FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 3490.76 3403.26 14103.28
Index Options 689855.38 684433.44 81237.02
Stock Futures 10071.23 10236.83 103393.52
Stock Options 11413.57 11396.29 13937.73
Total 714830.94 709469.82 212671.55
Put Call Ratio (OI) 1.02 1.12 -0.10
Put Call Ratio(Vol) 1.00 0.95 0.05
12-Mar Wk. Ago Mth. Ago
Call Rate 3.22% 3.16% 3.31% 4.93%
T-Repo 3.25% 3.23% 3.07% 4.70%
Repo 4.00% 4.00% 4.00% 5.15%
Reverse Repo 3.35% 3.35% 3.35% 4.90%
91 Day T-Bill 3.30% 3.26% 3.27% 4.85%
364 Day T-Bill 3.80% 3.70% 3.69% 4.89%
10 Year Gilt 6.23% 6.23% 5.99% 6.24%
G-Sec Vol. (Rs.Cr) 22839 25837 22020 68775
FBIL MIBOR 3.44% 3.40% 3.45% 5.15%
3 Month CP Rate 3.70% 3.70% 3.75% 5.60%
5 Year Corp Bond 6.27% 6.32% 6.60% 7.10%
1 Month CD Rate 3.05% 3.08% 3.44% 5.30%
3 Month CD Rate 3.37% 3.48% 3.38% 5.24%
1 Year CD Rate 4.41% 4.36% 4.10% 5.49%
Currency 12-Mar Prev_Day
USD/INR 72.68 72.97 -0.29
GBP/INR 101.47 101.06 0.42
EURO/INR 86.88 86.62 0.26
JPY/INR 0.67 0.67 0.00
Commodity 12-Mar Wk Ago
NYMEX Crude($/bl) 65.55 66.04 59.47 31.51
Brent Crude($/bl) 69.30 70.21 62.40 31.56
Gold( $/oz) 1726 1701 1823 1577
Gold(Rs./10 gm) 44177 44310 47193 43228
Mutual Fund Investments are subject to market risks, read all scheme related documents carefully.
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15 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 15,051.40, a premium of 20.45 points
above the spot closing of 15,030.95. The turnover on NSE’s Futures and
Options segment fell to Rs. 27,89,169.22 crore on March 12, 2021,
compared with Rs. 72,55,788.84 crore on March 10, 2021.
• The Put-Call ratio stood at 0.99 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.02 compared with the previous session’s
close of 1.12.
• Open interest on Nifty Futures stood at 13.65 million, compared with the
previous session’s close of 13.19 million.
• Bond yields fell as the weekly government auction was successfully
conducted without any devolvement on primary dealers. Meanwhile, market
participants await consumer inflation data for Feb 2021, due post-market
• Yield on the 10-year benchmark paper (5.85% GS 2030) fell 2 bps to close at
6.23% from the previous close of 6.25% after moving in the range of 6.22%
• RBI conducted the auction of 14-day Variable Rate Reverse Repo auction
under LAF for the notified amount of Rs. 2,00,000 crore, which was
completely accepted at a cut-off rate of 3.51%.
• According to the RBI’s data released in the weekly statistical supplement,
India’s foreign exchange reserves fell $0.43 billion to $580.30 billion in the
week ended Mar 05, 2021 from $584.55 billion in the previous week.
• The Indian rupee strengthened against the U.S. dollar tracking rise in
regional currencies amid optimism over the U.S. fiscal stimulus and upbeat
jobless claims data.
• Euro fell against the U.S. dollar following fresh rise in U.S. Treasury yields
that indicated risk-off sentiment in global currency markets.
• Gold prices rose on bargain hunting. However, rising U.S. Treasury yields
capped the gains.
• Brent crude prices rose following production cuts by major oil producers.
• The European Central Bank kept the scale of the pandemic emergency
purchasing programme, or PEPP, at EUR 1,850 billion, and said it would run
until the end of Mar 2022, or until the coronavirus crisis is over. The central
bank left its key interest rates unchanged. The European Central Bank also
mentioned that it would significantly increase the pace of its pandemic
emergency bond buys in the next quarter to soothe market fears about a
rise in government borrowing costs.
• According to the Labor Department, U.S. initial jobless claims fell 42,000 to
712,000 in the week ended Mar 6, 2021 from the previous week's revised
level of 754,000.