FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 6331.22 5893.60 11161.31
Index Options 991369.25 983438.58 80844.78
Stock Futures 17233.77 16158.52 96305.83
Stock Options 17993.71 17880.33 19596.97
Total 1032927.95 1023371.03 207908.89
Put Call Ratio (OI) 1.27 1.27 0.01
Put Call Ratio(Vol) 0.89 1.01 -0.11
23-Apr Wk. Ago Mth. Ago
Call Rate 3.21% 3.25% 3.26% 4.15%
T-Repo 3.20% 3.23% 3.26% 3.19%
Repo 4.00% 4.00% 4.00% 4.40%
Reverse Repo 3.35% 3.35% 3.35% 3.75%
91 Day T-Bill 3.27% 3.35% 3.29% 3.60%
364 Day T-Bill 3.70% 3.74% 3.77% 3.75%
10 Year Gilt 6.04% 6.09% 6.15% 6.03%
G-Sec Vol. (Rs.Cr) 43607 37812 29106 82103
FBIL MIBOR 3.43% 3.44% 3.49% 4.50%
3 Month CP Rate 3.55% 3.60% 3.65% 5.00%
5 Year Corp Bond 6.44% 6.61% 6.58% 6.85%
1 Month CD Rate 3.24% 3.18% 3.52% 3.67%
3 Month CD Rate 3.30% 3.32% 3.40% 4.93%
1 Year CD Rate 3.94% 3.99% 4.36% 5.02%
Currency 23-Apr Prev_Day
USD/INR 74.91 74.94 -0.03
GBP/INR 103.81 104.47 -0.67
EURO/INR 90.09 90.25 -0.16
JPY/INR 0.69 0.69 0.00
Commodity 23-Apr Wk Ago
NYMEX Crude($/bl) 62.15 63.11 57.70 14.81
Brent Crude($/bl) 66.11 65.78 62.10 12.48
Gold( $/oz) 1777 1776 1727 1731
Gold(Rs./10 gm) 47569 47021 44818 40989
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26 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 14,338.60, a discount of 2.75 points below
the spot closing of 14,341.35. The turnover on NSE’s Futures and Options
segment fell to Rs. 24,41,002.18 crore on April 23, 2021, compared with Rs.
88,49,231.75 crore on April 22, 2021.
• The Put-Call ratio stood at 0.82 compared with the previous session’s close
• The Nifty Put-Call ratio remained unchanged compared with the previous
session’s close of 1.27.
• Open interest on Nifty Futures stood at 12.42 million, compared with the
previous session’s close of 12.3 million.
• Bond yields inched down after the central government borrowed lesser-
than-planned amount at its weekly gilt auction.
• Yield on the 10-year benchmark paper (5.85% GS 2030) inched down 1 bps
to close at 6.04% compared with the previous close of 6.05% after moving
in a range of 6.04% to 6.08%.
• RBI conducted the auction of 14-day Variable Rate Reverse Repo auction
under LAF for the notified amount of Rs. 2,00,000 crore, which was
completed accepted at a cut-off rate of 3.47%.
• RBI announced the auction of 91 days, 182 days and 364 days Treasury Bills
auction for the notified amount of Rs. 15,000 crore, Rs. 15,000 crore and Rs.
6,000 crore, respectively on Apr 28, 2021.
• The Indian rupee eased against the U.S. dollar as exporters’ greenback sales
outweighed the impact of continued economic pain amid rising coronavirus
cases in the country.
• The euro rose against the U.S. dollar after European Central Bank (ECB)
President put down speculation that policymakers will start to consider a
tapering of bond purchases.
• Gold prices fell as upbeat economic data from U.S. dampened the safe
haven appeal of the yellow metal.
• Brent crude prices rose on hopes of a fuel demand recovery in U.S. and
Europe with gradual relaxation of coronavirus restrictions and pick up in
• Data from the U.S. Commerce Department showed that new home sales in
U.S. rose 20.7% to an annual rate of 1.021 million in Mar 2021 after coming
down by 16.2% to a revised rate of 846,000 in Feb 2021 (775,000 originally
reported for the previous month).
• Data from the National Association of Realtors showed that existing home
sales in U.S. fell by 3.7% to an annual rate of 6.01 million in Mar 2021 after
coming down by 6.3% to a revised rate of 6.24 million in Feb 2021 (6.22
million originally reported for the previous month).
• Data from the Conference Board showed that the leading economic index in
U.S. grew 1.3% in Mar 2021 after coming down by a revised 0.1% in Feb
2021 (0.2% decline originally reported for the previous month).