FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 5496.63 7761.79 14875.02
Index Options 1200064.83 1186983.77 75874.31
Stock Futures 14865.85 16353.62 103170.79
Stock Options 12530.81 12660.91 12088.09
Total 1232958.12 1223760.09 206008.21
Put Call Ratio (OI) 1.12 1.23 -0.12
Put Call Ratio(Vol) 1.00 1.02 -0.02
05-Mar Wk. Ago Mth. Ago
Call Rate 3.16% 3.24% 3.26% 4.94%
T-Repo 3.23% 3.22% 3.19% 4.78%
Repo 4.00% 4.00% 4.00% 5.15%
Reverse Repo 3.35% 3.35% 3.35% 4.90%
91 Day T-Bill 3.26% 3.10% 3.34% 4.80%
364 Day T-Bill 3.70% 3.64% 3.68% 5.00%
10 Year Gilt 6.23% 6.23% 6.07% 6.24%
G-Sec Vol. (Rs.Cr) 25837 26783 39920 75493
FBIL MIBOR 3.40% 3.47% 3.47% 5.15%
3 Month CP Rate 3.70% 3.50% 3.85% 5.60%
5 Year Corp Bond 6.32% 6.20% 6.63% 6.78%
1 Month CD Rate 3.08% 2.96% 3.31% 5.19%
3 Month CD Rate 3.48% 3.28% 3.36% 5.35%
1 Year CD Rate 4.36% 4.25% 4.04% 5.57%
Currency 05-Mar Prev_Day
USD/INR 72.76 72.71 0.04
GBP/INR 101.01 101.48 -0.47
EURO/INR 86.99 87.69 -0.70
JPY/INR 0.67 0.68 -0.01
Commodity 05-Mar Wk Ago
NYMEX Crude($/bl) 66.04 61.51 56.77 45.85
Brent Crude($/bl) 70.21 66.81 60.24 51.63
Gold( $/oz) 1701 1733 1812 1670
Gold(Rs./10 gm) 44310 46425 47048 43294
Mutual Fund Investments are subject to market risks, read all scheme related documents carefully.
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08 March 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 Mar 2021 Futures stood at 14,953.05, a premium of 14.95 points
above the spot closing of 14,938.10. The turnover on NSE’s Futures and
Options segment fell to Rs. 25,56,870.79 crore on March 05, 2021,
compared with Rs. 95,47,788.50 crore on March 04, 2021.
• The Put-Call ratio remained unchanged compared with the previous
session’s close of 0.98.
• The Nifty Put-Call ratio stood at 1.12 compared with the previous session’s
close of 1.23.
• Open interest on Nifty Futures stood at 14.63 million, compared with the
previous session’s close of 14.1 million.
• Bond yields rose after the Reserve Bank of India devolved three government
securities on primary dealers at its weekly bond auction. Moreover, higher
U.S. Treasury yields and global crude oil prices also negatively impacted the
• Yield on the 10-year benchmark paper (5.85% GS 2030) rose 2 bps to close
at 6.23% from the previous close of 6.21% after moving in a range of 6.18%
• RBI conducted the auction of four government securities- 3.96% GS 2022,
5.15% GS 2025, 5.85% GS 2030 and GoI FRB 2033 for a cumulative amount
of Rs. 31,000 crore, which was oversubscribed with huge devolvement on
• According to the RBI’s data released in the weekly statistical supplement,
India’s foreign exchange reserves rose $0.689 billion to $584.554 billion in
the week ended Feb 26, 2021 from $583.865 billion in the previous week.
• The Indian rupee declined against the greenback as extended gains on U.S.
dollar index dampened risk sentiment in the region and a consistent rise in
U.S. treasury yields.
• Euro fell and touched multi-month low against the U.S. dollar after U.S.
Federal Reserve Chairman expressed no concern about a recent sell-off in
• Gold prices rose after the U.S. Federal Reserve Chief indicated to keep its
monetary policy accommodative.
• Brent crude prices rose following upbeat U.S. nonfarm payroll employment
report for Feb 2021.
• According to the Labor Department, U.S. non-farm payroll employment
increased more than expected by 379,000 jobs in Feb 2021 after climbing by
an upwardly revised 166,000 jobs in Jan 2021. The unemployment rate fell
6.2% in Feb from 6.3% in Jan.
• According to data from Destatis, Germany’s factory orders expanded 1.4%
MoM in Jan 2021 reversing a revised 2.2% fall in Dec 2021. On a yearly basis,
factory orders growth fell 2.5% from 6.1% in the prior month.
• According to the Commerce Department, U.S. factory orders rose 2.6% in
Jan 2021 after jumping by an upwardly revised 1.6% in Dec 2020. The report
said orders for durable goods and non-durable goods rose 3.4% and 1.9%,
respectively, in Jan 2021.