FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 4807.69 4509.42 12239.05
Index Options 446017.06 443528.97 92922.02
Stock Futures 11343.19 11194.04 92874.05
Stock Options 9025.19 8995.41 11901.89
Total 471193.13 468227.84 209937.01
Put Call Ratio (OI) 1.29 1.13 0.16
Put Call Ratio(Vol) 0.97 0.96 0.01
07-Apr Wk. Ago Mth. Ago
Call Rate 3.14% 3.30% 3.16% 4.20%
T-Repo 3.04% 3.37% 3.23% 2.69%
Repo 4.00% 4.00% 4.00% 4.40%
Reverse Repo 3.35% 3.35% 3.35% 4.00%
91 Day T-Bill 3.35% 3.25% 3.26% 4.10%
364 Day T-Bill 3.72% 3.75% 3.70% 4.50%
10 Year Gilt 6.08% 6.18% 6.23% 6.42%
G-Sec Vol. (Rs.Cr) 50502 19231 25837 9911
FBIL MIBOR 3.42% 3.50% 3.40% 4.50%
3 Month CP Rate 3.70% 3.55% 3.70% 6.00%
5 Year Corp Bond 6.43% 6.58% 6.32% 7.34%
1 Month CD Rate 3.39% 3.29% 3.08% 4.16%
3 Month CD Rate 3.35% 3.28% 3.48% 4.39%
1 Year CD Rate 3.89% 4.38% 4.36% 5.13%
Currency 07-Apr Prev_Day
USD/INR 74.12 73.31 0.80
GBP/INR 102.19 101.96 0.23
EURO/INR 88.01 86.60 1.41
JPY/INR 0.67 0.67 0.01
Commodity 07-Apr Wk Ago
NYMEX Crude($/bl) 59.72 59.14 66.04 23.49
Brent Crude($/bl) 60.22 63.07 70.21 19.80
Gold( $/oz) 1737 1707 1701 1648
Gold(Rs./10 gm) 45829 43994 44310 40989
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08 April 2021
Derivative Statistics- Nifty Options
Indian Debt Market
Currency Market Update
Commodity Market Update
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• Nifty Apr 2021 Futures stood at 14,888.00, a premium of 68.95 points
above the spot closing of 14,819.05. The turnover on NSE’s Futures and
Options segment rose to Rs. 43,86,299.24 crore on April 07, 2021,
compared with Rs. 34,85,660.93 crore on April 06, 2021.
• The Put-Call ratio stood at 0.92 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.29 compared with the previous session’s
close of 1.13.
• Open interest on Nifty Futures stood at 11.78 million, compared with the
previous session’s close of 11.5 million.
• Bond yields fell as sentiment turned bullish after the Reserve Bank of India
(RBI) announced Rs. 1 lakh crore worth of purchases of government
securities till Jun 2021 end.
• Yield on the 10-year benchmark paper (5.85% GS 2030) fell 4 bps at 6.08%
from the previous close of 6.12% after moving in the range of 6.05% to
• Data from RBI showed that reserve money increased at an annualized rate
of 18.2% in the week to Apr 02, 2021, compared with an increase of 9.3% a
year earlier. The currency in circulation rose 16.2% during the same week
compared with an increase of 14.4% a year earlier.
• Banks did not borrowed under the central bank’s marginal standing facility
on Apr 6, 2021 compared to that of Apr 05, 2021 when banks borrowed Rs.
• The Indian rupee plunged and recorded its worst session in 20 months
against the U.S. dollar due to importer demand for the greenback and short-
covering in U.S. dollar.
• Euro fell against the greenback as the latter strengthened after minutes of
the U.S. Federal Reserve's meeting in Mar 2021 showed that the U.S. Central
Bank is committed to supporting economic recovery.
• Gold prices fell as upbeat economic data from U.S. fuelled expectations of a
rapid economic recovery
• Brent crude prices fell as talks to revive a nuclear deal with Iran opened the
possibility of an easing of sanctions on its oil exports.
• Minutes of the U.S. Federal Reserve's meeting in Mar 2021 showed that the
U.S. Federal Reserve is committed to supporting economic recovery and is
unlikely to change its ultra-loose monetary policy anytime soon.
• According to the Commerce Department, U.S. trade deficit widened to
$71.1 billion in Feb 2021 from a revised $67.8 billion in Jan 2021. The wider
deficit came as the value of exports fell 2.6% to $187.3 billion, while the
value of imports fell 0.7% to $258.3 billion.
• According to final data from IHS Markit, U.K. services Purchasing Managers'
Index (PMI) rose to 56.3 in Mar 2021 from 49.5 in Feb 2021. The composite
output index rose to 56.4 in Mar from 49.6 in Feb.