FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 4223.06 3700.14 14654.42
Index Options 268552.43 266965.50 103698.79
Stock Futures 13817.35 13510.22 108261.29
Stock Options 16319.73 16120.45 17439.33
Total 302912.57 300296.31 244053.83
Put Call Ratio (OI) 1.29 1.57 -0.28
Put Call Ratio(Vol) 0.99 1.11 -0.12
16-Feb Wk. Ago Mth. Ago
Call Rate 3.21% 3.24% 3.22% 5.03%
T-Repo 2.71% 3.22% 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 3.27% 3.35% 3.10% 5.03%
364 Day T-Bill 3.53% 3.54% 3.21% 5.20%
10 Year Gilt 6.02% 6.07% 5.95% 6.37%
G-Sec Vol. (Rs.Cr) 15394 18635 29281 95610
3.46% 3.46% 3.46% 5.15%
3 Month CP Rate 3.75% 3.75% 3.75% 5.70%
5 Year Corp Bond 6.60% 6.68% 6.54% 6.98%
1 Month CD Rate 3.34% 3.45% 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 16-Feb Prev_Day
USD/INR 72.72 72.59 0.13
GBP/INR 101.33 100.88 0.45
EURO/INR 88.26 88.12 0.13
JPY/INR 0.69 0.69 0.00
Wk Ago Mth. Ago
NYMEX Crude($/bl) 60.04 58.31 52.22 51.98
Brent Crude($/bl) 64.38 60.45 54.52 57.96
Gold( $/oz) 1794 1837 1827 1584
Gold(Rs./10 gm) 47257 47907 49285 40676
Data as on 15 Feb, 2021
Mutual Fund Investments are subject to market risks, read all scheme related documents carefully.
Readers are requested to click here for ICRA Analytics Ltd disclaimer
17 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
sources and which are deemed to be reliable. The information provided cannot be considered as guidelines, recommendations or as a professional guide for the readers. It may be noted that since
Life India Asset Management Limited (NAM India) has not independently verified the accuracy or authenticity of such information or data, or for that matter the reasonableness of the assumptions
which such data and information has been processed or arrive data; NAM India does not in any manner assures the accuracy or authenticity of such data and information. Some of the statements &
contained in these materials may reflect NAM India’s views or opinions, which in turn may have been formed on the basis of such data or information. The Sponsor(s), the Investment Manager,
Trustee or any of their respective directors, employees, affiliates or representatives do not assume any responsibility for, or warrant the accuracy, completeness, adequacy and reliability of such data
information. Whilst no action has been solicited based upon the information provided herein, due care has been taken to ensure that the facts are accurate and opinions given are fair and reasonable, to
extent possible. This information is not intended to be an offer or solicitation for the purchase or sale of any financial product or instrument. Recipients of this information should rely on
arising out of their own investigations. Before making any investments, the readers are advised to seek independent professional advice, verify the contents in order to arrive at an
investment decision. None of the Sponsor(s), the Investment Manager, the Trustee, their respective directors, employees, affiliates or representatives shall be liable in any way for any direct,
indirect, special, incidental, consequential, punitive or exemplary damages, including on account of lost profits arising from the information contained in this material.
• Nifty Feb 2021 Futures stood at 15,330.25, a premium of 16.80 points
above the spot closing of 15,313.45. The turnover on NSE’s Futures and
Options segment rose to Rs. 36,60,812.75 crore on February 16, 2021,
compared with Rs. 24,16,393.19 crore on February 15, 2021.
• The Put-Call ratio stood at 0.98 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.29 compared with the previous session’s
close of 1.57.
• Open interest on Nifty Futures stood at 12.69 million, compared with the
previous session’s close of 12.71 million.
• Bond yields closed unchanged as market participants awaited clarity from
the Reserve Bank of India (RBI) regarding its intent of continuing to buy
domestic debt. Worries over heavy debt supply also kept market sentiments
• Yield on the 10-year benchmark paper (5.85% GS 2030) closed unchanged at
• RBI conducted the auction of state development loans of ten states for a
notified amount of Rs. 17,687 crore for which the amount accepted stood at
Rs. 17,937 crore. The cut off yield stood in the range of 6.21% to 7.08%.
Telangana has accepted an additional amount of Rs. 250 crore. Assam
witnessed the minimum yield while Uttar Pradesh attracted the maximum
• The rupee in a spot trade closed unchanged against the U.S. dollar as month
end dollar demand from oil importers neutralized the impact of a weaker
• The euro weakened against the greenback as the investor risk sentiment
dampened after U.S. consumer sentiment fell in Feb 2020.
• Gold prices fell on hopes of a pickup in global economic activity.
• Brent crude prices remained at elevated levels as freezing weather in
regions across the U.S. shut wells and refineries in Texas.
• According to flash estimate by Eurostat, eurozone’s gross domestic product
(GDP) fell 0.6% QoQ for the quarter ended Dec 2020 as against 12.4%
rebound seen in the previous quarter. On a yearly basis, GDP fell 5% in the
fourth quarter of 2020 as against 4.3% decline in the third quarter of 2020.
In 2020, GDP was down 6.8%.
• According to data from the Ministry of Economy, Trade and Industry,
Japan’s tertiary activity index declined 0.4% MoM in Dec 2020 following
0.6% decrease in Nov 2020.
• According to data from ZEW - Leibniz Centre for European Economic
Research, Germany’s ZEW Indicator of Economic Sentiment climbed 9.4
points to 71.2 points in Feb 2021. However, the assessment of the economic
situation fell by 0.8 points to minus 67.2 points.