FII Derivative Trade Statistics 30-Apr
(Rs Cr) Buy
Index Futures 9370.44 10022.29 9955.52
Index Options 1098647.95 1096167.50 62762.84
Stock Futures 25364.05 24882.81 92608.52
Stock Options 13740.62 12593.27 5464.81
Total 1147123.06 1143665.87 170791.69
Put Call Ratio (OI) 1.07 1.34 -0.27
Put Call Ratio(Vol) 0.93 1.00 -0.07
30-Apr Wk. Ago Mth. Ago
Call Rate 3.21% 3.21% 3.22% 4.19%
T-Repo 3.25% 3.20% 3.29% 3.75%
Repo 4.00% 4.00% 4.00% 4.40%
Reverse Repo 3.35% 3.35% 3.35% 3.75%
91 Day T-Bill 3.30% 3.27% 3.25% 3.59%
364 Day T-Bill 3.71% 3.70% 3.77% 3.73%
10 Year Gilt 6.03% 6.04% 6.14% 6.11%
G-Sec Vol. (Rs.Cr) 44823 43607 16014 35084
FBIL MIBOR 3.43% 3.43% 3.44% 4.41%
3 Month CP Rate 3.50% 3.55% 3.55% 5.45%
5 Year Corp Bond 6.26% 6.44% 6.59% 6.90%
1 Month CD Rate 3.25% 3.24% 3.42% 4.14%
3 Month CD Rate 3.31% 3.30% 3.31% 4.60%
1 Year CD Rate 3.90% 3.94% 4.38% 4.79%
Currency 30-Apr Prev_Day
USD/INR 74.02 74.06 -0.03
GBP/INR 103.16 103.35 -0.19
EURO/INR 89.69 89.83 -0.14
JPY/INR 0.68 0.68 0.00
Commodity 30-Apr Wk Ago Mth. Ago
NYMEX Crude($/bl) 63.45 62.15 60.50 18.73
Brent Crude($/bl) 68.33 66.11 63.49 14.82
Gold( $/oz) 1769 1777 1685 1680
Gold(Rs./10 gm) 47569 47569 44331 40989
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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 May 2021 Futures stood at 14,690.80, a premium of 59.70 points
above the spot closing of 14,631.10. The turnover on NSE’s Futures and
Options segment fell to Rs. 22,40,692.20 crore on April 30, 2021, compared
with Rs. 99,43,969.84 crore on April 29, 2021.
• The Put-Call ratio stood at 0.87 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.07 compared with the previous session’s
close of 1.34.
• Open interest on Nifty Futures stood at 10.86 million, compared with the
previous session’s close of 15.45 million.
• Bond yields fell after the Reserve Bank of India (RBI) announced special
open market operation (OMO) on Thursday.
• Yield on the 10-year benchmark paper (5.85% GS 2030) fell 3 bps to close at
6.03% compared with the previous close of 6.06% after moving in a range of
6.03% to 6.07%.
• According to the RBI’s data released in the weekly statistical supplement,
India’s foreign exchange reserves rose $1.701 billion to $584.107 billion in
the week ended Apr 23, 2021 from $582.406 billion in the previous week.
• Banks borrowed Rs. 4 crore under the central bank’s marginal standing
facility on Apr 29, 2021 compared to that of Apr 28, 2021 when banks
borrowed Rs. 154 crore.
• The Indian rupee was almost steady against the U.S. dollar as inflows related
to an initial public offering neutralised the negative impact of weak risk
appetite in the region.
• Euro fell against the U.S. dollar after upbeat data on personal income,
spending, and manufacturing in the U.S. Midwest.
• Gold prices fell as upbeat economic data from U.S. dampened the non-
yielding appeal of the bullion.
• Brent Crude prices fell as concerns of wider lockdowns in India and Brazil to
curb the COVID-19 pandemic weighed on the market sentiment.
• According to data published by Destatis, Germany’s gross domestic product
(GDP) fell 1.7% QoQ in quarter ended Mar 2021 as against 0.5% growth
seen in the quarter ended Dec 2020. As per Destatis, the pandemic has had
a negative impact on household consumption, while goods exports have
helped the economy.
• According to the flash estimate from Eurostat, eurozone’s inflation rose to
1.6% YoY in Apr 2021 from 1.3% YoY in Mar 2021. On a monthly basis,
consumer price inflation rose 0.6% in Apr 2021.
• According to the National Association of Realtors, U.S. pending home sales
index jumped rose 1.9% Mar 2021 as against 11.5% fall to a revised 109.2 in