FII Derivative Trade Statistics 25-Mar
(Rs Cr) Buy
Index Futures 7926.47 9603.38 14296.62
Index Options 512596.00 509578.57 118547.41
Stock Futures 26171.64 26898.25 93356.74
Stock Options 10337.12 10263.15 12106.69
Total 557031.23 556343.35 238307.46
Put Call Ratio (OI) 0.90 0.97 -0.07
Put Call Ratio(Vol) 0.87 0.95 -0.08
25-Mar Wk. Ago Mth. Ago
Call Rate 3.24% 3.26% 3.26% 5.10%
T-Repo 3.26% 3.26% 2.98% 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 3.31% 3.31% 3.16% 5.15%
364 Day T-Bill 3.73% 3.77% 3.55% 5.50%
10 Year Gilt 6.13% 6.20% 6.18% 6.30%
G-Sec Vol. (Rs.Cr) 32955 27042 19501 7201
3.45% 3.46% 3.47% 5.39%
3 Month CP Rate 3.60% 3.75% 3.50% 8.80%
5 Year Corp Bond 6.59% 6.63% 6.19% 7.37%
1 Month CD Rate 3.51% 3.42% 2.74% 7.75%
3 Month CD Rate 3.44% 3.50% 3.22% 5.99%
1 Year CD Rate 4.33% 4.40% 4.25% 8.04%
Currency 25-Mar Prev_Day
USD/INR 72.61 72.66 -0.05
GBP/INR 99.37 99.62 -0.25
EURO/INR 85.82 86.02 -0.20
JPY/INR 0.67 0.67 0.00
Commodity 25-Mar Wk Ago Mth. Ago
NYMEX Crude($/bl) 58.42 59.91 63.42 20.25
Brent Crude($/bl) 61.78 64.82 67.89 25.09
Gold( $/oz) 1727 1736 1770 1613
Gold(Rs./10 gm) 44653 44706 46344 40989
Data as on 24 Mar, 2021
Mutual Fund Investments are subject to market risks, read all scheme related documents carefully.
Readers are requested to click here for ICRA Analytics Ltd disclaimer
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
and which are deemed to be reliable. The information provided cannot be considered as guidelines, recommendations or as a professional guide for the readers. It may be noted that since Nippon Life India Asset
Management Limited (NAM India) has not independently verified the accuracy or authenticity of such information or data, or for that matter the reasonableness of the assumptions upon which such data and
information has been processed or arrive data; NAM India does not in any manner assures the accuracy or authenticity of such data and information. Some of the statements & assertions contained in these materials
may reflect NAM India’s views or opinions, which in turn may have been formed on the basis of such data or information. The Sponsor(s), the Investment Manager, the Trustee or any of their respective directors,
employees, associates or representatives do not assume any responsibility for, or warrant the accuracy, completeness, adequacy and reliability of such data or information. Whilst no action has been solicited based
upon the information provided herein, due care has been taken to ensure that the facts are accurate and opinions given are fair and reasonable, to the extent possible. This information is not intended to be an offer or
solicitation for the purchase or sale of any financial product or instrument. Recipients of this information should rely on information/data arising out of their own investigations. Before making any investments, the
readers are advised to seek independent professional advice, verify the contents in order to arrive at an informed investment decision. None of the Sponsor(s), the Investment Manager, the Trustee, their respective
directors, employees, associates or representatives shall be liable in any way for any direct, indirect, special, incidental, consequential, punitive or exemplary damages, including on account of lost profits arising from the
information contained in this material.
• Nifty Mar 2021 Futures settled at spot closing of 14,324.90. Nifty Apr 2021
Futures stood at 14,483.10, a premium of 158.2 points, above the spot
closing. The turnover on NSE’s Futures and Options segment rose to Rs.
95,13,616.02 crore on March 25, 2021, compared with Rs. 44,42,582.70
crore on March 24, 2021.
• The Put-Call ratio stood at 0.89 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 0.9 compared with the previous session’s
close of 0.97.
• Open interest on Nifty Futures stood at 12.04 million, compared with the
previous session’s close of 12.39 million.
• Bond yields fell as the Reserve Bank of India (RBI) conducted the special
open market operations (OMO) to purchase debt including the 10-year
benchmark paper, ahead of the fiscal year-end.
• Yield on the 10-year benchmark paper (5.85% GS 2030) fell 2 bps to close at
6.13% from the previous close of 6.15% after moving in the range of 6.13%
• RBI conducted the auction of special open market operations (OMO) by
purchasing three government long term securities- 5.15% GS 2025, 5.85%
GS 2030 and 6.22% GS 2035 and sale of two short term securities 8.35% GS
2022 and 8.15% GS 2022 for an aggregate amount of Rs. 10,000 crore each,
which were accepted fully.
• Banks borrowed Rs. 43 crore under the central bank’s marginal standing
facility on Mar 24 compared to that of Mar 23, 2021 when banks borrowed
Rs. 47 crore.
• The Indian rupee declined for the third straight session against the
greenback on strength in the U.S. dollar index along with plunge in domestic
• Euro fell against the U.S. dollar, as U.S. Treasury yields fell and investors'
appetite for risk diminished.
• Gold prices fell as U.S. dollar hit a four-month high, reducing the non-
yielding yellow metal's appeal.
• Brent crude prices fell as a new round of coronavirus restrictions in Europe
renewed worries over global growth which hurt the demand outlook of the
• According to revised data released by the Commerce Department, U.S. real
gross domestic product (GDP) rose 4.3% in the fourth quarter of 2020
compared to the previously reported 4.1% rise.
• According to data from the European Central Bank, eurozone monetary
aggregate M3 expanded 12.3% YoY in Feb 2021 as against 12.5% YoY rise in
• According to data from the Commerce Department, U.S. durable goods
orders unexpectedly fell 1.1% in Feb 2021 after spiking by an upwardly
revised 3.5% in Jan 2021.
• According to market research group GfK, Germany’s forward-looking
consumer sentiment index rose to -6.2 in Apr 2021 from revised -12.7 in Mar