FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 6551.45 6108.23 15511.55
Index Options 290922.47 292628.53 122438.40
Stock Futures 21262.09 21583.68 107628.70
Stock Options 8629.27 8483.38 15853.21
Total 327365.28 328803.82 261431.86
Put Call Ratio (OI) 1.29 1.36 -0.07
Put Call Ratio(Vol) 1.03 0.90 0.13
25-Feb Wk. Ago Mth. Ago
Call Rate 3.26% 3.21% 3.25% 4.94%
T-Repo 2.98% 2.48% 3.23% 4.91%
Repo 4.00% 4.00% 4.00% 5.15%
Reverse Repo 3.35% 3.35% 3.35% 4.90%
91 Day T-Bill 3.16% 3.19% 3.26% 5.04%
364 Day T-Bill 3.55% 3.66% 3.58% 5.13%
10 Year Gilt 6.18% 6.13% 5.92% 6.37%
G-Sec Vol. (Rs.Cr) 19501 22074 14387 55824
3.47% 3.46% 3.46% 5.14%
3 Month CP Rate 3.50% 3.65% 3.85% 5.75%
5 Year Corp Bond 6.19% 6.77% 6.56% 6.90%
1 Month CD Rate 2.74% 2.80% 3.32% 5.15%
3 Month CD Rate 3.22% 3.27% 3.35% 5.42%
1 Year CD Rate 4.25% 3.95% 3.93% 5.79%
Currency 25-Feb Prev_Day
USD/INR 72.50 72.29 0.20
GBP/INR 102.66 102.38 0.28
EURO/INR 88.27 87.83 0.45
JPY/INR 0.68 0.69 0.00
Wk Ago Mth. Ago
NYMEX Crude($/bl) 63.42 60.37 52.75 49.76
Brent Crude($/bl) 67.89 65.48 54.97 57.06
Gold( $/oz) 1770 1775 1855 1635
Gold(Rs./10 gm) 46344 46263 49239 42717
Data as on 24 Feb, 2021
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26 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 settled at spot closing of 15,097.35. Nifty Mar 2021
Futures stood at 15,242.20, a premium of 144.85 points, above the spot
closing. The turnover on NSE’s Futures and Options segment rose to Rs.
86,15,815.25 crore on February 25, 2021, compared with Rs. 30,67,842.52
crore on February 24, 2021.
• The Put-Call ratio stood at 0.97 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.29 compared with the previous session’s
close of 1.36.
• Open interest on Nifty Futures stood at 13.36 million, compared with the
previous session’s close of 12.62 million.
• Bond yields rose despite the Reserve Bank of India (RBI) announced open
market operations (OMO) to purchase securities, as market participants
awaited a weekly auction of government securities and gross domestic
growth data on Friday.
• Yield on the 10-year benchmark paper (5.85% GS 2030) rose 3 bps to close
at 6.18% from the previous close of 6.15% after moving in a range of 6.15%
• Data from RBI showed that money supply increased at an annualized rate of
12.6% in the fortnight ending Feb 12, 2021, compared with an increase of
9.5% a year earlier. The currency with the public increased 21.6% during the
same fortnight compared with an increase of 11.3% a year earlier.
• Banks borrowed Rs. 56 crore under the central bank’s marginal standing
facility on Feb 24, 2021 compared to that of Feb 23, 2021 when banks
borrowed Rs. 4 crore.
• After rising in the last four consecutive sessions, the Indian rupee fell at its
biggest pace in a day against the U.S. dollar in one month impacted by
importers’ month-end demand for greenback.
• Euro rose against the U.S. dollar, as currency markets were boosted by
dovish signals from the U.S. Federal Reserve.
• Gold prices fell as a surge in yields on U.S. Treasuries dented demand of the
safe haven bullion.
• Brent crude prices rose on expectations that interest rates in U.S. will
• According to the Commerce Department, U.S. new home sales rose 4.3% to
an annual rate of 923,000 in Jan 2021 after increasing 5.5% to a revised rate
of 885,000 in Dec 2020. Also, existing home sales rose 0.6% to an annual
rate of 6.69 million in Jan 2021 after rising 0.9% to a revised rate of 6.65
million in Dec 2020.
• According to the European Commission, eurozone’s economic sentiment
index rose more than expected to 93.4 in Feb 2021 from 91.5 in Jan 2021.
• According to the Cabinet Office, Japan’s leading index, which measures the
future economic activity, fell to 95.3 in Dec 2020 from 96.1 in Nov 2020.
• According to data from the European Central Bank, eurozone’s M3
monetary aggregate grew 12.5% YoY in Jan 2021, as expected, after rising
12.4% in Dec 2020.