FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 5459.34 5152.12 12846.37
Index Options 454541.73 457019.07 104545.18
Stock Futures 11899.81 12341.82 94093.47
Stock Options 17295.43 17276.93 19059.22
Total 489196.31 491789.94 230544.24
Put Call Ratio (OI) 1.27 1.08 0.18
Put Call Ratio(Vol) 1.01 0.96 0.04
22-Apr Wk. Ago Mth. Ago
Call Rate 3.24% 3.20% 3.27% 4.12%
T-Repo 3.13% 3.22% 3.29% 3.33%
Repo 4.00% 4.00% 4.00% 4.40%
Reverse Repo 3.35% 3.35% 3.35% 3.75%
91 Day T-Bill 3.30% 3.31% 3.30% 3.73%
364 Day T-Bill 3.69% 3.72% 3.50% 3.73%
10 Year Gilt 6.05% 6.13% 6.18% 6.22%
G-Sec Vol. (Rs.Cr) 30540 26354 23728 31496
FBIL MIBOR 3.45% 3.43% 3.45% 4.50%
3 Month CP Rate 3.55% 3.65% 3.65% 5.20%
5 Year Corp Bond 6.47% 6.42% 6.56% 6.86%
1 Month CD Rate 3.25% 3.29% 3.51% 3.73%
3 Month CD Rate 3.33% 3.33% 3.40% 5.02%
1 Year CD Rate 3.93% 3.94% 4.39% 5.00%
Currency 22-Apr Prev_Day
USD/INR 74.94 74.73 0.21
GBP/INR 104.47 104.58 -0.10
EURO/INR 90.25 90.15 0.10
JPY/INR 0.69 0.69 0.00
Commodity 22-Apr Wk Ago
NYMEX Crude($/bl) 61.40 63.37 61.44 13.59
Brent Crude($/bl) 65.39 65.36 63.88 9.96
Gold( $/oz) 1784 1763 1739 1713
Gold(Rs./10 gm) 47569 46632 44641 40989
Mutual Fund Investments are subject to market risks, read all scheme related documents carefully.
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23 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 14,403.60, a discount of 2.55 points below
the spot closing of 14,406.15. The turnover on NSE’s Futures and Options
segment rose to Rs. 88,49,231.75 crore on April 22, 2021, compared with
Rs. 41,71,483.21 crore on April 20, 2021.
• The Put-Call ratio stood at 0.98 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.27 compared with the previous session’s
close of 1.08.
• Open interest on Nifty Futures stood at 12.3 million, compared with the
previous session’s close of 12.51 million.
• Bond yields fell as market participants expect the India’s worsening Covid-
19 crisis to keep monetary policy easy for longer.
• Yield on the 10-year benchmark paper (5.85% GS 2030) fell 2 bps to close at
6.05% following the previous closing of 6.07%.
• RBI announced to conduct the auction of 14-day Variable Rate Reverse
Repo auction under LAF for the notified amount of Rs. 2,00,000 crore on
April 23, 2021.
• Data from RBI showed that reserve money increased at an annualized rate
of 17.6% in the week to Apr 16, 2021, compared with an increase of 8.0% a
year earlier. The currency in circulation rose 15.7% during the same week
compared with an increase of 14.5% a year earlier.
• The Indian rupee fell against the U.S. dollar, as surge in COVID-19 infections
increased risks to the India’s near-term growth outlook and intensified
worries about higher foreign outflows.
• Euro fell against the U.S. dollar after European Central Bank (ECB) kept
interest rates on hold and maintained pace of asset purchases until
inflationary outlook robustly reaches close to target.
• Gold prices fell as market participants preferred to book profits.
• Brent crude prices rose on concerns over lower crude production in Libya.
However, a resurgence of coronavirus infection cases in India and Japan
capped the gains.
• The European Central Bank maintained its interest rates and asset
purchases, despite the resurgence of coronavirus infections and ongoing
lockdowns dampening the outlook for an economic recovery later this year.
The key refi rate remained at a record low of zero percent, while the deposit
rate remained at -0.50%. At 0.25%, the lending rate remained unchanged.
ECB kept the scale of the pandemic emergency purchasing programme
(PEPP) at EUR 1,850 billion.
• According to the Labor Department, U.S. initial jobless claims fell 39,000 to
547,000 in the week ended Apr 17, 2021 from the previous week's revised
level of 586,000. The less volatile-four week moving average also fell 27,750
to 651,000 in the week ended Apr 17, 2021 from the previous week's
revised average of 678,750.