FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 5714.59 5646.86 15614.55
Index Options 329777.64 329648.49 88049.80
Stock Futures 15545.30 15842.21 101789.36
Stock Options 16022.00 16202.26 12674.39
Total 367059.53 367339.82 218128.10
Put Call Ratio (OI) 1.06 1.12 -0.06
Put Call Ratio(Vol) 0.98 1.00 -0.02
08-Mar Wk. Ago Mth. Ago
Call Rate 3.12% 3.21% 3.23% 4.98%
T-Repo 3.25% 3.22% 3.21% 4.88%
Repo 4.00% 4.00% 4.00% 5.15%
Reverse Repo 3.35% 3.35% 3.35% 4.90%
91 Day T-Bill 3.28% 3.09% 3.35% 4.88%
364 Day T-Bill 3.69% 3.64% 3.42% 5.00%
10 Year Gilt 6.22% 6.21% 6.04% 6.18%
G-Sec Vol. (Rs.Cr) 23901 15264 28168 75493
3.40% 3.45% 3.47% 5.15%
3 Month CP Rate 3.70% 3.60% 3.80% 5.55%
5 Year Corp Bond 6.24% 6.21% 6.64% 6.75%
1 Month CD Rate 3.01% 3.08% 3.33% 5.16%
3 Month CD Rate 3.51% 3.35% 3.34% 5.34%
1 Year CD Rate 4.29% 4.25% 4.03% 5.66%
Currency 08-Mar Prev_Day
USD/INR 73.00 72.76 0.25
GBP/INR 100.92 101.01 -0.09
EURO/INR 86.91 86.99 -0.08
JPY/INR 0.67 0.67 0.00
Wk Ago Mth. Ago
NYMEX Crude($/bl) 64.99 60.50 57.92 41.09
Brent Crude($/bl) 68.84 66.69 59.87 46.14
Gold( $/oz) 1681 1724 1830 1674
Gold(Rs./10 gm) 44349 45826 47457 44315
Data as on 05 Mar, 2021
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09 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 14,969.00, a premium of 12.80 points
above the spot closing of 14,956.20. The turnover on NSE’s Futures and
Options segment rose to Rs. 35,62,774.36 crore on March 08, 2021,
compared with Rs. 25,56,870.79 crore on March 05, 2021.
• The Put-Call ratio stood at 1.01 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.06 compared with the previous session’s
close of 1.12.
• Open interest on Nifty Futures stood at 14.72 million, compared with the
previous session’s close of 14.63 million.
• Bond yields was little changed as the Reserve Bank of India (RBI) Governor's
assurance on support for central government' market borrowing offset the
negative impact of the surge in global crude oil prices.
• Yield on the 10-year benchmark paper (5.85% GS 2030) eased 1 bps to close
at 6.22% from the previous close of 6.23% after moving in a range of 6.21%
• L&T Infrastructure Finance plans to raise funds selling commercial papers
maturing in nine months at a coupon of 4.72% and has received
commitments worth around Rs. 500 crore.
• Banks borrowed Rs. 31 crore under the central bank’s marginal standing
facility on Mar 05, 2021 compared to that of Mar 04 2021 when banks
• The Indian rupee weakened for the third consecutive session against the
U.S. dollar following rise in global crude oil prices and U.S. Treasury yields.
Rupee saw its biggest single-day fall since Feb 26, 2021.
• Euro fell for the fourth against the U.S. dollar on higher U.S. Treasury yields,
which boosted the greenback's safe-haven appeal.
• Gold prices fell as rising U.S. Treasury yields prompted market participants
to dump the non-yielding bullion.
• Brent crude prices fell but remained at elevated levels after Saudi Arabia
said its oil facilities were targeted by missiles and drones.
• According to survey data from Sentix, eurozone’s investor sentiment index
advanced to +5.0 in Mar 2021 from -0.2 in Feb 2021. The current conditions
index came in at a -19.3 in Mar as against -27.5 in Feb. At the same time, the
expectations indicator rose moderately to 32.5 in Mar from 31.5 a month
• According to data from the Cabinet Office, Japan’s current conditions index
of the Economy Watchers' Survey, which measures the current situation of
the economy, increased to 41.3 in Feb 2021 from 31.2 in Jan 2021.
• According to data from Destatis, Germany’s industrial production fell 2.5%
MoM in Jan 2021 as against 1.9% rise in Dec 2020. The decline came amid
weak construction data.