FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 4427.50 4496.29 12016.78
Index Options 528217.90 530300.42 103106.31
Stock Futures 15601.12 16459.00 100134.57
Stock Options 11671.25 11888.99 10703.54
Total 559917.77 563144.70 225961.20
Put Call Ratio (OI) 1.51 1.46 0.06
Put Call Ratio(Vol) 0.95 0.98 -0.03
04-Feb Wk. Ago Mth. Ago
Call Rate 3.18% 3.20% 3.18% 4.98%
T-Repo 3.18% 3.24% 2.89% 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 3.36% 3.35% 3.00% 5.01%
364 Day T-Bill 3.50% 3.62% 3.43% 5.27%
10 Year Gilt 6.10% 5.93% 5.86% 6.51%
G-Sec Vol. (Rs.Cr) 29077 20847 46312 46316
3.48% 3.47% 3.48% 5.15%
3 Month CP Rate 3.85% 3.90% 3.55% 5.80%
5 Year Corp Bond 6.54% 6.53% 6.31% 7.28%
1 Month CD Rate 3.34% 3.38% 3.00% 5.14%
3 Month CD Rate 3.35% 3.34% 3.00% 5.51%
1 Year CD Rate 4.02% 3.99% 3.78% 5.95%
Currency 04-Feb Prev_Day
USD/INR 72.92 72.94 -0.02
GBP/INR 99.17 99.57 -0.40
EURO/INR 87.59 87.82 -0.23
JPY/INR 0.69 0.69 0.00
Wk Ago Mth. Ago
NYMEX Crude($/bl) 56.16 52.23 47.44 49.54
Brent Crude($/bl) 59.09 54.86 50.26 54.49
Gold( $/oz) 1792 1840 1942 1552
Gold(Rs./10 gm) 47263 48819 51012 40471
Data as on 03 Feb, 2021
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05 February 2021
Derivative Statistics- Nifty Options
Indian Debt Market
Currency Market Update
Commodity Market Update
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• Nifty Feb 2021 Futures stood at 14,895.35, a discount of 0.30 points below
the spot closing of 14,895.65. The turnover on NSE’s Futures and Options
segment rose to Rs. 84,55,618.54 crore on February 04, 2021, compared
with Rs. 42,11,837.60 crore on February 03, 2021.
• The Put-Call ratio stood at 0.95 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.51 compared with the previous session’s
close of 1.46.
• Open interest on Nifty Futures stood at 12.11 million, compared with the
previous session’s close of 11.2 million.
• Bond yields fell for the second straight day as market participants anticipate
bond-supportive steps from the Reserve Bank of India ahead of the
monetary policy decision on Friday.
• Yield on the 10-year benchmark paper (5.85% GS 2030) fell 1 bps to close at
6.07% from the previous close of 6.08% after trading in the range of 6.05%
• Tata Power plans to raise funds selling commercial papers maturing in two
months at a coupon of 3.72%, which has received commitments worth
around Rs. 500 crore. The notes are rated A1+ by ICRA.
• Banks did not borrowed under the central bank’s marginal standing facility
on Feb 3, 2021 compared to that of Feb 2, 2021 when banks borrowed Rs. 1
• The Indian rupee was almost steady against the U.S. dollar as fall due to
greenback buying by state-run banks' dollar, likely on behalf of the Reserve
Bank of India neutralised rise on the impact of a persistent rise in foreign
• Euro fell against the U.S. dollar on confidence in the U.S. economic outlook
and with anticipation that non-farm payroll jobs report might be stronger
• Gold prices fell as market participants awaited clarity on U.S. fiscal stimulus
• Brent crude prices continued to remain at elevated levels after U.S. crude oil
stockpiles fell in the week ended Jan 29, 2021.
• According to a report by the Institute for Supply Management, the U.S.
services Purchasing Managers’ Index rose to 58.7 in Jan 2021 from a revised
57.7 in Dec 2020.
• Bank of England policymakers unanimously decided to retain the record low
U.K. interest rate at 0.10% and quantitative easing at GBP 895 billion amid a
third lockdown to curb the coronavirus.
• According to a report released by payroll processor ADP, U.S. private sector
employment jumped by 174,000 jobs in Jan 2021 after decreasing by a
revised 78,000 jobs in Dec 2020.
• According to data from Eurostat, Eurozone retail sales rose 2% MoM in Dec
2020 as against 5.7% in Nov 2020. On a yearly basis, sales volume grew 0.6%
in Dec 2020, reversing a 2.2% fall in Nov 2020.