FII Derivative Trade Statistics 10-Feb
(Rs Cr) Buy
Index Futures 3971.10 3600.36 12483.77
Index Options 391956.27 392448.25 102688.51
Stock Futures 13204.56 13166.22 103262.83
Stock Options 14402.33 14555.41 15102.71
Total 423534.26 423770.24 233537.82
Put Call Ratio (OI) 1.30 1.38 -0.09
Put Call Ratio(Vol) 0.95 1.05 -0.10
10-Feb Wk. Ago Mth. Ago
Call Rate 3.25% 3.20% 3.18% 5.02%
T-Repo 3.22% 3.19% 3.22% 4.91%
Repo 4.00% 4.00% 4.00% 5.15%
Reverse Repo 3.35% 3.35% 3.35% 4.90%
91 Day T-Bill 3.31% 3.36% 3.04% 5.04%
364 Day T-Bill 3.70% 3.73% 3.31% 5.24%
10 Year Gilt 6.04% 6.10% 5.89% 6.44%
G-Sec Vol. (Rs.Cr) 29063 21666 33856 49342
3.46% 3.48% 3.45% 5.21%
3 Month CP Rate 3.75% 3.85% 3.45% 5.80%
5 Year Corp Bond 6.63% 6.57% 6.35% 7.00%
1 Month CD Rate 3.33% 3.38% 3.16% 5.14%
3 Month CD Rate 3.41% 3.37% 3.03% 5.41%
1 Year CD Rate 4.07% 4.05% 3.79% 6.10%
Currency 10-Feb Prev_Day
USD/INR 72.85 72.89 -0.04
GBP/INR 100.68 100.44 0.24
EURO/INR 88.33 88.03 0.29
JPY/INR 0.70 0.70 0.00
Commodity 10-Feb Wk Ago Mth. Ago
NYMEX Crude($/bl) 58.66 55.64 52.11 49.54
Brent Crude($/bl) 61.23 59.15 55.26 53.98
Gold( $/oz) 1842 1834 1848 1572
Gold(Rs./10 gm) 47778 47768 50256 40589
Data as on 09 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 15,119.55, a premium of 13.05 points
above the spot closing of 15,106.50. The turnover on NSE’s Futures and
Options segment rose to Rs. 46,51,298.26 crore on February 10, 2021,
compared with Rs. 34,13,813.85 crore on February 09, 2021.
• The Put-Call ratio stood at 0.94 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.3 compared with the previous session’s
close of 1.38.
• Open interest on Nifty Futures stood at 12.18 million, compared with the
previous session’s close of 12.23 million.
• Bond yields fell after Reserve Bank of India (RBI) bought securities of Rs.
20,000 crore under open market operations (OMO) at lower-than-expected
• Yield on the 10-year benchmark paper (5.85% GS 2030) fell 6 bps to close at
6.01% from the previous close of 6.07% after trading in the wide range of
6.01% to 6.07%.
• RBI conducted the auction of OMO by purchasing four government
securities-6.18% GS 2024, 7.17% GS 2028, 5.77% GS 2030 and 6.19% GS
2034 for an aggregate amount of Rs. 20,000 crore. 7.17% GS 2028 did not
saw any acceptance while 5.77% GS 2030 saw Rs. 14,654 crore of
• Banks borrowed Rs. 38 crore under the central bank’s marginal standing
facility on Feb 9, 2021 compared to that of Feb 08, 2021 when banks
• The Indian rupee gained for the second day against the greenback following
rise in Asian counterparts emanated from a fall in the U.S. dollar index to
• Euro rose for the fourth consecutive session against the U.S. as demand for
riskier haven assets improved.
• Gold prices rose as hopes of a U.S. stimulus package kept the greenback
• Brent crude prices rose after data from the American Petroleum Institute
showed that crude inventories fell by 3.5 million barrels for the week ended
Feb 5, 2021.
• Final data from Destatis showed that consumer price index based inflation
(CPI) for Germany rose 1% on a yearly basis in Jan 2021 following a decline
of 0.3% in Dec 2020. On a monthly basis, CPI climbed 0.8% in Jan 2021
following an increase of 0.5% in Dec 2020.
• Data from the National Bureau of Statistics showed that consumer price
index based inflation (CPI) for China fell 0.3% on a yearly basis in Jan 2021
following an increase of 0.2% in Dec 2020. On a monthly basis, CPI rose 1%
in Jan 2021 following a rise of 0.7% in Dec 2020.
• Data from Bank of Japan showed that producer prices in Japan rose 0.4%
on a monthly basis in Jan 2021 following an increase of 0.5% in Dec 2020.
On a yearly basis, producer prices fell 1.6% after falling 2% in the previous