FII Derivative Trade Statistics 24-Mar
(Rs Cr) Buy
Index Futures 9831.77 9391.79 13402.84
Index Options 424889.91 424631.53 116505.23
Stock Futures 40115.06 40064.19 97041.04
Stock Options 15100.97 15098.66 13543.62
Total 489937.71 489186.17 240492.73
Put Call Ratio (OI) 0.97 1.24 -0.27
Put Call Ratio(Vol) 0.95 0.95 0.00
24-Mar Wk. Ago Mth. Ago
Call Rate 3.26% 3.25% 3.22% 5.10%
T-Repo 3.26% 3.29% 2.90% 1.10%
Repo 4.00% 4.00% 4.00% 5.15%
Reverse Repo 3.35% 3.35% 3.35% 4.90%
91 Day T-Bill 3.32% 3.26% 3.15% 5.15%
364 Day T-Bill 3.76% 3.81% 3.70% 5.50%
10 Year Gilt 6.15% 6.19% 6.15% 6.30%
G-Sec Vol. (Rs.Cr) 32955 16908 22396 7201
3.49% 3.45% 3.47% 5.39%
3 Month CP Rate 3.65% 3.75% 3.65% 8.80%
5 Year Corp Bond 6.59% 6.67% 6.14% 7.29%
1 Month CD Rate 3.49% 3.40% 2.78% 7.75%
3 Month CD Rate 3.39% 3.50% 3.24% 5.99%
1 Year CD Rate 4.38% 4.43% 4.01% 8.04%
Currency 24-Mar Prev_Day
USD/INR 72.66 72.29 0.36
GBP/INR 99.62 100.01 -0.39
EURO/INR 86.02 86.22 -0.19
JPY/INR 0.67 0.66 0.00
Commodity 24-Mar Wk Ago Mth. Ago
NYMEX Crude($/bl) 61.07 64.51 63.19 20.78
Brent Crude($/bl) 64.05 67.83 67.45 25.24
Gold( $/oz) 1734 1744 1804 1610
Gold(Rs./10 gm) 44679 44763 46621 40989
Data as on 23 Mar, 2021
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Derivative Statistics- Nifty Options
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information contained in this material.
• Nifty Mar 2021 Futures stood at 14,555.30, a premium of 5.90 points above
the spot closing of 14,549.40. The turnover on NSE’s Futures and Options
segment rose to Rs. 44,42,582.70 crore on March 24, 2021, compared with
Rs. 36,98,201.11 crore on March 23, 2021.
• The Put-Call ratio stood at 0.96 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 0.97 compared with the previous session’s
close of 1.24.
• Open interest on Nifty Futures stood at 12.39 million, compared with the
previous session’s close of 12.44 million.
• Bond yields were little changed as bullish sentiment initially, ended with
profit booking towards the end of the session. Meanwhile, market
participants await a special open market operation by the Reserve Bank of
India (RBI) on Thursday.
• Yield on the 10-year benchmark paper (5.85% GS 2030) inched up 1 bps to
close at 6.15% from the previous close of 6.14% after moving in the range
of 6.11% to 6.15%.
• Data from RBI showed that reserve money increased at an annualized rate
of 12.0% in the week to Mar 19, 2021, compared with an increase of 14.1%
a year earlier. The currency in circulation rose 18.3% during the same week
compared with an increase of 12.12% a year earlier.
• Banks borrowed Rs. 47 crore under the central bank’s marginal standing
facility on Mar 23 compared to that of Mar 22, 2021 when banks borrowed
Rs. 2,530 crore.
• The Indian rupee fell for the second session against the greenback, as broad
strength in the U.S. dollar index improved the safe-haven demand.
Moreover, fall in domestic equity market, increased losses.
• Euro fell against the U.S. dollar as concerns over a third COVID-19 wave in
Europe, possible hike in U.S. tax rates and escalating tensions between the
European Union and China, dampened risk appetite.
• Gold prices rose as its safe haven appeal improved on concerns over
renewed lockdowns in Euro Zone for combating the COVID-19 pandemic.
Worries over the supply of COVID-19 vaccines also contributed to the
• According to a report by the Commerce Department, U.S. new home sales
fell 18.2% to an annual rate of 775,000 in Feb 2021 following 3.2% increase
to an upwardly revised rate of 948,000 in Jan 2021.
• According to data from the Office for National Statistics, U.K. consumer
price inflation rose 0.4% YoY in Feb 2021 as against 0.7% YoY in Jan 2021.
On monthly basis, consumer prices rose 0.1% in Feb 2021 as against 0.2%
decline in Jan 2021.
• According to flash data from IHS Markit, Germany’s composite output index
rose 56.8 in Mar 2021 from 51.1 in Feb 2021. The services Purchasing
Managers' Index came in at 50.8 in Mar 45.7 in Feb. The manufacturing PMI
rose to 66.6 in Mar from 60.7 in the previous month.