FII Derivative Trade Statistics 08-Feb
(Rs Cr) Buy
Index Futures 5932.82 6393.52 12983.88
Index Options 344473.45 342069.18 87514.52
Stock Futures 17056.99 17092.13 101831.49
Stock Options 15150.34 15111.23 12746.33
Total 382613.60 380666.06 215076.22
Put Call Ratio (OI) 1.52 1.41 0.11
Put Call Ratio(Vol) 1.13 0.95 0.18
08-Feb Wk. Ago Mth. Ago
Call Rate 3.23% 3.21% 3.18% 5.03%
T-Repo 3.21% 3.20% 3.22% 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 3.35% 3.33% 3.04% 5.10%
364 Day T-Bill 3.42% 3.70% 3.31% 5.25%
10 Year Gilt 6.09% 6.07% 5.89% 6.44%
G-Sec Vol. (Rs.Cr) 28168 47031 33856 76366
3.47% 3.47% 3.45% 5.20%
3 Month CP Rate 3.80% 3.90% 3.45% 5.80%
5 Year Corp Bond 6.64% 6.58% 6.35% 6.97%
1 Month CD Rate 3.33% 3.35% 3.16% 5.16%
3 Month CD Rate 3.34% 3.34% 3.03% 5.62%
1 Year CD Rate 4.03% 4.04% 3.79% 6.10%
Currency 08-Feb Prev_Day
USD/INR 72.86 72.90 -0.04
GBP/INR 100.04 99.73 0.32
EURO/INR 87.72 87.20 0.52
JPY/INR 0.69 0.69 0.00
Commodity 08-Feb Wk Ago Mth. Ago
NYMEX Crude($/bl) 57.92 53.52 52.11 50.29
Brent Crude($/bl) 59.87 56.16 55.26 55.12
Gold( $/oz) 1830 1860 1848 1570
Gold(Rs./10 gm) 47457 48724 50256 40556
Data as on 05 Feb, 2021
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Derivative Statistics- Nifty Options
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information contained in this material.
• Nifty Feb 2021 Futures stood at 15,126.50, a premium of 10.70 points
above the spot closing of 15,115.80. The turnover on NSE’s Futures and
Options segment fell to Rs. 24,96,736.95 crore on February 08, 2021,
compared with Rs. 25,08,349.99 crore on February 05, 2021.
• The Put-Call ratio stood at 1.03 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.52 compared with the previous session’s
close of 1.41.
• Open interest on Nifty Futures stood at 12.25 million, compared with the
previous session’s close of 12.27 million.
• Bond yields fell as the Reserve Bank of India (RBI) announced to buy
government securities on Wednesday.
• Yield on the 10-year benchmark paper (5.85% GS 2030) fell 3 bps to close at
6.04% from the previous close of 6.07% after trading in the wide range of
6.01% to 6.07%.
• National Bank for Agriculture and Rural Development (NABARD) plans to
raise funds selling commercial papers maturing in six months at a coupon of
3.91% and has received commitments worth around Rs. 1400 crore.
• Banks borrowed Rs. 6 crore under the central bank’s marginal standing
facility on Feb 5, 2021 compared to that of Feb 04, 2021 when banks
borrowed Rs. 5 crore.
• The Indian rupee eased against the U.S. dollar, as likely intervention by the
Reserve Bank of India (RBI) through greenback buying by state-run banks’
outweighed the impact of positive regional cues.
• Euro was almost unchanged against the U.S. dollar after rising sharply on
downbeat U.S. nonfarm payroll data released on Friday.
• Gold prices rose on growing prospects of a substantial U.S. stimulus package
which kept the greenback under pressure.
• Brent crude prices rose on the back of supply curbs by other members of
the OPEC and its allies.
• Data from Destatis showed that industrial production in Germany stalled in
Dec 2020 as the country faced restrictions due to the second wave of the
coronavirus pandemic. On a yearly basis, the decline in industrial output
eased to 1% from 2.5% a month ago.
• Survey data from Sentix showed that the Eurozone investor confidence fell
in Feb 2020 which can be attributed to the slower pace of vaccination. The
investor sentiment index fell unexpectedly to -0.2 in Feb 2021 from +1.3 in
the previous month.
• Fitch Ratings maintained the sovereign ratings of Japan with a 'negative'
outlook. The outlook remained negative due to risks to the macroeconomic
and fiscal outlook from the COVID-19 pandemic.