FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 6545.58 4810.28 14393.61
Index Options 551308.86 547266.97 106636.26
Stock Futures 12165.57 13293.96 103684.73
Stock Options 13215.98 13281.29 13438.01
Total 583235.99 578652.50 238152.61
Put Call Ratio (OI) 1.12 1.11 0.01
Put Call Ratio(Vol) 0.95 0.93 0.02
11-Mar Wk. Ago Mth. Ago
3.24% 3.17% 3.25% 4.95%
3.24% 3.07% 3.20% 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
3.24% 3.24% 3.31% 4.81%
364 Day T-Bill
3.80% 3.68% 3.70% 4.80%
10 Year Gilt
6.21% 6.21% 5.96% 6.13%
G-Sec Vol. (Rs.Cr)
21992 15685 67260 65162
3.42% 3.42% NA 5.14%
3 Month CP Rate
3.70% 3.65% 3.75% 5.55%
5 Year Corp Bond 6.27% 6.28% 6.59% 6.99%
1 Month CD Rate
3.02% 2.96% 3.38% 5.35%
3 Month CD Rate
3.37% 3.46% 3.38% 5.15%
1 Year CD Rate
4.37% 4.31% 4.08% 5.94%
Currency 10-Mar Prev_Day
USD/INR 72.97 73.12 -0.14
GBP/INR 101.06 101.23 -0.18
EURO/INR 86.62 86.73 -0.10
JPY/INR 0.67 0.67
Commodity 11-Mar Wk Ago Mth. Ago
NYMEX Crude($/bl) 65.98 63.77 58.19 33.08
Brent Crude($/bl) 69.26 68.57 61.72 35.37
Gold( $/oz) 1721 1697 1825 1635
Gold(Rs./10 gm) 44478 44660 47776 43427
Data as on 10 Mar, 2021
Mutual Fund Investments are subject to market risks, read all scheme related documents carefully.
Readers are requested to click here for ICRA Analytics Ltd disclaimer
12 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
sources and which are deemed to be reliable. The information provided cannot be considered as guidelines, recommendations or as a professional guide for the readers. It may be noted that since
Life India Asset Management Limited (NAM India) has not independently verified the accuracy or authenticity of such information or data, or for that matter the reasonableness of the assumptions
which such data and information has been processed or arrive data; NAM India does not in any manner assures the accuracy or authenticity of such data and information. Some of the statements &
contained in these materials may reflect NAM India’s views or opinions, which in turn may have been formed on the basis of such data or information. The Sponsor(s), the Investment Manager,
Trustee or any of their respective directors, employees, affiliates or representatives do not assume any responsibility for, or warrant the accuracy, completeness, adequacy and reliability of such data
information. Whilst no action has been solicited based upon the information provided herein, due care has been taken to ensure that the facts are accurate and opinions given are fair and reasonable, to
extent possible. This information is not intended to be an offer or solicitation for the purchase or sale of any financial product or instrument. Recipients of this information should rely on
arising out of their own investigations. Before making any investments, the readers are advised to seek independent professional advice, verify the contents in order to arrive at an
investment decision. None of the Sponsor(s), the Investment Manager, the Trustee, their respective directors, employees, affiliates or representatives shall be liable in any way for any direct,
indirect, special, incidental, consequential, punitive or exemplary damages, including on account of lost profits arising from the information contained in this material.
• Nifty Mar 2021 Futures stood at 15,209.30, a premium of 34.50 points
above the spot closing of 15,174.80. The turnover on NSE’s Futures and
Options segment rose to Rs. 72,55,788.84 crore on March 10, 2021,
compared with Rs. 46,87,495.82 crore on March 09, 2021.
• The Put-Call ratio stood at 0.91 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.12 compared with the previous session’s
close of 1.11.
• Open interest on Nifty Futures stood at 13.19 million, compared with the
previous session’s close of 13.42 million.
• Bond yields rose after the Reserve Bank of India (RBI) bought lower-than-
expected quantum of the government securities at special open market
operation (OMO) but losses almost reversed at the end.
• Yield on the 10-year benchmark paper (5.85% GS 2030) remained
unchanged at 6.21% from the previous close.
• RBI announced to conduct 14-day Variable Rate Reverse Repo auction under
LAF for the notified amount of Rs. 2,00,000 crore on Mar 12, 2021.
• RBI conducted the auction of special open market operations (OMO) by
purchasing four government long term securities- 5.15% GS 2025, 7.17% GS
2028, 5.85% GS 2030 and 7.57% GS 2033 and sale of three short term
securities 8.79% GS 2021, 8.20% GS 2022 and 8.35% GS 2022 for an
aggregate amount of Rs. 20,000 crore and 15,000 crore, respectively. While
RBI purchased long term securities completely, it sold short term notes of
Rs. 10,895 crore.
• The Indian rupee was almost unchanged against the U.S. dollar as a rebound
in the greenback index neutralised the positive impact of strong domestic
equity market and a pullback in U.S. Treasury yields.
• Euro rose for the third consecutive sessions against the U.S. dollar on
marginal improvement in risk sentiment in currency markets after U.S.
consumer inflation data calmed inflation fears.
• Gold prices fell after initial jobless claims in U.S. for the week ended Mar 6,
2021 came better than market expectations.
• Brent crude prices rose after U.S. gasoline stocks fell by 11.9 million barrels
in the week to Mar 5, 2021.
• The Organization for Economic Co-operation and Development in its latest
Interim Economic Outlook report has raised the global gross domestic
product (GDP) growth forecast for 2021 to 5.6% from 4.2% forecasted in
Dec 2020. The increase in growth forecast has come due to an accelerated
roll-out of vaccinations against the coronavirus and a better outlook for the
U.S. on the back of a huge stimulus boost. The global economy is expected
to expand 4% in 2022 faster 3.7% forecast in Dec.
• According to the Labor Department, U.S. consumer prices rose 0.4% MoM in
Feb 2021 as against 0.3% rise in Jan 2021.
• According to the National Bureau of Statistics, China's Consumer Prices
Inflation fell 0.2% YoY in Feb 2021 as against contraction of 0.3% in Jan