FII Derivative Trade Statistics 04-Mar
(Rs Cr) Buy
Index Futures 6062.49 4690.74 13579.85
Index Options 495928.92 493885.96 108439.89
Stock Futures 14808.17 14007.98 103963.81
Stock Options 13597.22 13377.23 11402.08
Total 530396.80 525961.91 237385.63
Put Call Ratio (OI) 1.23 1.44 -0.21
Put Call Ratio(Vol) 1.02 0.92 0.10
04-Mar Wk. Ago Mth. Ago
Call Rate 3.17% 3.26% 3.18% 4.96%
T-Repo 3.07% 2.98% 3.18% 4.81%
Repo 4.00% 4.00% 4.00% 5.15%
Reverse Repo 3.35% 3.35% 3.35% 4.90%
91 Day T-Bill 3.21% 3.16% 3.36% 4.94%
364 Day T-Bill 3.70% 3.55% 3.50% 5.04%
10 Year Gilt 6.21% 6.18% 6.07% 6.23%
G-Sec Vol. (Rs.Cr) 15685 19501 29077 137687
3.47% 3.47% 3.46% 5.10%
3 Month CP Rate 3.65% 3.50% 3.85% 5.75%
5 Year Corp Bond 6.28% 6.19% 6.54% 6.83%
1 Month CD Rate 2.96% 2.74% 3.34% 5.16%
3 Month CD Rate 3.46% 3.22% 3.35% 5.52%
1 Year CD Rate 4.31% 4.25% 4.02% 5.63%
Currency 04-Mar Prev_Day
USD/INR 72.71 73.07 -0.35
GBP/INR 101.48 101.87 -0.40
EURO/INR 87.69 88.28 -0.59
JPY/INR 0.68 0.68 0.00
Commodity 04-Mar Wk Ago Mth. Ago
NYMEX Crude($/bl) 63.77 63.42 56.16 46.73
Brent Crude($/bl) 68.57 67.89 59.09 51.98
Gold( $/oz) 1697 1770 1792 1635
Gold(Rs./10 gm) 44660 46344 47263 43146
Data as on 03 Mar, 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 15,106.25, a premium of 25.50 points
above the spot closing of 15,080.75. The turnover on NSE’s Futures and
Options segment rose to Rs. 95,47,788.50 crore on March 04, 2021,
compared with Rs. 43,73,126.95 crore on March 03, 2021.
• The Put-Call ratio stood at 0.98 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.23 compared with the previous session’s
close of 1.44.
• Open interest on Nifty Futures stood at 14.1 million, compared with the
previous session’s close of 11.85 million.
• Bond yields fell after the Reserve Bank of India (RBI) conducted the Special
Open Market Operations (OMO) to buy and sell government securities.
• Yield on the 10-year benchmark paper (5.85% GS 2030) fell 3 bps to close at
6.21% from the previous close of 6.24% after moving in a range of 6.21% to
• RBI announced Special Open Market Operations (OMO) simultaneous
purchase and sale of government securities for the notified amount of Rs.
20,000 crore and 15,000 crore, respectively on Mar 10, 2021. RBI will buy 4,
7, 10 & 12 year maturities and sold three securities maturing within two
• The Indian rupee weakened against the greenback following decline in
regional currencies and domestic equity market. However, spectrum-related
inflows from large telecom companies restricted a major fall in rupee.
• Euro fell against the U.S. dollar following a more orderly rise in U.S. Treasury
yields before a speech by U.S. Federal Reserve Chairman that may
determine the trend for global bond markets and currencies.
• Gold prices fell following rise in the U.S. dollar and U.S. Treasury yields.
• Crude oil prices surged in the wake of reports that major oil producers have
agreed to keep their supply cuts intact through next month.
• According to ADP, employment in private sector rose much less than
expected to 117,000 jobs in Feb 2021 after climbing by an upwardly revised
195,000 jobs in Jan 2021.
• According to data from the Eurostat, eurozone’s retail sales volume fell
5.9% MoM in Jan 2021 as against 1.8% rise in Dec 2020. On a yearly basis,
retail sales fell 6.4% in Jan as against 0.9% rise in Dec.
• According to the Cabinet Office, Japan’s consumer confidence index
increased to 33.8 in Feb 2021 from 29.6 in Jan 2021. Japan's consumer
confidence rose to the highest level in one year in Feb.
• According to the Institute for Supply Management, U.S. services Purchasing
Managers’ Index fell to 55.3 in Feb 2021 from 58.7 in Jan 2021.