FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 4868.20 4874.26 13825.88
Index Options 547811.59 547159.34 114645.88
Stock Futures 11478.77 11532.11 97412.73
Stock Options 15453.94 15818.77 14180.58
Total 579612.50 579384.48 240065.07
Put Call Ratio (OI) 0.83 0.87 -0.04
Put Call Ratio(Vol) 0.89 0.86 0.04
18-Mar Wk. Ago Mth. Ago
Call Rate 3.26% 3.24% 3.21% 4.98%
T-Repo 3.26% 3.24% 2.48% 4.44%
Repo 4.00% 4.00% 4.00% 5.15%
Reverse Repo 3.35% 3.35% 3.35% 4.90%
91 Day T-Bill 3.31% 3.24% 3.19% 4.77%
364 Day T-Bill 3.77% 3.80% 3.66% 5.16%
10 Year Gilt 6.20% 6.21% 6.13% 6.30%
G-Sec Vol. (Rs.Cr) 27042 21992 22074 54710
3.45% 3.42% 3.46% 5.14%
3 Month CP Rate 3.75% 3.70% 3.65% 6.20%
5 Year Corp Bond 6.69% 6.27% 6.77% 7.28%
1 Month CD Rate 3.42% 3.02% 2.80% 6.03%
3 Month CD Rate 3.50% 3.37% 3.27% 5.34%
1 Year CD Rate 4.40% 4.37% 3.95% 6.38%
Currency 18-Mar Prev_Day
USD/INR 72.52 72.57 -0.05
GBP/INR 101.27 100.87 0.40
EURO/INR 86.81 86.41 0.40
JPY/INR 0.67 0.67 0.00
Wk Ago Mth. Ago
NYMEX Crude($/bl) 59.91 65.98 60.37 20.43
Brent Crude($/bl) 64.82 69.26 65.48 23.23
Gold( $/oz) 1736 1721 1775 1486
Gold(Rs./10 gm) 44706 44478 46263 40649
Data as on 17 Mar, 2021
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19 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 14,577.05, a premium of 19.20 points
above the spot closing of 14,557.85. The turnover on NSE’s Futures and
Options segment rose to Rs. 92,56,631.31 crore on March 18, 2021,
compared with Rs. 42,45,096.45 crore on March 17, 2021.
• The Put-Call ratio stood at 0.89 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 0.83 compared with the previous session’s
close of 0.87.
• Open interest on Nifty Futures stood at 12.49 million, compared with the
previous session’s close of 12.56 million.
• Bond yields rose following sharp rise in the U.S. Treasury yields and ahead of
the weekly government securities auction on Friday.
• Yield on the 10-year benchmark paper (5.85% GS 2030) rose 1 bps to close
at 6.20% from the previous close of 6.19% after moving in the range of
6.18% to 6.24%.
• RBI announced Special Open Market Operations (OMO) simultaneous
purchase and sale of government securities for the notified amount of Rs.
10,000 crore each on Mar 25, 2021. Although, RBI accepted RBI will buy 5,
10 and 14 year maturities and sold two securities maturing within two years.
• The Indian rupee was little changed against the U.S. dollar as a rise in U.S.
Treasury yields neutralised the impact of positive Asian cues following the
U.S. Federal Reserve’s dovish guidance on rates.
• Euro fell against the U.S. dollar following rise in the U.S. Treasury yields.
• Gold prices fell as an increase in yields on U.S. Treasuries neutralized some
of the appeal of the non-yielding commodity.
• Brent crude prices fell on the back of a stronger dollar.
• Bank of England policymakers unanimously agreed to keep the benchmark
rate unchanged at 0.10% and quantitative easing unchanged at GBP 895
billion. The committee stated that it would not tighten monetary policy until
clear proof of substantial progress in removing spare capacity and achieving
the 2% inflation goal on a long-term basis.
• According to a report by the U.S. Labor Department, U.S. initial jobless
claims rose 45,000 to 770,000 in the week ended Mar 13, 2021 as against
previous week's revised level of 725,000.
• According to the Eurostat, eurozone trade surplus fell to a seasonally
adjusted EUR 24.2 billion in Jan 2021 from EUR 27.5 billion in Dec 2020.
Exports fell 2.8% MoM in Jan 2021 and imports fell 1.3%.