FII Derivative Trade Statistics 10-May
(Rs Cr) Buy
Index Futures 2839.10 2436.62 10948.18
Index Options 177964.94 180248.18 90966.08
Stock Futures 12529.75 12815.29 102640.90
Stock Options 13513.11 13599.25 12957.14
Total 206846.90 209099.34 217512.30
Put Call Ratio (OI) 1.33 1.33 0.00
Put Call Ratio(Vol) 1.01 0.91 0.10
10-May Wk. Ago Mth. Ago
Call Rate 3.24% 3.21% 3.15% 3.98%
T-Repo 3.27% 3.21% 2.99% 3.39%
Repo 4.00% 4.00% 4.00% 4.40%
Reverse Repo 3.35% 3.35% 3.35% 3.75%
91 Day T-Bill 3.36% 3.31% 3.32% 3.48%
364 Day T-Bill 3.71% 3.69% 3.72% 3.40%
10 Year Gilt 6.01% 6.00% 6.02% 5.72%
G-Sec Vol. (Rs.Cr) 20784 26165 36413 59756
FBIL MIBOR 3.46% 3.44% 3.44% 4.43%
3 Month CP Rate 3.55% 3.50% 3.70% 5.35%
5 Year Corp Bond 6.26% 6.28% 6.39% 6.85%
1 Month CD Rate 3.40% 3.38% 3.44% 4.23%
3 Month CD Rate 3.37% 3.32% 3.32% 4.16%
1 Year CD Rate 4.14% 4.10% 3.89% 4.67%
Currency 10-May Prev_Day
USD/INR 73.41 73.74 -0.33
GBP/INR 103.25 102.51 0.74
EURO/INR 89.25 88.90 0.35
JPY/INR 0.67 0.68 0.00
Commodity 10-May Wk Ago Mth. Ago
NYMEX Crude($/bl) 64.87 64.41 59.24 24.23
Brent Crude($/bl) 69.22 68.33 61.60 21.96
Gold( $/oz) 1835 1792 1743 1701
Gold(Rs./10 gm) 47569 47569 46284 40989
Mutual Fund Investments are subject to market risks, read all scheme related documents carefully.
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Derivative Statistics- Nifty Options
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information contained in this material.
• Nifty May 2021 Futures stood at 14,984.65, a premium of 42.30 points
above the spot closing of 14,942.35. The turnover on NSE’s Futures and
Options segment rose to Rs. 25,76,380.57 crore on May 10, 2021, compared
with Rs. 20,49,035.27 crore on May 07, 2021.
• The Put-Call ratio stood at 0.9 compared with the previous session’s close of
• The Nifty Put-Call ratio remained unchanged compared with the previous
session’s close of 1.33.
• Open interest on Nifty Futures stood at 12.23 million, compared with the
previous session’s close of 12.24 million.
• Bond yields were little changed as market participants awaited details of the
Reserve Bank of India’s (RBI) next bond purchase even as the India’s Covid-19
crisis showed no signs of declining.
• Yield on the 10-year benchmark paper (5.85% GS 2030) eased 1 bps to close
at 6.01% as compared to the previous close of 6.02% after moving in a range
of 6.01% to 6.03%.
• Banks did not borrowed under the central bank’s marginal standing facility
on May 06, 2021 compared to that of May 05, 2021 when banks borrowed
Rs. 33 crore.
• The Indian rupee rose against the U.S. dollar following broad decline on the
U.S. dollar index after weaker-than-expected U.S. nonfarm payroll data
increased chances that the U.S. Federal Reserve will maintain its current level
of bond purchases for longer.
• Euro fell against the U.S. dollar as market participants awaited key economic
data from the U.S.
• Gold prices rose as the U.S. dollar remained under pressure.
• Brent crude prices fell amid reports that the largest fuel pipeline system in
the U.S. will be restored by the end of this week.
• As per results from Sentix, eurozone’s investor confidence index rose
notably to 21.0 in May 2021 from 13.1 in Apr 2021. In May, investor trust in
the Eurozone reached its highest level in more than three years, indicating
that the coronavirus-induced recession has been resolved.
• According to Lloyds Bank subsidiary Halifax and IHS Markit, U.K. House prices
grew 1.4% MoM in Apr 2021 following 1.1% rise in Mar 2021. In Apr, house
prices in the U.K. hit a new peak as the stamp duty holiday continued to
boost the housing market.