FII Derivative Trade Statistics 11-Feb
(Rs Cr) Buy
Index Futures 4279.79 4138.82 12458.02
Index Options 578374.08 575813.18 109372.66
Stock Futures 15095.79 15337.75 104041.76
Stock Options 14205.15 14496.44 15776.54
Total 611954.81 609786.19 241648.98
Put Call Ratio (OI) 1.36 1.30 0.07
Put Call Ratio(Vol) 1.08 0.95 0.14
11-Feb Wk. Ago Mth. Ago
Call Rate 3.25% 3.18% 3.19% 5.00%
T-Repo 3.20% 3.18% 3.20% 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 3.25% 3.36% 3.03% 5.05%
364 Day T-Bill 3.69% 3.50% 3.50% 5.25%
10 Year Gilt 6.02% 6.10% 5.93% 6.47%
G-Sec Vol. (Rs.Cr) 67260 29077 31115 42647
3.45% 3.46% 3.48% 5.19%
3 Month CP Rate 3.75% 3.85% 3.55% 5.75%
5 Year Corp Bond 6.59% 6.54% 6.44% 7.10%
1 Month CD Rate 3.38% 3.34% 3.50% 5.13%
3 Month CD Rate 3.38% 3.35% 3.23% 5.46%
1 Year CD Rate 4.08% 4.02% 3.89% 6.09%
Currency 11-Feb Prev_Day
USD/INR 72.78 72.85 -0.07
GBP/INR 100.77 100.68 0.09
EURO/INR 88.27 88.33 -0.06
JPY/INR 0.70 0.70 0.00
Commodity 11-Feb Wk Ago Mth. Ago
NYMEX Crude($/bl) 58.19 56.16 52.12 49.95
Brent Crude($/bl) 61.72 59.09 54.79 54.59
Gold( $/oz) 1825 1792 1845 1567
Gold(Rs./10 gm) 47776 47263 49344 40468
Data as on 10 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 15,184.95, a premium of 11.65 points
above the spot closing of 15,173.30. The turnover on NSE’s Futures and
Options segment rose to Rs. 68,81,038.70 crore on February 11, 2021,
compared with Rs. 46,51,298.26 crore on February 10, 2021.
• The Put-Call ratio stood at 0.97 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.36 compared with the previous session’s
close of 1.3.
• Open interest on Nifty Futures stood at 12.41 million, compared with the
previous session’s close of 12.18 million.
• Bond yields declined for the second day as the Reserve Bank of India (RBI)
purchased securities in the secondary market, and is anticipated to
announce more open market operations (OMO).
• Yield on the 10-year benchmark paper (5.85% GS 2030) fell 5 bps to close at
5.96% from the previous close of 6.01% after trading in the wide range of
5.94% to 6.02%.
• RBI announced to conduct 14-day Variable Rate Reverse Repo auction under
LAF for the notified amount of Rs. 2,00,000 crore on Feb 12, 2021.
• Banks borrowed Rs. 9 crore under the central bank’s marginal standing
facility on Feb 10, 2021 compared to that of Feb 09, 2021 when banks
borrowed Rs. 38 crore.
• The Indian rupee was little changed as likely intervention by the Reserve
bank of India (RBI) through greenback purchases via state-run banks,
neutralised the impact of foreign flows in domestic equity market.
• Euro rose against the U.S. dollar after softer-than-expected U.S. inflation
data for Jan 2021 and a reiteration of the U.S. Federal Reserve's dovish
• Gold prices closed almost steady as liquidity in the gold market remained
light due to Lunar New Year holiday.
• Brent crude prices fell as market participants preferred to book profits from
the recent rally.
• Data from the U.S. Labour Department showed that initial jobless claims in
U.S. for the week ended Feb 6, 2021 fell by 19,000 to 793,00 from the
previous week's revised level of 812,000 (779,000 originally reported for the
• Data from the U.S. Commerce Department showed that wholesale
inventories in U.S. rose by 0.3% on a monthly basis in Dec 2020 after
remaining unchanged in Nov 2020. Inventories of durable goods grew 0.1%
while that of non-durable goods grew 0.6%.