FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 4517.47 5125.12 14224.89
Index Options 490430.38 486718.36 115497.60
Stock Futures 15906.51 16676.78 108106.89
Stock Options 19662.66 19611.85 17928.46
Total 530517.02 528132.11 255757.84
Put Call Ratio (OI) 1.17 1.29 -0.12
Put Call Ratio(Vol) 0.93 0.99 -0.06
17-Feb Wk. Ago Mth. Ago
Call Rate 3.22% 3.25% 3.22% 4.93%
T-Repo 2.26% 3.22% 3.20% 4.85%
Repo 4.00% 4.00% 4.00% 5.15%
Reverse Repo 3.35% 3.35% 3.35% 4.90%
91 Day T-Bill 3.26% 3.31% 3.10% 5.02%
364 Day T-Bill 3.70% 3.70% 3.21% 5.20%
10 Year Gilt 6.03% 6.01% 5.95% 6.39%
G-Sec Vol. (Rs.Cr) 18736 29063 29281 47709
3.46% 3.45% 3.46% 5.15%
3 Month CP Rate 3.70% 3.75% 3.75% 5.70%
5 Year Corp Bond 6.67% 6.63% 6.54% 6.98%
1 Month CD Rate 3.43% 3.33% 3.53% 5.13%
3 Month CD Rate 3.32% 3.41% 3.32% 5.29%
1 Year CD Rate 4.04% 4.07% 3.90% 5.82%
Currency 17-Feb Prev_Day
USD/INR 72.84 72.72 0.11
GBP/INR 101.15 101.33 -0.18
EURO/INR 88.06 88.26 -0.20
JPY/INR 0.69 0.69 0.00
Wk Ago Mth. Ago
NYMEX Crude($/bl) 61.06 58.66 52.22 51.98
Brent Crude($/bl) 65.28 61.23 54.52 58.67
Gold( $/oz) 1776 1842 1827 1581
Gold(Rs./10 gm) 46490 47778 49285 40728
Data as on 16 Feb, 2021
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18 February 2021
Derivative Statistics- Nifty Options
Indian Debt Market
Currency Market Update
Commodity Market Update
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• Nifty Feb 2021 Futures stood at 15,207.05, a discount of 1.85 points below
the spot closing of 15,208.90. The turnover on NSE’s Futures and Options
segment rose to Rs. 43,17,511.33 crore on February 17, 2021, compared
with Rs. 36,60,812.75 crore on February 16, 2021.
• The Put-Call ratio stood at 0.91 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.17 compared with the previous session’s
close of 1.29.
• Open interest on Nifty Futures stood at 13.04 million, compared with the
previous session’s close of 12.69 million.
• Bond yields was little changed for a second day, while market participants
awaited a weekly government debt auction on Thursday.
• Yield on the 10-year benchmark paper (5.85% GS 2030) rose 1 bps to close
at 6.03% from the previous close of 6.02% after moving in a range of 6.02%
• RBI conducted the auction of 91 days, 182 days and 364 days Treasury Bills
auction for the notified amount of Rs. 4,000 crore, Rs. 7,000 crore and Rs.
8,000 crore, respectively, which was fully accepted. The cut-off stood at Rs.
99.2123 (YTM: 3.1845%), Rs. 98.2750 (YTM: 3.5202%) and Rs. 96.4323 (YTM:
• Banks did not borrowed under the central bank’s marginal standing facility
on Feb 16, 2021 compared to that of Feb 15, 2021 when banks borrowed
Rs. Rs. 2 crore.
• The Indian rupee recorded its biggest single-session decline against the U.S.
dollar in over two weeks following rise in the U.S. 10-year treasury yield to a
one-year high and a rebound in the greenback index.
• Euro fell against the U.S. dollar as U.S. bond yields jumped on the prospects
of further economic recovery and a possible acceleration in inflation.
• Gold prices fell on hopes of a pickup in global economic activity.
• Brent crude prices rose on hopes of an improvement in demand due to
• According to data from the Office for National Statistics, U.K.’s consumer
price inflation rose marginally to 0.7% in Jan 2021 from 0.6% in Dec 2020.
On monthly basis, consumer prices fell 0.2% in Jan 2021 after increasing
0.3% in Dec 2020.
• According to the Ministry of Finance, Japan posted a merchandise trade
deficit of 323.9 billion yen in Jan 2021 following surplus of 751 billion yen in
Dec 2020. In Jan 2020, the trade deficit was 1,315.111 billion yen.
• According to data from Eurostat, eurozone’s construction output fell 3.7%
MoM in Dec 2020 following 2.3% rise in Nov 2020. On a yearly basis,
construction output fell 2.3% in Dec following 0.6% decrease in Nov.