
FII Derivative Trade Statistics
10-Mar
(Rs Cr) Buy
Index Futures 2773.06 3050.70 44002.36
Index Options 832154.64 827989.86 449923.15
Stock Futures 13862.86 15505.36 332978.59
Stock Options 49543.17 49795.99 59136.39
Total 898333.73 896341.91 886040.49
10-Mar Prev_Day
Put Call Ratio (OI) 0.91 1.08 -0.17
Put Call Ratio(Vol) 1.02 0.92 0.10
10-Mar Wk. Ago Mth. Ago
Call Rate 6.26% 6.32% 6.32% 6.54%
T-Repo 6.18% 6.04% 6.25% 6.60%
Repo 6.25% 6.25% 6.25% 6.50%
Reverse Repo 3.35% 3.35% 3.35% 3.35%
91 Day T-Bill 6.48% 6.42% 6.40% 6.91%
364 Day T-Bill 6.63% 6.54% 6.51% 7.08%
10 Year Gilt 6.70% 6.74% 6.71% 7.03%
G-Sec Vol. (Rs.Cr) 31555 29224 40586 64221
FBIL MIBOR 6.30% 6.40% 6.40% 6.62%
3 Month CP Rate 7.63% 7.55% 7.47% 7.68%
5 Year Corp Bond 7.39% 7.41% 7.43% 7.66%
1 Month CD Rate 6.86% 6.90% 7.00% 6.96%
3 Month CD Rate 7.58% 7.53% 7.51% 7.70%
1 Year CD Rate 7.61% 7.63% 7.61% 7.71%
Currency 10-Mar Prev_Day
USD/INR 87.24 87.06 0.18
GBP/INR 112.67 112.22 0.45
EURO/INR 94.55 94.20 0.35
JPY/INR 0.59 0.59 0.00
Commodity 10-Mar Wk Ago Mth. Ago
NYMEX Crude($/bl) 66.21 68.53 72.58 78.86
Brent Crude($/bl) 72.52 74.91 77.02 85.86
Gold( $/oz) 2889 2894 2907 2178
Gold(Rs./10 gm) 85721 84828 85379 65007
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 22,515.65, a premium of 55.35 points
above the spot closing of 22,460.30. The turnover on NSE’s Futures and
Options segment fell to Rs.6,338.04 crore on March 10, 2025, compared
with Rs. 3,30,185.35 crore on March 07, 2025.
• The NSE Put-Call ratio stood at 0.97 compared with the previous session’s
close of 0.89.
• The Nifty Put-Call ratio stood at 0.91 compared with the previous session’s
close of 1.08.
• Open interest on Nifty Futures stood at 19.88 million, compared with the
previous session’s close of 20.13 million.
• Bond yields rose ahead of heavy debt supply from states. Indian states are
set to raise Rs. 49,522 crore through the sale of bonds on Mar 11, 2025,
nearly Rs. 11,000 crore rupees higher than the scheduled amount.
• Yield on the 10-year benchmark paper (6.79% GS 2034) rose by 1 bps to close
at 6.70% as compared to the previous close 6.69%.
• RBI conducted the auction of 1-day Variable Rate Repo for the notified
amount of Rs. 75,000 crore for which amount of Rs. 29,489 crore was
accepted and the cut-off yield stood at 6.26%.
• According to media report, Housing and Urban Development Corporation
Ltd. has accepted bids worth Rs. 2,843 crore for bonds maturing in 10 years,
with an annual coupon of 7.37%.
• The Indian rupee in spot trade fell against the U.S. dollar due to negative
trends in the domestic equity markets.
• The euro rose against the U.S. dollar as the markets awaited details on
European spending.
• Gold prices fell due to a stronger U.S. dollar, which countered safe-haven
demand amid the U.S. tariff concerns.
• Brent crude oil prices (spot) fell amid concerns over a global trade war and
its potential impact on economic growth and fuel demand.
• According to Destatis, Germany experienced a monthly decline in exports of
2.5% in Jan 2025, contrasting with a growth of 2.5% recorded in Dec 2024. In
the same period, imports increased by 1.2%, albeit at a slower pace
compared to the 1.6% rise observed in the previous month.
• According to the Cabinet Office, Japan’s gross domestic product
experienced a seasonally adjusted increase of 0.6% in the fourth quarter
ended Dec 2024, rising from a growth rate of 0.3% in the preceding three
months.
• According to Destatis, Germany’s industrial production rose by 2.0% MOM in
Jan 2025, in contrast to the adjusted decline of 1.5% recorded in Dec 2024.