FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 6829.71 6663.18 15241.90
Index Options 395621.08 397237.65 120998.03
Stock Futures 30234.37 28866.12 104730.32
Stock Options 16986.05 16953.90 17056.69
Total 449671.21 449720.85 258026.94
Put Call Ratio (OI) 1.34 1.57 -0.23
Put Call Ratio(Vol) 1.00 0.96 0.04
29-Apr Wk. Ago Mth. Ago
Call Rate 3.22% 3.24% 3.23% 4.08%
T-Repo 3.25% 3.13% 3.26% 3.30%
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% 3.30% 3.30% 3.62%
364 Day T-Bill 3.70% 3.69% 3.70% 3.67%
10 Year Gilt 6.06% 6.05% 6.12% 6.12%
G-Sec Vol. (Rs.Cr) 18977 30540 24168 33432
FBIL MIBOR 3.42% 3.45% 3.47% 4.44%
3 Month CP Rate 3.50% 3.55% 3.55% 5.35%
5 Year Corp Bond 6.28% 6.47% 6.56% 6.90%
1 Month CD Rate 3.26% 3.25% 3.43% 5.01%
3 Month CD Rate 3.32% 3.33% 3.33% 4.40%
1 Year CD Rate 4.04% 3.93% 4.32% 4.70%
Currency 29-Apr Prev_Day
USD/INR 74.06 74.40 -0.35
GBP/INR 103.35 103.26 0.08
EURO/INR 89.83 89.78 0.04
JPY/INR 0.68 0.68 0.00
Commodity 29-Apr Wk Ago
NYMEX Crude($/bl) 64.95 61.40 61.44 14.54
Brent Crude($/bl) 68.59 65.39 63.18 14.12
Gold( $/oz) 1771 1784 1712 1711
Gold(Rs./10 gm) 47569 47569 44569 40989
Data as on 28 Apr, 2021
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30 April 2021
Derivative Statistics- Nifty Options
Indian Debt Market
Currency Market Update
Commodity Market Update
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• Nifty Apr 2021 Futures settled at spot closing of 14,894.90. Nifty May 2021
Futures stood at 14,932.25, a premium of 37.35 points, above the spot
closing. The turnover on NSE’s Futures and Options segment rose to Rs.
99,43,969.84 crore on April 29, 2021, compared with Rs. 43,53,205.73 crore
on April 28, 2021.
• The Put-Call ratio stood at 0.97 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.34 compared with the previous session’s
close of 1.57.
• Open interest on Nifty Futures stood at 15.45 million, compared with the
previous session’s close of 14.98 million.
• Bond yields closed largely unchanged ahead of the weekly government debt
auction on Friday and as market participants awaited the announcement of
the debt purchase by the Reserve Bank of India (RBI).
• Yield on the 10-year benchmark paper (5.85% GS 2030) rose 1 bps to close
at 6.06% compared with the previous close of 6.05% after moving in a range
of 6.05% to 6.06%.
• RBI announced Special Open Market Operations (OMO) simultaneous
purchase and sale of government securities for the notified amount of Rs.
10,000 crore each on May 06, 2021. RBI will buy papers maturing 5, 7 and 10
year and simultaneously sell two securities maturing of 6 months.
• Banks borrowed Rs. 154 crore under the central bank’s marginal standing
facility on Apr 28, 2021 compared to that of Apr 27, 2021 when banks
borrowed Rs. 12 crore.
• The Indian rupee gained for the fourth consecutive session against the U.S.
dollar, after the U.S. Federal Reserve committed to continue with its ultra-
loose monetary policy and quashed discussions of tapering bond purchases.
• Euro fell against the U.S. dollar as the latter strengthened following upbeat
economic data from the U.S. region.
• Gold prices fell as upbeat economic data from U.S. dampened the safe
haven appeal of the bullion.
• Brent crude prices rose as OPEC+, stuck to its plans for a gradual easing of
oil production curbs from May to Jul of 2021.
• According to the Commerce Department, U.S. GDP rose 6.4% in the first
quarter of 2021 after rising 4.3% in the fourth quarter of 2020. According to
the Department, consumer spending, non-residential fixed investment,
federal government spending, residential fixed investment, and state and
local government spending all contributed to GDP growth.
• According to the European Commission, eurozone’s economic confidence
index climbed to 110.3 in Apr 2021 from 100.9 in Mar 2021.
• According to the European Central Bank, eurozone’s broad M3 money
supply slowed 10.1% in Mar 2021 from 12.2% in Feb 2021. At the same
time, the narrow measure M1 growth fell 13.6% in Mar 2021 as against
16.4% in Feb 2021.