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
25-Mar Prev_Day
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
FBIL MIBOR
[1]
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
Source: Refinitiv
[1]
Data as on 24 Mar, 2021
Mutual Fund Investments are subject to market risks, read all scheme related documents carefully.
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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 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
of 0.96.
• 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%
to 6.17%.
• 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
equity market.
• 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
commodity.
• 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
Jan 2021.
• 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
2021.