FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 4302.00 4026.84 13636.57
Index Options 473947.92 474653.46 113209.42
Stock Futures 10788.46 10495.50 99891.62
Stock Options 14001.58 14238.28 14685.42
Total 503039.96 503414.08 241423.03
Put Call Ratio (OI) 0.87 0.92 -0.06
Put Call Ratio(Vol) 0.86 0.97 -0.12
17-Mar Wk. Ago Mth. Ago
Call Rate 3.25% 3.24% 3.22% 4.97%
T-Repo 3.29% 3.24% 2.26% 4.55%
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% 3.24% 3.26% 4.85%
364 Day T-Bill 3.81% 3.80% 3.70% 5.00%
10 Year Gilt 6.19% 6.21% 6.03% 6.26%
G-Sec Vol. (Rs.Cr) 16908 21992 18736 51487
3.45% 3.42% 3.46% 5.15%
3 Month CP Rate 3.75% 3.70% 3.70% 6.00%
5 Year Corp Bond 6.67% 6.26% 6.64% 7.32%
1 Month CD Rate 3.40% 3.02% 3.43% 5.57%
3 Month CD Rate 3.50% 3.37% 3.32% 5.20%
1 Year CD Rate 4.43% 4.37% 4.04% 6.11%
Currency 17-Mar Prev_Day
USD/INR 72.57 72.48 0.09
GBP/INR 100.87 100.52 0.35
EURO/INR 86.41 86.48 -0.07
JPY/INR 0.67 0.66 0.00
Wk Ago Mth. Ago
NYMEX Crude($/bl) 64.51 64.41 61.06 26.91
Brent Crude($/bl) 67.83 66.69 65.28 28.41
Gold( $/oz) 1744 1726 1776 1528
Gold(Rs./10 gm) 44763 44478 46490 39741
Data as on 16 Mar, 2021
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18 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 14,771.30, a premium of 50.00 points
above the spot closing of 14,721.30. The turnover on NSE’s Futures and
Options segment rose to Rs. 42,45,096.45 crore on March 17, 2021,
compared with Rs. 34,56,032.97 crore on March 16, 2021.
• The Put-Call ratio stood at 0.92 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 0.87 compared with the previous session’s
close of 0.92.
• Open interest on Nifty Futures stood at 12.56 million, compared with the
previous session’s close of 12.94 million.
• After falling in the last three consecutive sessions, bond yields were little
changed as market participants await the Reserve Bank of India’s (RBI)
special open market operations (OMO) due on Thursday.
• Yield on the 10-year benchmark paper (5.85% GS 2030) rose 1 bps to close
at 6.19% from the previous close of 6.18% after moving in the range of
6.16% to 6.19%.
• Bharat Heavy Electricals plans to raise funds selling commercial papers
maturing in two months at a coupon of 3.66% and has received
commitments worth around Rs. 300 crore.
• Banks did not borrowed under the central bank’s marginal standing facility
on Mar 15, 2021 compared to that of Mar 12 2021 when banks borrowed
Rs. 23 crore.
• The Indian rupee was little changed against the U.S. dollar, ahead of the U.S.
Federal Reserve's policy decision that could signal the outlook for interest
rates and the tolerance for rising bond yields.
• The euro rose against the U.S. dollar as the latter remained under pressure
after the U.S. Federal Reserve kept interest rates unchanged and added that
it does not expect to raise interest rates through all of 2023.
• Gold prices rose as the greenback remained under pressure after the U.S.
Federal Reserve kept interest rates unchanged and indicated that there are
no interest rate hikes likely through 2023 despite an improving outlook and
• A global rating agency has affirmed the sovereign ratings of the U.S. at 'AA+'
with 'stable' outlook. The agency retained the ratings because of the
country's strong institutions, dynamic and resilient economy, monetary
policy stability, and unique position as the world's leading reserve currency
• According to data from Eurostat, eurozone’s consumer price index rose
0.9% YoY in Feb 2021, same rate as in Jan 2021.
• According to the Ministry of Finance, Japan’s witnessed a merchandise trade
surplus of 217.381 billion yen in Feb 2021, down 80.5% YoY as against
downwardly revised 325.4 billion yen deficit in Jan 2021