
FII Derivative Trade Statistics
27-Mar
(Rs Cr) Buy
Index Futures 16097.21 14772.24 42218.78
Index Options 2060064.78 2040121.76 708412.98
Stock Futures 92758.48 92165.29 354740.03
Stock Options 72236.46 74406.53 97889.34
Total 2241156.93 2221465.82 1203261.13
27-Mar Prev_Day
Put Call Ratio (OI) 1.01 0.92 0.09
Put Call Ratio(Vol) 0.98 1.02 -0.03
27-Mar Wk. Ago Mth. Ago
Call Rate 6.16% 6.36% 6.31% 6.64%
T-Repo 6.14% 6.16% 6.21% 6.66%
Repo 6.25% 6.25% 6.25% 6.50%
Reverse Repo 3.35% 3.35% 3.35% 3.35%
91 Day T-Bill 6.55% 6.45% 6.45% 6.98%
364 Day T-Bill 6.44% 6.50% 6.54% 7.08%
10 Year Gilt 6.60% 6.64% 6.71% 7.07%
G-Sec Vol. (Rs.Cr) 80094 87971 37021 39593
FBIL MIBOR 6.24% 6.45% 6.40% 6.72%
3 Month CP Rate 7.42% 7.58% 7.53% 7.78%
5 Year Corp Bond 7.36% 7.30% 7.40% 7.68%
1 Month CD Rate 7.51% 7.99% 6.87% 7.13%
3 Month CD Rate 7.40% 7.71% 7.51% 7.71%
1 Year CD Rate 7.39% 7.55% 7.58% 7.64%
Currency 27-Mar Prev_Day
USD/INR 85.76 85.87 -0.11
GBP/INR 110.86 111.07 -0.21
EURO/INR 92.45 92.61 -0.17
JPY/INR 0.57 0.57 0.00
Commodity 27-Mar Wk Ago Mth. Ago
NYMEX Crude($/bl) 70.20 68.45 70.52 81.95
Brent Crude($/bl) 75.45 73.69 75.50 84.29
Gold( $/oz) 3056 3044 2876 2194
Gold(Rs./10 gm) 88112 88153 85225 66501
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 settled at spot closing of 23,591.95. Nifty Apr 2025
Futures stood at 23,898.15, a premium of 306.2 points, above the spot
closing. The turnover on NSE’s Futures and Options segment fell to
Rs.6,316.47 crore on March 27, 2025, compared with Rs. 5,81,057.76 crore
on March 26, 2025.
• The NSE Put-Call ratio remained unchanged compared with the previous
session’s close of 1.01.
• The Nifty Put-Call ratio stood at 1.01 compared with the previous session’s
close of 0.92.
• Open interest on Nifty Futures stood at 18.5 million, compared with the
previous session’s close of 18.52 million.
• Bond yields mostly remained steady as market participants awaited the
government's borrowing plan for the next six months.
• Yield on the 10-year benchmark paper (6.79% GS 2034) was unchanged to
close at 6.60% as compared to the previous day’s close.
• Data on sectoral deployment of bank credit for Feb 2025 showed, non-food
bank credit grew 10.9% YoY in Feb 2025 as compared with 20.6% a year ago.
Credit to agriculture and allied activities rose by 11.4% as compared with
20.0%. Credit to industry rose 7.1%.
• RBI conducted the auction of 1-day Variable Rate Repo for the notified
amount of Rs. 75,000 crore for which amount of Rs. 21,392 crore was
accepted and the cut-off yield stood at 6.26%.
• The Indian rupee in spot trade fell against the U.S. dollar due to month-end
greenback demand from importers.
• The euro continued to fall against the U.S. dollar following the U.S.
President's announcement to impose a 25% tariff on imported cars and light
trucks.
• Gold prices rose following escalating global trade tensions and a decline in
equity markets.
• Brent Crude Oil prices (spot) rose slightly as investors assessed renewed
trade war risks and due to lower U.S. crude and fuel inventories.
• The U.S. economy grew by slightly more than previously estimated in the
fourth quarter of 2024, according to the Commerce Department. The U.S.
gross domestic product increased by 2.4% in the fourth quarter of 2024
compared to the previously reported 2.3% rise.
• U.K. car production declined 7.6% YoY to 73,814 units in Feb 2025, as
reported by the Society of Motor Manufacturers and Traders. Rising trade
tensions and weak domestic demand have led to a decline in U.K. car
production.
• The U.S. pending home sales index rose 2% to 72.0 in Feb 2025 after
plunging 4.6% to an all-time low of 70.6 in Jan 2025, according to the
National Association of Realtors.