FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 4275.15 4457.46 13190.03
Index Options 527632.49 527593.37 118327.71
Stock Futures 15705.36 16355.88 107967.20
Stock Options 16241.84 16337.78 18236.97
Total 563854.84 564744.49 257721.91
Put Call Ratio (OI) 1.12 1.17 -0.05
Put Call Ratio(Vol) 0.92 0.93 -0.01
18-Feb Wk. Ago Mth. Ago
Call Rate 3.21% 3.25% 3.16% 4.95%
T-Repo 2.48% 3.20% 3.21% 4.89%
Repo 4.00% 4.00% 4.00% 5.15%
Reverse Repo 3.35% 3.35% 3.35% 4.90%
91 Day T-Bill 3.19% 3.25% 3.26% 5.02%
364 Day T-Bill 3.66% 3.69% 3.45% 5.18%
10 Year Gilt 6.13% 5.96% 5.91% 6.39%
G-Sec Vol. (Rs.Cr) 22074 67260 29790 52556
3.46% 3.47% 3.47% 5.10%
3 Month CP Rate 3.65% 3.75% 3.80% 5.70%
5 Year Corp Bond 6.77% 6.59% 6.52% 6.96%
1 Month CD Rate 2.80% 3.38% 3.52% 5.10%
3 Month CD Rate 3.27% 3.38% 3.27% 5.27%
1 Year CD Rate 3.95% 4.08% 3.90% 5.81%
Currency 18-Feb Prev_Day
USD/INR 72.73 72.84 -0.10
GBP/INR 100.71 101.15 -0.43
EURO/INR 87.61 88.06 -0.44
JPY/INR 0.69 0.69 0.00
Wk Ago Mth. Ago
NYMEX Crude($/bl) 60.37 58.19 52.22 52.05
Brent Crude($/bl) 65.48 61.72 54.39 58.19
Gold( $/oz) 1775 1825 1837 1602
Gold(Rs./10 gm) 46263 47776 48812 40976
Data as on 17 Feb, 2021
Mutual Fund Investments are subject to market risks, read all scheme related documents carefully.
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19 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 15,116.10, a discount of 2.85 points below
the spot closing of 15,118.95. The turnover on NSE’s Futures and Options
segment rose to Rs. 80,21,078.07 crore on February 18, 2021, compared
with Rs. 43,17,511.33 crore on February 17, 2021.
• The Put-Call ratio stood at 0.95 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.12 compared with the previous session’s
close of 1.17.
• Open interest on Nifty Futures stood at 13.08 million, compared with the
previous session’s close of 13.04 million.
• Bond yields jumped after the Reserve bank of India (RBI) at its weekly
government auctions devolves Rs. 21,593.58 involving two securities on
• Yield on the 10-year benchmark paper (5.85% GS 2030) surged 10 bps to
close at 6.13% from the previous close of 6.03% after moving in a range of
6.02% to 6.14%.
• RBI conducted the auction of four government securities- 3.96% GS 2022,
5.15% GS 2025, 5.85% GS 2030 and New GS 2061 for a cumulative amount
of Rs. 31,000 crore, which was not completely accepted with devolvement
on primary dealers. 5.15% GS 2025 and 5.85% GS 2030 securities saw almost
full devolvement on primary dealers of Rs. 10,699.76 crore and Rs.
10,893.82 crore, respectively.
• RBI announced 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 on Feb 24, 2021.
• The Indian rupee rose against the U.S. dollar on foreign banks greenback
sales likely on behalf of their clients.
• Euro rose against the U.S. dollar as disappointing U.S. weekly jobless claims
data diminished expectations of a speedy recovery from the global health
• Gold prices fell as market participants remained optimistic of a global
• Brent crude prices rose as severe cold weather in Texas and surrounding
regions in U.S. led to a fall in oil production in the region.
• According to the U.S. Federal Reserve's Jan 2021 monetary policy meeting
minutes, the economy was described by participants as far from achieving
the Fed's objective of maximum jobs. Participants noted that achieving this
goal would take some time, even with a brisk rate of change in the labor
• According to the Commerce Department, U.S. retail sales rose much more
than expected by 5.3% in Jan 2021 after sliding by a revised 1% in Dec 2020.
• According to the Labor Department, U.S. producer price index for final
demand rose 1.3% in Jan 2021 after increasing 0.3% in Dec 2020.
• According to the U.S. Federal Reserve, U.S. industrial production rose 0.9%
in Jan 2021 after increasing by downwardly revised 1.3% in Dec 2020.