FII Derivative Trade Statistics 19-Jan
(Rs Cr) Buy
Index Futures 4385.51 4652.74 11899.30
Index Options 365127.48 364073.64 84667.19
Stock Futures 15247.32 13920.68 99113.36
Stock Options 12528.46 12662.00 15186.37
Total 397288.77 395309.06 210866.22
Put Call Ratio (OI) 1.36 1.12 0.24
Put Call Ratio(Vol) 0.98 0.85 0.13
19-Jan Wk. Ago Mth. Ago
Call Rate 3.16% 3.19% 3.22% 5.02%
T-Repo 3.22% 3.14% 3.23% 4.98%
Repo 4.00% 4.00% 4.00% 5.15%
Reverse Repo 3.35% 3.35% 3.35% 4.90%
91 Day T-Bill 3.23% 3.03% 3.09% 5.09%
364 Day T-Bill 3.43% 3.43% 3.33% 5.10%
10 Year Gilt 5.98% 5.93% 5.96% 6.63%
G-Sec Vol. (Rs.Cr) 22045 20832 23604 49149
3.47% 3.47% 3.40% 5.22%
3 Month CP Rate 3.80% 3.55% 3.35% 5.80%
5 Year Corp Bond 6.51% 6.49% 6.30% 7.45%
1 Month CD Rate 3.51% 3.44% 3.09% 5.11%
3 Month CD Rate 3.35% 3.25% 3.09% 5.62%
1 Year CD Rate 3.88% 3.83% 3.74% 6.12%
Currency 19-Jan Prev_Day
USD/INR 73.18 73.22 -0.04
GBP/INR 99.57 99.35 0.22
EURO/INR 88.51 88.41 0.10
JPY/INR 0.70 0.71 0.00
Commodity 19-Jan Wk Ago Mth. Ago
NYMEX Crude($/bl) 52.84 53.05 48.99 58.55
Brent Crude($/bl) 55.52 55.88 52.54 64.34
Gold( $/oz) 1839 1856 1881 1556
Gold(Rs./10 gm) 48977 49488 49939 39804
Data as on 18 Jan, 2021
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Derivative Statistics- Nifty Options
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information contained in this material.
• Nifty Jan 2021 Futures stood at 14,570.00, a premium of 48.85 points above
the spot closing of 14,521.15. The turnover on NSE’s Futures and Options
segment fell to Rs. 26,94,872.77 crore on January 19, 2021, compared with
Rs. 27,57,799.06 crore on January 18, 2021.
• The Put-Call ratio stood at 0.91 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.36 compared with the previous session’s
close of 1.12.
• Open interest on Nifty Futures stood at 13.92 million, compared with the
previous session’s close of 13.84 million.
• Bond yields fell for the second day as market participants anticipate the
Reserve Bank of India (RBI) to continue buying government securities in the
• Yield on the 10-year benchmark paper (5.77% GS 2030) fell 2 bps to close at
5.94% from the previous close of 5.96% after trading in the range of 5.93%
• Banks borrowed Rs. 121 crore under the central bank’s marginal standing
facility on Jan 18, 2020 compared with Rs. 96 crore borrowed on Jan 15,
• The Indian rupee gained after falling in the last two sessions against the
greenback following decline in the U.S. dollar index amid a rebound in
regional equities and currencies.
• Euro rose against the U.S. dollar as market participants prepared for U.S.
Treasury Secretary nominee Janet Yellen to talk up the need for major fiscal
• Gold prices fell on profit booking to some extent.
• Brent crude prices rose on hopes that additional stimulus measures from
the government will help lift global economic growth. However, concerns
over renewed COVID-19 pandemic lockdowns capped the gains.
• According to the ZEW - Leibniz Centre for European Economic Research,
Germany’s economic Sentiment rose 6.8 points to 61.8 in Jan 2021.
Similarly, the current situation index rose slightly to -66.4 from -66.5 in Dec
• According to data from Destatis, Germany’s consumer price index fell 0.3%
YoY in Dec 2020, same as seen in Nov 2020. On a monthly basis, consumer
prices rose 0.5% in Dec 2020, as estimated previously.
• According to the European Central Bank, eurozone current account surplus
fell to EUR 25 billion in Nov 2020 from EUR 26 billion in Oct 2020. The
current account surplus declined due to a sharp fall in secondary income.