FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 5451.10 5677.08 11914.25
Index Options 259063.32 258753.31 89420.30
Stock Futures 17768.14 16471.55 96809.32
Stock Options 18614.91 18464.73 19413.50
Total 300897.47 299366.67 217557.37
Put Call Ratio (OI) 1.38 1.27 0.11
Put Call Ratio(Vol) 0.98 0.89 0.09
26-Apr Wk. Ago Mth. Ago
Call Rate 3.20% 3.23% 3.23% 4.04%
T-Repo 3.23% 3.22% 3.26% 2.12%
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% 3.32% 3.30% 3.60%
364 Day T-Bill 3.63% 3.71% 3.70% 3.80%
10 Year Gilt 6.04% 6.08% 6.12% 6.17%
G-Sec Vol. (Rs.Cr) 33266 19530 24168 43530
FBIL MIBOR 3.42% 3.44% 3.47% 4.48%
3 Month CP Rate 3.55% 3.60% 3.55% 5.05%
5 Year Corp Bond 6.26% 6.56% 6.57% 6.95%
1 Month CD Rate 3.18% 3.23% 3.43% 3.72%
3 Month CD Rate 3.31% 3.34% 3.33% 4.93%
1 Year CD Rate 3.93% 3.96% 4.32% 5.06%
Currency 26-Apr Prev_Day
USD/INR 74.77 74.91 -0.15
GBP/INR 103.95 103.81 0.15
EURO/INR 90.51 90.09 0.42
JPY/INR 0.69 0.69 0.00
Commodity 26-Apr Wk Ago
NYMEX Crude($/bl) 62.00 63.28 60.88 15.49
Brent Crude($/bl) 66.12 66.25 64.24 12.29
Gold( $/oz) 1780 1769 1732 1727
Gold(Rs./10 gm) 47569 47475 44569 40989
Mutual Fund Investments are subject to market risks, read all scheme related documents carefully.
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27 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 14,486.20, a premium of 1.20 points above
the spot closing of 14,485.00. The turnover on NSE’s Futures and Options
segment rose to Rs. 25,96,258.17 crore on April 26, 2021, compared with
Rs. 24,41,002.18 crore on April 23, 2021.
• The Put-Call ratio stood at 0.9 compared with the previous session’s close of
• The Nifty Put-Call ratio stood at 1.38 compared with the previous session’s
close of 1.27.
• Open interest on Nifty Futures stood at 12.85 million, compared with the
previous session’s close of 12.42 million.
• Bond yields closed steady as more states resorted to lockdowns to curb the
record spike in COVID-19 infection cases and deaths that kept the overall
market sentiment subdued. This has fuelled concerns of increase in inflation
in the near term and slowdown in growth.
• Yield on the 10-year benchmark paper (5.85% GS 2030) closed unchanged at
6.04% after moving in a range of 6.02% to 6.05%.
• Banks borrowed Rs. 149 crore under the central bank’s marginal standing
facility on Apr 23, 2021 compared to that of Apr 22, 2021 when banks
• RBI announced the auction of three Government of India Dated Securities
namely 3.96% GS 2022, 5.85% GS 2030 and 6.76% GS 2061 for a notified
amount of Rs. 26,000 crore. The auction would be carried out on Apr 30,
• The Indian rupee rose against the greenback as it snapped a two-day losing
streak following gains in the domestic equity market. Broad losses on the
dollar index also contributed to the upside.
• Euro fell against the greenback as market participants exercised caution and
preferred to remain on the side-lines as they awaited the outcome of the
U.S. Federal Reserve monetary policy review which is due this week.
• Gold prices rose as market participants awaited the outcome of the U.S.
Federal Reserve monetary policy review which is due this week.
• Brent crude prices were almost steady as surging COVID-19 cases in India
dampened market sentiments.
• According to a report by the Commerce Department, U.S. durable goods
orders rose 0.5% in Mar 2021 after falling by a revised 0.9% in Feb 2021.
• According to the ifo Institute, Germany’s business confidence index rose to
96.8 in Apr 2021 from 96.6 in Mar 2021. The current conditions index came
in at 94.1 in Apr as against 93.1 in Mar.
• According to the Cabinet Office, Japan’s leading index, which measures the
future economic activity, grew to 98.7 in Feb 2021 from 98.5 in Jan 2021.
The coincident index decreased to 89.9 in Feb from 90.3 in Jan.
• According to the Bank of Japan, Japan’s services producer price index
gained 0.7% YoY in Mar 2021 after staying flat in Feb 2021. On a monthly
basis, the services PPI rose 0.7% in Mar as against 0.2% rise in Feb.