FII Derivative Trade Statistics 26-Feb
(Rs Cr) Buy
Index Futures 10677.46 10295.47 13316.82
Index Options 917824.69 909360.24 58658.23
Stock Futures 30498.39 32153.15 100218.38
Stock Options 11832.42 11076.90 5614.99
Total 970832.96 962885.76 177808.42
Put Call Ratio (OI) 0.93 1.29 -0.36
Put Call Ratio(Vol) 1.12 1.03 0.09
26-Feb Wk. Ago Mth. Ago
Call Rate 3.24% 3.21% 3.25% 4.93%
T-Repo 3.22% 2.48% 3.23% 4.84%
Repo 4.00% 4.00% 4.00% 5.15%
Reverse Repo 3.35% 3.35% 3.35% 4.90%
91 Day T-Bill 3.10% 3.19% 3.26% 5.03%
364 Day T-Bill 3.64% 3.66% 3.58% 5.15%
10 Year Gilt 6.23% 6.13% 5.92% 6.35%
G-Sec Vol. (Rs.Cr) 26783 22074 14387 74919
3.47% 3.46% 3.46% 5.11%
3 Month CP Rate 3.50% 3.65% 3.85% 5.80%
5 Year Corp Bond 6.20% 6.77% 6.57% 6.86%
1 Month CD Rate 2.96% 2.80% 3.32% 5.15%
3 Month CD Rate 3.28% 3.27% 3.35% 5.39%
1 Year CD Rate 4.25% 3.95% 3.93% 5.80%
Currency 26-Feb Prev_Day
USD/INR 73.04 72.50 0.55
GBP/INR 101.90 102.66 -0.76
EURO/INR 88.80 88.27 0.52
JPY/INR 0.69 0.68 0.00
Commodity 26-Feb Wk Ago Mth. Ago
NYMEX Crude($/bl) 61.51 59.09 52.58 48.64
Brent Crude($/bl) 66.81 64.42 55.15 55.95
Gold( $/oz) 1733 1782 1850 1640
Gold(Rs./10 gm) 46425 45954 49239 42530
Data as on 25 Feb, 2021
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Derivative Statistics- Nifty Options
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 party sources
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information contained in this material.
• Nifty Mar 2021 Futures stood at 14,578.45, a premium of 49.30 points
above the spot closing of 14,529.15. The turnover on NSE’s Futures and
Options segment fell to Rs. 30,47,948.81 crore on February 26, 2021,
compared with Rs. 86,15,815.25 crore on February 25, 2021.
• The Put-Call ratio stood at 1.11 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 0.93 compared with the previous session’s
close of 1.23.
• Open interest on Nifty Futures stood at 12.06 million, compared with the
previous session’s close of 13.36 million.
• Bond yields rose amid weak demand and partial devolvement of
government securities at the weekly auction. Market participants also
awaited the gross domestic data for the Dec quarter of 2020.
• Yield on the 10-year benchmark paper (5.85% GS 2030) rose 5 bps to close
at 6.23% from the previous close of 6.18% after moving in a range of 6.20%
• 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 Mar 03, 2021.
• Banks borrowed Rs. 2 crore under the central bank’s marginal standing
facility on Feb 25, 2021 compared to that of Feb 24, 2021 when banks
borrowed Rs. 56 crore.
• The Indian rupee weakened and posted its biggest decline in 11 months
against the U.S. dollar following plunge in domestic equity market and on
concerns that a broad selloff in global bond markets could prompt foreign
debt and equity outflows from the country.
• Euro fell against the U.S. dollar as risk sentiment dampened following broad
decline in global equity market.
• Gold prices fell as a stronger greenback and surge in yields on U.S.
Treasuries dampened the safe appeal of the bullion.
• Brent crude prices fell due to strength in the greenback.
• According to the Commerce Department, U.S. gross domestic product (GDP)
rose 4.1% in the fourth quarter of 2020 as against 4% rise previously
reported. GDP rise, which was slightly stronger than previously expected,
reflected upward revisions to fixed residential investment, private inventory
investment, and government and local government.
• According to data from Destatis, Germany’s import prices fell 1.2% YoY in
Jan 2021 as against 3.4% fall in Dec 2020. On a monthly basis, import price
inflation rose 1.9% in Jan 2021 from 0.6% in Dec 2020.
• According to the National Association of Realtors, U.S. pending home sales
index fell 2.8% to 122.8 in Jan 2021 after increasing 0.5% to an upwardly
revised 126.4 in Dec 2020.