FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 6472.67 6477.73 11106.17
Index Options 247516.59 245045.78 68931.16
Stock Futures 17412.20 17595.13 89349.04
Stock Options 10354.73 10550.17 6888.47
Total 281756.19 279668.81 176274.84
Put Call Ratio (OI) 1.41 0.98 0.43
Put Call Ratio(Vol) 0.97 1.01 -0.05
01-Feb Wk. Ago Mth. Ago
Call Rate 3.21% 3.25% 3.20% 4.97%
T-Repo 3.20% 3.23% 2.66% 4.92%
Repo 4.00% 4.00% 4.00% 5.15%
Reverse Repo 3.35% 3.35% 3.35% 4.90%
91 Day T-Bill 3.33% 3.26% 2.97% 5.09%
364 Day T-Bill 3.70% 3.58% 3.36% 5.27%
10 Year Gilt 6.07% 5.96% 5.90% 6.60%
G-Sec Vol. (Rs.Cr) 47031 14387 47031 31446
3.47% 3.46% 3.47% 5.05%
3 Month CP Rate 3.90% 3.85% 3.55% 5.75%
5 Year Corp Bond 6.58% 6.56% 6.30% 7.36%
1 Month CD Rate 3.35% 3.32% 3.01% 5.14%
3 Month CD Rate 3.34% 3.35% 2.99% 5.50%
1 Year CD Rate 4.04% 3.93% 3.77% 5.95%
Currency 01-Feb Prev_Day
USD/INR 73.02 72.95 0.07
GBP/INR 100.36 100.02 0.34
EURO/INR 88.58 88.30 0.28
JPY/INR 0.70 0.70 0.00
Wk Ago Mth. Ago
NYMEX Crude($/bl) 53.52 52.75 48.32 51.53
Brent Crude($/bl) 56.16 54.97 50.86 58.36
Gold( $/oz) 1860 1855 1898 1590
Gold(Rs./10 gm) 48724 49239 50040 40694
Data as on 29 Jan, 2021
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02 February 2021
Derivative Statistics- Nifty Options
Indian Debt Market
Currency Market Update
Commodity Market Update
The information herein is meant only for general reading purposes and contains all factual and statistical information pertaining to Industry and markets which have been obtained from independent third
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• Nifty Feb 2021 Futures stood at 14,351.25, a premium of 70.05 points
above the spot closing of 14,281.20. The turnover on NSE’s Futures and
Options segment rose to Rs. 38,53,697.10 crore on February 01, 2021,
compared with Rs. 17,93,726.30 crore on January 29, 2021.
• The Put-Call ratio stood at 0.96 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.41 compared with the previous session’s
close of 0.98.
• Open interest on Nifty Futures stood at 10.82 million, compared with the
previous session’s close of 9.89 million.
• Bond yields surged after the government announced a sharply higher than
anticipated borrowing for FY22 and also increased this year’s borrowing in
the Union Budget 2021-22.
• The Finance Minister in the Union Budget 2021-22 announced that the
government will borrow Rs. 12 trillion via bonds in the next financial year.
Government also increased this year’s borrowing to a record high of Rs.
12.80 trillion. Government is also borrowing an additional Rs. 1.10 trillion on
behalf of financially constrained states.
• Yield on the 10-year benchmark paper (5.77% GS 2030) surged 13 bps to
close at 6.08% from the previous close of 5.95% after trading in the range
of 5.93% to 6.10%.
• Banks did not borrow under the central bank’s marginal standing facility on
Jan 29, 2020 compared with borrowing of Rs. 54 crore on Jan 28, 2020.
• The Indian rupee declined for the second consecutive session against the
U.S. dollar, as the government’s higher-than-expected fiscal deficit raised
concerns of a sovereign rating downgrade.
• Euro fell against U.S. dollar despite the latter weakened broadly following
rebound in global equity market.
• Gold prices rose as a speculative retail trading mania appeared to spill over
into the metals market.
• Brent crude prices rose due to rising winter fuel demand as one of the
worst snowstorms in years hit the U.S. Northeast.
• According to data from IHS Markit, U.K. manufacturing Purchasing
Managers' Index (PMI) fell to a three-month low of 54.1 in Jan 2021 from
57.5 in Dec 2020. The decline came due to declining new order intakes and a
sharp fall in input stocks.
• According to data from IHS Markit, China’s Caixin manufacturing Purchasing
Managers' Index (PMI) fell to 51.5 in Jan 2021 from 53.0 in Dec 2020. In Jan,
in the midst of a slowdown in production and new orders growth, China's
manufacturing sector expanded at the slowest pace in seven months.
• According to the Bank of England, U.K. mortgages approval fell to 103,400
in Dec 2020 from 105,300 in Nov 2020.