FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 4761.58 6655.21 13801.79
Index Options 444989.84 446791.84 88036.31
Stock Futures 14442.51 12834.33 102588.90
Stock Options 11342.25 11215.18 10128.70
Total 475536.18 477496.56 214555.70
Put Call Ratio (OI) 1.44 1.20 0.25
Put Call Ratio(Vol) 0.92 0.94 -0.01
03-Mar Wk. Ago Mth. Ago
Call Rate 3.19% 3.22% 3.20% 4.91%
T-Repo 3.13% 2.90% 3.19% 4.66%
Repo 4.00% 4.00% 4.00% 5.15%
Reverse Repo 3.35% 3.35% 3.35% 4.90%
91 Day T-Bill 3.24% 3.15% 3.36% 4.99%
364 Day T-Bill 3.68% 3.70% 3.73% 5.08%
10 Year Gilt 6.24% 6.15% 6.08% 6.34%
G-Sec Vol. (Rs.Cr) 18092 22396 21666 52735
3.47% 3.47% 3.48% 5.14%
3 Month CP Rate 3.60% 3.65% 3.85% 5.90%
5 Year Corp Bond 6.33% 6.14% 6.57% 6.96%
1 Month CD Rate 3.04% 2.78% 3.38% 5.20%
3 Month CD Rate 3.46% 3.24% 3.37% 5.43%
1 Year CD Rate 4.31% 4.01% 4.05% 6.24%
Currency 03-Mar Prev_Day
USD/INR 73.07 73.35 -0.28
GBP/INR 101.87 101.90 -0.03
EURO/INR 88.28 88.20 0.08
JPY/INR 0.68 0.69 0.00
Wk Ago Mth. Ago
NYMEX Crude($/bl) 61.29 63.19 55.64 47.22
Brent Crude($/bl) 65.58 67.45 59.15 52.36
Gold( $/oz) 1711 1804 1834 1639
Gold(Rs./10 gm) 44970 46621 47768 42315
Data as on 02 Mar, 2021
Mutual Fund Investments are subject to market risks, read all scheme related documents carefully.
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04 March 2021
Derivative Statistics- Nifty Options
Indian Debt Market
Currency Market Update
Commodity Market Update
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• Nifty Mar 2021 Futures stood at 15,298.85, a premium of 53.25 points
above the spot closing of 15,245.60. The turnover on NSE’s Futures and
Options segment rose to Rs. 43,73,126.95 crore on March 03, 2021,
compared with Rs. 35,62,774.36 crore on March 02, 2021.
• The Put-Call ratio stood at 0.82 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.44 compared with the previous session’s
close of 1.2.
• Open interest on Nifty Futures stood at 11.85 million, compared with the
previous session’s close of 11.68 million.
• Bond yields were little changed on absence of any major fresh triggers.
• Yield on the 10-year benchmark paper (5.85% GS 2030) remained
unchanged at 6.24% from the previous close after moving in a range of
6.22% to 6.25%.
• Data from RBI showed that reserve money increased at an annualized rate
of 13.6% in the week to Feb 26, 2021, compared with an increase of 11.6% a
year earlier. The currency in circulation rose 20.8% during the same week
compared with an increase of 11.5% a year earlier.
• Banks did not borrowed under the central bank’s marginal standing facility
on Mar 02, 2021 compared to that of Mar 01 2021 when banks borrowed
Rs. 16 crore.
• The Indian rupee rose at its fastest pace in a single session against the U.S.
dollar in six months, supported by upbeat risk appetite in the region.
• Euro fell against the U.S. dollar following decline in global equity market
from record highs and prices of commodities wobbled.
• Gold prices fell on hopes that a swift rollout of COVID-19 vaccines will lead
to a quick economic rebound.
• Brent crude prices rose on hopes that the coronavirus vaccine rollout in the
U.S. may improve the demand outlook of the commodity.
• According to the Federal Labor Agency, Germany’s number of unemployed
increased by 9,000 persons from Jan 2021 to 2.752 million in Feb 2021. The
decrease was due to the reintroduction of lockout steps to tackle the
coronavirus pandemic, which has hindered economic development.
• According to latest survey from Jibun Bank, Japan’s services Purchasing
Managers' Index (PMI) stood at 46.3 in Feb 2021 from 46.1 in Jan 2021. The
survey also showed that the composite index rose from 47.1 Jan to 48.2 in
• According to latest survey from Caixin, China’s services Purchasing
Managers' Index (PMI) fell to 51.5 in Feb 2021 from 52 in Jan 2021. The
composite index fell from 52.2 in Jan to 51.7 in Feb.