FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 6398.84 4519.05 11505.81
Index Options 272377.69 272936.75 74085.24
Stock Futures 12195.50 11477.33 89168.34
Stock Options 9798.68 10156.10 7209.82
Total 300770.71 299089.23 181969.21
Put Call Ratio (OI) 1.32 1.14 0.18
Put Call Ratio(Vol) 0.93 0.87 0.07
30-Mar Wk. Ago Mth. Ago
Call Rate 3.22% 3.26% 3.24% 4.23%
T-Repo 3.29% 3.26% 3.22% 0.48%
Repo 4.00% 4.00% 4.00% 4.40%
Reverse Repo 3.35% 3.35% 3.35% 4.00%
91 Day T-Bill 3.25% 3.29% 3.10% 4.34%
364 Day T-Bill 3.77% 3.77% 3.64% 4.94%
10 Year Gilt 6.14% 6.15% 6.23% 6.21%
G-Sec Vol. (Rs.Cr) 16014 29106 26783 18158
FBIL MIBOR 3.44% 3.49% 3.47% 4.80%
3 Month CP Rate 3.55% 3.65% 3.50% 5.80%
5 Year Corp Bond 6.59% 6.58% 6.20% 7.12%
1 Month CD Rate 3.42% 3.52% 2.96% 4.84%
3 Month CD Rate 3.31% 3.40% 3.28% 4.89%
1 Year CD Rate 4.38% 4.36% 4.25% 5.53%
Currency 30-Mar Prev_Day
USD/INR 73.04 72.40 0.64
GBP/INR 100.56 99.62 0.94
EURO/INR 85.85 85.31 0.54
JPY/INR 0.66 0.66 0.00
Commodity 30-Mar Wk Ago
NYMEX Crude($/bl) 60.50 57.70 61.51 13.35
Brent Crude($/bl) 63.49 62.10 66.81 15.61
Gold( $/oz) 1685 1727 1733 1622
Gold(Rs./10 gm) 44331 44818 46425 40989
Mutual Fund Investments are subject to market risks, read all scheme related documents carefully.
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31 March 2021
Derivative Statistics- Nifty Options
Indian Debt Market
Currency Market Update
Commodity Market Update
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
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• Nifty Apr 2021 Futures stood at 14,913.55, a premium of 68.45 points
above the spot closing of 14,845.10. The turnover on NSE’s Futures and
Options segment rose to Rs. 27,97,458.58 crore on March 30, 2021,
compared with Rs. 21,44,905.25 crore on March 26, 2021.
• The Put-Call ratio stood at 0.84 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.32 compared with the previous session’s
close of 1.14.
• Open interest on Nifty Futures stood at 12.44 million, compared with the
previous session’s close of 10.26 million.
• Bond yields rose following rise in U.S. Treasury yields. Meanwhile, market
participants awaited the half yearly government securities auction calendar
for the first half (Apr to Sep) of the FY22.
• Yield on the 10-year benchmark paper (5.85% GS 2030) rose 2 bps to close
at 6.14% from the previous close of 6.12% after moving in the range of
6.13% to 6.15%.
• RBI conducted 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, which was fully accepted. The cut-off stood at Rs.
99.18 (YTM: 3.3162%), Rs. 98.30, (YTM: 3.4683%) and Rs. 96.3243 (YTM:
• Banks borrowed Rs. 182 crore under the central bank’s marginal standing
facility on Mar 26 compared to that of Mar 25, 2021 when banks borrowed
Rs. 60 crore.
• The Indian rupee weakened at its largest single day decline in over a month
against the greenback, following gains in U.S. dollar index and U.S. Treasury
yields rose again to over one-year high levels.
• Euro fell against the U.S. dollar as accelerating U.S. vaccinations and plans
for a major stimulus package fuelled inflation expectations and increased
U.S. Treasury yields.
• Gold prices fell on the back of a stronger greenback and elevated U.S.
• Brent crude prices inched up on growing possibility that supply curbs may
be extended in the upcoming OPEC+ ministerial meeting.
• According to provisional data from Destatis, Germany’s consumer prices
rose 1.7% YoY in Mar 2021 as against 1.3% rise in Feb 2021. Consumer price
inflation in Germany increased in Mar, owing primarily to higher energy
• According to the Ministry of Economy, Trade and Industry, Japan’s retails
sales fell 1.5% YoY coming in at 11.628 trillion yen in Feb 2021 as against
2.4% fall in Jan 2021. On a monthly basis, retail sales rose 1.4% in Feb after
falling 1.7% in Jan.
• According to the European Commission, eurozone economic sentiment
index climbed to 101.0 in Mar 2021 from 93.4 in Feb 2021.