FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 3410.24 4143.14 13584.45
Index Options 262283.81 264738.19 95308.33
Stock Futures 14221.62 14199.75 105652.59
Stock Options 16028.65 16167.56 17249.04
Total 295944.32 299248.64 231794.41
Put Call Ratio (OI) 1.57 1.38 0.19
Put Call Ratio(Vol) 1.11 1.08 0.03
15-Feb Wk. Ago Mth. Ago
Call Rate 3.25% 3.23% 3.22% 5.03%
T-Repo 3.03% 3.21% 3.20% 4.95%
Repo 4.00% 4.00% 4.00% 5.15%
Reverse Repo 3.35% 3.35% 3.35% 4.90%
91 Day T-Bill 3.29% 3.35% 3.10% 5.03%
364 Day T-Bill 3.50% 3.42% 3.21% 5.20%
10 Year Gilt 6.02% 6.04% 5.95% 6.37%
G-Sec Vol. (Rs.Cr) 18943 28168 29281 95610
3.45% 3.47% 3.46% 5.15%
3 Month CP Rate 3.75% 3.80% 3.75% 5.70%
5 Year Corp Bond 6.63% 6.64% 6.54% 6.98%
1 Month CD Rate 3.49% 3.33% 3.53% 5.10%
3 Month CD Rate 3.36% 3.34% 3.32% 5.36%
1 Year CD Rate 4.11% 4.03% 3.90% 5.78%
Currency 15-Feb Prev_Day
USD/INR 72.59 72.80 -0.21
GBP/INR 100.88 100.45 0.44
EURO/INR 88.12 88.29 -0.16
JPY/INR 0.69 0.69 0.00
Wk Ago Mth. Ago
59.47 57.92 52.22 51.98
Brent Crude($/bl) 64.64 59.87 54.52 57.96
Gold( $/oz) 1819 1830 1827 1584
Gold(Rs./10 gm) 47195 47457 49285 40676
Data as on 12 Feb, 2021;
Data as on 11 Feb, 2021
Mutual Fund Investments are subject to market risks, read all scheme related documents carefully.
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16 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 15,332.20, a premium of 17.50 points
above the spot closing of 15,314.70. The turnover on NSE’s Futures and
Options segment rose to Rs. 24,16,393.19 crore on February 15, 2021,
compared with Rs. 20,59,106.43 crore on February 12, 2021.
• The Put-Call ratio stood at 0.85 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.57 compared with the previous session’s
close of 1.38.
• Open interest on Nifty Futures stood at 12.71 million, compared with the
previous session’s close of 12.6 million.
• Bond yields rose following increase in U.S. Treasury yields and crude oil
prices. U.S. Treasury yields rose on expectations of a further fiscal boost in
the U.S. economy.
• Yield on the 10-year benchmark paper (5.85% GS 2030) rose 3 bps to close
at 6.02% from the previous close of 5.99%.
• According to the Scheduled Banks’ Statement of Position in India, bank
credit grew 5.93% while bank deposits grew 11.06%, as on Jan 29, 2021
• Banks borrowed Rs. 12 crore under the central bank’s marginal standing
facility on Feb 12, 2021 compared to that of Feb 11, 2021 when banks
borrowed Rs. 30 crore.
• The Indian rupee gained for the second consecutive session against the U.S.
dollar, on rebound in risk appetite due to optimism that the global economy
is poised for a swift rebound.
• Euro rose against the U.S. dollar on optimism about COVID-19 vaccine
rollouts and a planned $1.9 trillion U.S. stimulus package, which pushed up
riskier currencies and global equity markets across Europe.
• Gold prices fell as expectations of an increase in inflation in U.S. led to an
increase in yields on U.S. Treasuries.
• Brent crude prices rose as freezing weather in regions across the U.S.
fostered demand for oil.
• According to data from Eurostat, eurozone’s trade surplus increased to a
seasonally adjusted EUR 27.5 billion in Dec 2020 from EUR 24.9 billion in
• According to the Cabinet Office, Japan’s gross domestic product expanded
a seasonally adjusted 3% QoQ in the fourth quarter of 2020 following the
5.3% gain in the previous three months
• According to data from Eurostat, eurozone’s industrial production fell 1.6%
MoM in Dec 2020 as against 2.6% increase in Nov 2020. In 2020, industrial
production decreased 8.7%.
• According to data from the Ministry of Economy, Trade and Industry,
Japan's industrial production declined less than estimated 1% MoM in Dec
2020. On a yearly basis, industrial production decreased 2.6% in Dec.