FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 4857.22 4802.52 14868.77
Index Options 245564.54 242436.64 94618.81
Stock Futures 12341.74 11292.62 95494.01
Stock Options 14475.95 14679.87 18285.11
Total 277239.45 273211.65 223266.70
Put Call Ratio (OI) 1.20 1.38 -0.18
Put Call Ratio(Vol) 0.89 0.94 -0.05
19-Apr Wk. Ago Mth. Ago
Call Rate 3.23% 3.20% 3.25% 4.24%
T-Repo 3.22% 3.19% 3.28% 2.40%
Repo 4.00% 4.00% 4.00% 4.40%
Reverse Repo 3.35% 3.35% 3.35% 3.75%
91 Day T-Bill 3.32% 3.33% 3.30% 3.89%
364 Day T-Bill 3.71% 3.74% 3.77% 4.00%
10 Year Gilt 6.08% 6.01% 6.18% 6.35%
G-Sec Vol. (Rs.Cr) 25408 24707 31097 38886
FBIL MIBOR 3.44% 3.44% 3.45% 4.58%
3 Month CP Rate 3.60% 3.70% 3.70% 6.00%
5 Year Corp Bond 6.56% 6.29% 6.65% 7.01%
1 Month CD Rate 3.23% 3.48% 3.44% 4.20%
3 Month CD Rate 3.34% 3.35% 3.50% 4.46%
1 Year CD Rate 3.96% 3.99% 4.40% 5.27%
Currency 19-Apr Prev_Day
USD/INR 74.88 74.56 0.32
GBP/INR 103.76 102.44 1.32
EURO/INR 89.61 89.19 0.42
JPY/INR 0.69 0.68 0.01
Commodity 19-Apr Wk Ago
NYMEX Crude($/bl) 63.28 59.65 61.39 18.26
Brent Crude($/bl) 66.25 62.42 63.23 16.14
Gold( $/oz) 1769 1733 1745 1684
Gold(Rs./10 gm) 47475 46397 44788 40989
Mutual Fund Investments are subject to market risks, read all scheme related documents carefully.
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20 April 2021
Derivative Statistics- Nifty Options
Indian Debt Market
Currency Market Update
Commodity Market Update
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
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• Nifty Apr 2021 Futures stood at 14,374.15, a premium of 14.70 points
above the spot closing of 14,359.45. The turnover on NSE’s Futures and
Options segment rose to Rs. 30,83,299.97 crore on April 19, 2021,
compared with Rs. 21,70,508.86 crore on April 16, 2021.
• The Put-Call ratio stood at 0.84 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.2 compared with the previous session’s
close of 1.38.
• Open interest on Nifty Futures stood at 12.29 million, compared with the
previous session’s close of 12.95 million.
• Bond yields were almost unchanged as market participants remained
cautious and remained wary of taking positions as an unprecedented surge
in Covid-19 infections led to more lockdowns in India.
• Yield on the 10-year benchmark paper (5.85% GS 2030) fell 1 bps to close at
at 6.08% from the previous close of 6.09% after moving in a range of 6.07%
• RBI conducted the auction of state development loans of four State
Governments (tenor 10 & 30 years) for a notified amount of Rs. 3250 crore,
which was completely accepted. The cut off yield stood in the range of
6.82% to 6.85%.
• Banks borrowed Rs. 210 crore under the central bank’s marginal standing
facility on Apr 16, 2021 compared to that of Apr 15, 2021 when banks
borrowed Rs. 180 crore.
• The Indian rupee recorded its steepest single-day fall against the U.S. dollar
in nearly two weeks, as a continuous rise in coronavirus infections in India
raised worries of stricter restrictions and a delay in economic recovery.
• Euro rose against the U.S. dollar after the U.S. Federal Reserve reiterated its
view that any spike in inflation was likely to be short lived.
• Gold prices fell due to an increase in yield of U.S. Treasuries which weighed
on the non-yielding bullion’s appeal.
• Brent crude prices rose on the back of a weaker greenback.
• According to data by the European Central Bank, eurozone’s current
account surplus accounted to EUR 26 billion in Feb 2021 as against EUR 35
billion surplus in Jan 2021.
• According to the Ministry of Economy, Trade and Industry, Japan’s industrial
production fell 1.3% MoM in Feb 2021. On a yearly basis, industrial
production fell 2% in Feb 2021.
• According to data from Eurostat, eurozone’s construction output fell 2.1%
MoM in Feb 2021 as against 0.8% rise in Jan 2021.
• According to the Ministry of Finance, Japan reported trade surplus of 663.7
billion yen in Mar 2021 following the downwardly revised 215.9 billion yen
surplus in Feb 2021.