
FII Derivative Trade Statistics
12-Mar
(Rs Cr) Buy
Index Futures 2956.79 2876.62 44162.56
Index Options 2164015.75 2188250.25 506063.25
Stock Futures 19290.38 18668.80 329649.23
Stock Options 49372.61 49811.83 66351.89
Total 2235635.53 2259607.50 946226.93
12-Mar Prev_Day
Put Call Ratio (OI) 0.96 1.09 -0.13
Put Call Ratio(Vol) 0.92 0.88 0.04
12-Mar Wk. Ago Mth. Ago
Call Rate 6.27% 6.23% 6.29% 6.51%
T-Repo 6.13% 5.90% 6.26% 6.46%
Repo 6.25% 6.25% 6.25% 6.50%
Reverse Repo 3.35% 3.35% 3.35% 3.35%
91 Day T-Bill 6.47% 6.49% 6.45% 7.20%
364 Day T-Bill 6.55% 6.57% 6.53% 7.07%
10 Year Gilt 6.68% 6.71% 6.70% 7.03%
G-Sec Vol. (Rs.Cr) 52122 52613 31799 38240
FBIL MIBOR 6.34% 6.29% 6.40% 6.73%
3 Month CP Rate 7.63% 7.60% 7.45% 7.63%
5 Year Corp Bond 7.36% 7.41% 7.42% 7.63%
1 Month CD Rate 6.69% 6.86% 6.83% 6.97%
3 Month CD Rate 7.59% 7.64% 7.41% 7.67%
1 Year CD Rate 7.70% 7.64% 7.60% 7.70%
Currency 12-Mar Prev_Day
USD/INR 87.26 87.33 -0.07
GBP/INR 112.81 112.63 0.18
EURO/INR 95.14 94.90 0.24
JPY/INR 0.59 0.59 0.00
Commodity 12-Mar Wk Ago Mth. Ago
NYMEX Crude($/bl) 67.55 66.48 71.57 78.41
Brent Crude($/bl) 73.57 70.59 77.21 84.61
Gold( $/oz) 2932 2919 2904 2158
Gold(Rs./10 gm) 85765 85992 84688 65531
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 22,530.35, a premium of 59.85 points
above the spot closing of 22,470.50. The turnover on NSE’s Futures and
Options segment fell to Rs.5,927.95 crore on March 12, 2025, compared
with Rs. 3,51,999.91 crore on March 11, 2025.
• The NSE Put-Call ratio stood at 0.9 compared with the previous session’s
close of 0.86.
• The Nifty Put-Call ratio stood at 0.96 compared with the previous session’s
close of 1.09.
• Open interest on Nifty Futures stood at 20.05 million, compared with the
previous session’s close of 19.99 million.
• Bond yields fell following lower-than-expected domestic inflation data for
Feb 2025, while the RBI's debt purchase eased some supply pressure.
• Yield on the 10-year benchmark paper (6.79% GS 2034) fell by 1 bps to close
at 6.68% as compared to the previous close 6.69%.
• Reserve Bank of India conducted the auction of 91 days, 182 days and 364
days Treasury Bills for an aggregate amount of Rs. 33,000 crore for which
the full amount was accepted, and the cut-off rate stood at Rs. 98.4077
(YTM: 6.4900%), Rs. 96.8091 (YTM: 6.6103%) and Rs. 93.8554 (YTM:
6.5649%), respectively.
• The Indian rupee in spot trade rose against the U.S. dollar amid volatile
global sentiment on tariff uncertainties.
• The euro fell against the U.S. dollar despite hopes of Ukraine ceasefire.
• Gold prices rose as concerns regarding tariffs continued, and the U.S. dollar
experienced a decline due to anticipations of a significant economic
downturn.
• Brent crude oil prices (spot) increased amid expectations of supply
disruptions in Russia after Ukraine claimed it had attacked a major oil
refinery in Moscow.
• According to the Labor Department, the U.S. consumer price index rose by
0.2% in Feb 2025, following a rise of 0.5% in Jan 2025.
• According to a survey, Japan's business survey index across all sectors
decreased to 2.0 in the first quarter of 2025, down from 5.7 in the previous
period.
• According to the Energy Information Administration, U.S. crude oil
inventories increased by 1.4 million barrels during the week ending Mar 7,
2025, following a rise of 3.6 million barrels in the preceding week.