FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 5933.41 4703.93 12364.41
Index Options 235796.73 234895.05 100483.34
Stock Futures 35687.75 34477.27 99497.88
Stock Options 18671.46 18598.07 18868.86
Total 296089.35 292674.32 231214.49
Put Call Ratio (OI) 1.51 1.39 0.12
Put Call Ratio(Vol) 1.04 0.98 0.06
27-Apr Wk. Ago Mth. Ago
Call Rate 3.20% 3.23% 3.23% 4.03%
T-Repo 3.23% 3.23% 3.26% 2.09%
Repo 4.00% 4.00% 4.00% 4.40%
Reverse Repo 3.35% 3.35% 3.35% 3.75%
91 Day T-Bill 3.31% 3.33% 3.30% 3.57%
364 Day T-Bill 3.71% 3.72% 3.70% 3.81%
10 Year Gilt 6.05% 6.07% 6.12% 6.15%
G-Sec Vol. (Rs.Cr) 24614 19530 24168 38551
FBIL MIBOR 3.42% 3.43% 3.47% 4.48%
3 Month CP Rate 3.50% 3.55% 3.55% 5.25%
5 Year Corp Bond 6.27% 6.61% 6.57% 6.88%
1 Month CD Rate 3.22% 3.23% 3.43% 5.30%
3 Month CD Rate 3.31% 3.35% 3.33% 4.95%
1 Year CD Rate 3.95% 3.99% 4.32% 4.92%
Currency 27-Apr Prev_Day
USD/INR 74.60 74.77 -0.17
GBP/INR 103.58 103.95 -0.37
EURO/INR 90.03 90.51 -0.48
JPY/INR 0.69 0.69 0.00
Commodity 27-Apr Wk Ago
NYMEX Crude($/bl) 62.98 62.56 60.88 11.97
Brent Crude($/bl) 66.31 64.44 64.24 10.69
Gold( $/oz) 1777 1777 1732 1714
Gold(Rs./10 gm) 47569 47314 44569 40989
Mutual Fund Investments are subject to market risks, read all scheme related documents carefully.
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28 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 14,644.70, a discount of 8.35 points below
the spot closing of 14,653.05. The turnover on NSE’s Futures and Options
segment rose to Rs. 27,85,598.83 crore on April 27, 2021, compared with
Rs. 25,96,258.17 crore on April 26, 2021.
• The Put-Call ratio stood at 0.87 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.51 compared with the previous session’s
close of 1.38.
• Open interest on Nifty Futures stood at 13.54 million, compared with the
previous session’s close of 12.85 million.
• Bond yields rose as market participants awaited the announcement of the
next open market purchase of government securities by the Reserve Bank
of India (RBI). The overall market sentiment also remained subdued as India
continued to witness an unprecedented surge in daily COVID-19 infection
• Yield on the 10-year benchmark paper (5.85% GS 2030) inched up 1 bps to
close at 6.05% compared to the previous close of 6.04% after moving in a
range of 6.04% to 6.07%.
• Banks borrowed Rs. 121 crore under the central bank’s marginal standing
facility on Apr 26, 2021 compared to that of Apr 23, 2021 when banks
borrowed Rs. 149 crore.
• RBI conducted the auction of state development loans of Manipur for a
notified amount of Rs. 200 crore for which the full amount was accepted.
The cut off yield stood at 6.78%.
• The Indian rupee rose against the greenback following gains in the domestic
equity market. Selling of the greenback by exporters also contributed to the
• Euro remained almost steady against the greenback as market participants
awaited the outcome of the U.S. Federal Reserve monetary policy review
where no change in monetary policy is expected.
• Gold prices inched down ahead of the outcome of the U.S. Federal Reserve
monetary policy review.
• Brent crude prices rose as media reports suggested that OPEC+ does not
see a lasting impact on demand from the coronavirus crisis in India.
• As was generally anticipated, the Bank of Japan kept its monetary stimulus
unchanged at -0.1% on current accounts that financial institutions maintain
at the central bank. Despite the constraints imposed by the COVID-19
pandemic, the bank downgraded its near-term inflation outlook and
increased its growth estimates. The bank will continue to buy a sufficient
amount of Japanese government bonds without setting an upper limit,
ensuring that 10-year JGB yields stay around 0%.
• According to the Conference Board, U.S. consumer confidence index rose to
121.7 in Apr 2021 after rising to a revised 109.0 in Mar 2021.
• According to the Distributive Trades Survey, U.K. retail sales balance rose
more than expected to +20% in Apr 2021 from -45% in Mar 2021.