FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 5427.07 5924.20 13669.48
Index Options 422032.67 419146.66 111974.06
Stock Futures 11328.09 12129.06 100315.06
Stock Options 16546.51 16684.51 14221.01
Total 455334.34 453884.43 240179.61
Put Call Ratio (OI) 0.92 0.93 -0.01
Put Call Ratio(Vol) 0.97 0.87 0.10
16-Mar Wk. Ago Mth. Ago
Call Rate 3.27% 3.17% 3.21% 4.97%
T-Repo 3.27% 3.26% 2.71% 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 3.27% 3.30% 3.27% 4.72%
364 Day T-Bill 3.55% 3.67% 3.53% 4.95%
10 Year Gilt 6.18% 6.21% 6.02% 6.21%
G-Sec Vol. (Rs.Cr) 17559 22063 15394 75948
3.45% 3.34% 3.46% 5.15%
3 Month CP Rate 3.75% 3.70% 3.75% 6.00%
5 Year Corp Bond 6.67% 6.31% 6.60% 7.18%
1 Month CD Rate 3.50% 3.08% 3.34% 5.52%
3 Month CD Rate 3.50% 3.44% 3.36% 5.10%
1 Year CD Rate 4.42% 4.28% 4.11% 6.10%
Currency 16-Mar Prev_Day
USD/INR 72.48 72.71 -0.23
GBP/INR 100.52 101.13 -0.60
EURO/INR 86.48 86.76 -0.27
JPY/INR 0.66 0.67 0.00
Wk Ago Mth. Ago
NYMEX Crude($/bl) 64.78 63.98 60.04 28.91
Brent Crude($/bl) 68.24 67.05 64.38 28.42
Gold( $/oz) 1731 1715 1794 1514
Gold(Rs./10 gm) 44740 44451 47257 39867
Data as on 15 Mar, 2021
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17 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 14,959.70, a premium of 49.25 points
above the spot closing of 14,910.45. The turnover on NSE’s Futures and
Options segment rose to Rs. 34,56,032.97 crore on March 16, 2021,
compared with Rs. 32,62,880.73 crore on March 15, 2021.
• The Put-Call ratio stood at 1.01 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 0.92 compared with the previous session’s
close of 0.93.
• Open interest on Nifty Futures stood at 12.94 million, compared with the
previous session’s close of 13.45 million.
• Bond yields fell for the third consecutive session as market participants
expect open market operations (OMO) purchases by the Reserve Bank of
India (RBI) to continue till March 2021 end.
• Yield on the 10-year benchmark paper (5.85% GS 2030) fell 2 bps to close at
6.18% from the previous close of 6.20%.
• GIC Housing Finance plans to raise funds selling commercial papers
maturing in over two months at a coupon of 3.75% and has received
commitments worth around Rs. one crore.
• RBI conducted the auction of state development loans of 15 State
Governments/ Union Territories for a notified amount of Rs. 23,749 crore
for which the amount accepted stood at Rs. 23,619 crore. The cut off yield
stood in the range of 6.43% to 7.19%. Assam has not accepted any amount
in the 6 year security. Gujarat has accepted an additional amount of Rs. 500
• After rising in the last four consecutive sessions, the Indian rupee fell
against the U.S. dollar, likely on intervention by the Reserve Bank of India
through greenback purchases via state-run banks along with rise in U.S.
• Euro fell against the U.S. dollar as market participants waited for the U.S.
Federal Reserve meeting to set the tone for markets.
• Gold prices inched down due to a stronger greenback.
• Brent crude prices fell on concerns over rising stockpiles in the U.S.
• According to ZEW - Leibniz Centre, Germany’s economic sentiment rose 5.4
points to 76.6 points in Mar 2021. The current economic situation index rose
6.2 points to -61.0 in Mar.
• According to data from the Ministry of Economy, Trade and Industry,
Japan’s industrial production rose 4.3% MoM in Jan 2021 as against initial
estimate of 4.2% rise. On a yearly basis, industrial production fell 5.2% in