FII Derivative Trade Statistics 19-Mar
(Rs Cr) Buy
Index Futures 6803.79 6442.46 13733.24
Index Options 1172827.21 1165669.68 80139.90
Stock Futures 14731.07 13871.82 96258.18
Stock Options 21253.78 21077.35 14061.12
Total 1215615.85 1207061.31 204192.44
Put Call Ratio (OI) 1.20 0.83 0.37
Put Call Ratio(Vol) 0.92 0.89 0.03
19-Mar Wk. Ago Mth. Ago
Call Rate 3.25% 3.22% 3.21% 4.96%
T-Repo 3.28% 3.25% 2.48% 4.39%
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% 3.30% 3.19% 4.77%
364 Day T-Bill 3.77% 3.80% 3.66% 5.15%
10 Year Gilt 6.18% 6.23% 6.13% 6.41%
G-Sec Vol. (Rs.Cr) 31097 22839 22074 41566
3.46% 3.44% 3.46% 5.13%
3 Month CP Rate 3.70% 3.70% 3.65% 6.50%
5 Year Corp Bond 6.62% 6.27% 6.77% 7.46%
1 Month CD Rate 3.44% 3.05% 2.80% 5.84%
3 Month CD Rate 3.50% 3.37% 3.27% 5.13%
1 Year CD Rate 4.40% 4.41% 3.95% 5.57%
Currency 19-Mar Prev_Day
USD/INR 72.52 72.52 -0.01
GBP/INR 100.94 101.27 -0.32
EURO/INR 86.45 86.81 -0.41
JPY/INR 0.67 0.67 0.05
Commodity 19-Mar Wk Ago Mth. Ago
NYMEX Crude($/bl) 59.74 65.55 59.09 25.04
Brent Crude($/bl) 62.04 69.30 64.42 24.42
Gold( $/oz) 1737 1726 1782 1470
Gold(Rs./10 gm) 44788 44177 45954 40395
Data as on 18 Mar, 2021
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Derivative Statistics- Nifty Options
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 party sources
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information contained in this material.
• Nifty Mar 2021 Futures stood at 14,756.45, a premium of 12.45 points
above the spot closing of 14,744.00. The turnover on NSE’s Futures and
Options segment fell to Rs. 31,01,643.55 crore on March 19, 2021,
compared with Rs. 92,56,631.31 crore on March 18, 2021.
• The Put-Call ratio stood at 0.88 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.2 compared with the previous session’s
close of 0.83.
• Open interest on Nifty Futures stood at 12.24 million, compared with the
previous session’s close of 12.49 million.
• Bond yields fell on expectations that the Reserve bank of India (RBI) will
cancel the last weekly government securities auction scheduled on Mar 26,
2021 for the current financial year.
• Yield on the 10-year benchmark paper (5.85% GS 2030) eased 2 bps to close
at 6.18% from the previous close of 6.20% after moving in the range of
6.16% to 6.21%.
• RBI announced the auction of 91 days, 182 days and 364 days Treasury Bills
auction for the notified amount of Rs. 4,000 crore, Rs. 7,000 crore and Rs.
8,000 crore, respectively on Mar 24, 2021.
• Banks borrowed Rs. 13 crore under the central bank’s marginal standing
facility on Mar 17 compared to that of Mar 06 2021 when banks borrowed
• The Indian rupee was almost steady against the U.S. dollar on expectations
of continued fund flows in the coming days. However, gains neutralised on
weak regional cues.
• Euro fell for the second consecutive session against the U.S. dollar as market
participants digested the U.S. Federal Reserve's pledge this week to look
past inflation and keep interest rates low.
• Gold prices fell as a stronger greenback and an increase in yields on U.S.
Treasuries neutralized some of the appeal of the non-yielding commodity.
• Brent crude prices rose on bargain hunting.
• The Bank of Japan agreed to broaden the range of government bond yields
it allows to fluctuate and to abandon the average exchange traded fund
buying goal. The board kept the interest rate on current accounts held by
financial institutions at the central bank at -0.1%.
• According to the Office for National Statistics, U.K. public sector net
borrowing, excluding public sector banks, increased by GBP 17.6 billion from
the previous year to GBP 19.1 billion in Feb 2021.
• According to the Ministry of Internal Affairs and Communications, Japan’s
overall consumer prices fell 0.4% YoY in Feb 2021 as against -0.6% in Jan
2021. Core CPI, which exclude volatile food costs, also fell to 0.4% YoY as
against -0.6% in the previous month.