 2054 for a notified
amount of Rs. 32,000 crore, for which full amount was accepted. The cut off
price/implicit yield at cut-off for 6.79% GS 2031, 6.92% GS 2039 and 7.09%
GS 2054 stood at Rs. 100.27/6.7376%, Rs. 100.12/6.9053% and Rs.
99.35/7.1425%, respectively.
• Reserve Bank of India announced the auction of 91 days, 182 days and 364
days Treasury Bills for an aggregate amount of Rs. 33,000 crore. The auction
would be carried out on Mar 05, 2025.
• The Indian rupee in spot trade fell against the U.S. dollar due to greenback
demand, a negative equities trend, and tariff uncertainty.
• The euro fell against the U.S. dollar on concerns about tariff uncertainty.
• Gold prices fell as the U.S. dollar climbed higher amid rising concerns that the
tariff hike moves by the U.S. President will result in a prolonged trade war
and hurt global economic growth.
• Brent crude oil prices (spot) fell due to worries about global economic
growth and uncertainty about the outlook for oil demand weighing on the
commodity's prices.
• According to the Commerce Department, the U.S. personal consumption
expenditures (PCE) price index rose by 0.3% in Jan 2025. This rise aligns with
the 0.3% growth noted in Dec 2025.
• According to Destatis, Germany's consumer price index experienced a YOY
increase of 2.3% in Feb 2025, consistent with the rise observed in Jan 2025.
• According to the Ministry of Land, Infrastructure, Transport, and Tourism,
Japan experienced a 4.6% decline in housing starts in Jan 2025 compared to
the same month last year, a more significant decrease than the 2.5% drop
recorded in the preceding month.
• According to the Federal Employment Agency, Germany experienced a
modest rise in unemployment in Feb 2025.