FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 7509.28 6759.82 13660.95
Index Options 397792.20 393428.17 108610.10
Stock Futures 44843.37 44641.44 106278.21
Stock Options 17911.58 17844.50 17182.54
Total 468056.43 462673.93 245731.80
Put Call Ratio (OI) 1.06 0.99 0.07
Put Call Ratio(Vol) 0.96 0.88 0.08
23-Feb Wk. Ago Mth. Ago
Call Rate 3.22% 3.21% 3.20% 5.04%
T-Repo 2.91% 2.71% 3.23% 5.01%
Repo 4.00% 4.00% 4.00% 5.15%
Reverse Repo 3.35% 3.35% 3.35% 4.90%
91 Day T-Bill 3.20% 3.27% 3.30% 5.00%
364 Day T-Bill 3.65% 3.53% 3.57% 5.17%
10 Year Gilt 6.17% 6.02% 5.91% 6.42%
G-Sec Vol. (Rs.Cr) 19898 15394 26718 33225
3.46% 3.46% 3.47% 5.17%
3 Month CP Rate 3.65% 3.75% 3.85% 5.70%
5 Year Corp Bond 6.15% 6.60% 6.52% 6.91%
1 Month CD Rate 3.01% 3.34% 3.42% 5.09%
3 Month CD Rate 3.25% 3.36% 3.38% 5.49%
1 Year CD Rate 3.97% 4.11% 3.92% 5.81%
Currency 23-Feb Prev_Day
USD/INR 72.37 72.37 0.00
GBP/INR 101.80 101.43 0.38
EURO/INR 88.05 87.72 0.33
JPY/INR 0.69 0.69 0.00
Wk Ago Mth. Ago
NYMEX Crude($/bl) 61.63 60.04 52.23 53.31
Brent Crude($/bl) 65.82 64.38 55.25 59.54
Gold( $/oz) 1805 1794 1853 1619
Gold(Rs./10 gm) 46711 47257 48920 41590
Data as on 22 Feb, 2021
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24 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 14,711.55, a premium of 3.75 points above
the spot closing of 14,707.80. The turnover on NSE’s Futures and Options
segment rose to Rs. 40,32,054.22 crore on February 23, 2021, compared
with Rs. 33,87,130.40 crore on February 22, 2021.
• The Put-Call ratio stood at 0.96 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.06 compared with the previous session’s
close of 0.99.
• Open interest on Nifty Futures stood at 12.51 million, compared with the
previous session’s close of 12.56 million.
• Bond yields fell after rising in the last six consecutive sessions supported by
value buying and on expectations of more open market purchases (OMO)
• Yield on the 10-year benchmark paper (5.85% GS 2030) fell 3 bps to close at
6.17% from the previous close of 6.20% after moving in a range of 6.16% to
• Chennai Petroleum Corporation plans to raise funds selling commercial
papers maturing in over two months at a coupon of 3.37% and has received
commitments worth around Rs. 185 crore.
• Banks did not borrowed under the central bank’s marginal standing facility
on Feb 22, 2021 compared to that of Feb 18, 2021 when banks borrowed
Rs. 21 crore.
• The Indian rupee rose for the third straight session against the U.S. dollar on
greenback sales and exporter covering. However, but gains were limited on
likely intervention by the Reserve Bank of India through greenback buying
by state-run banks'.
• Euro fell against the U.S> dollar as market participants focus shifted to how
U.S. Federal Reserve chief might respond to resurgent inflation
• Gold prices fell as the safe haven dollar rose after the U.S. Federal Reserve
Chief testified that the economic recovery in U.S. was “uneven and far from
• Brent crude prices rose on signs that the global coronavirus infection cases
were coming down.
• According to the Conference Board, U.S.’s leading economic index rose 0.5%
in Jan 2021 after rising by an upwardly revised 0.4% in Dec 2020.
Conference Board also reported that U.S. coincident economic index rose
0.2% in Jan 2021 following 0.1% rise in Dec 2020.
• According to the Office for National Statistics, U.K. unemployment rate rose
5.1% in the quarter ended Dec 2020, 0.4% points higher than the previous
quarter. At the same time, the employment rate fell 0.3% points from the
prior quarter to 75% in the quarter ended Dec 2020.
• According to final data from Eurostat, eurozone’s consumer prices rose
0.9% YoY in Jan 2021 as against 0.3% fall in Dec 2020. Eurozone’s core
inflation rose 1.4% in Jan 2021 from 0.2% in Dec 2020.