FII Derivative Trade Statistics 14-May
(Rs Cr) Buy
Index Futures 5755.18 6310.89 12078.53
Index Options 688334.24 678081.32 85495.62
Stock Futures 13442.35 15921.87 103889.29
Stock Options 15775.92 16087.44 16278.27
Total 723307.69 716401.52 217741.71
Put Call Ratio (OI) 1.11 1.01 0.10
Put Call Ratio(Vol) 0.89 0.94 -0.05
14-May Wk. Ago Mth. Ago
Call Rate 3.27% 3.22% 3.20% 3.92%
T-Repo 3.28% 3.28% 3.19% 2.11%
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% 3.34% 3.33% 3.40%
364 Day T-Bill 3.70% 3.71% 3.74% 3.71%
10 Year Gilt 5.99% 6.02% 6.01% 5.73%
G-Sec Vol. (Rs.Cr) 32217 29531 24707 53852
FBIL MIBOR 3.38% 3.45% 3.44% 4.42%
3 Month CP Rate 3.60% 3.55% 3.70% 4.65%
5 Year Corp Bond 6.28% 6.25% 6.32% 6.97%
1 Month CD Rate 3.35% 3.38% 3.48% 3.91%
3 Month CD Rate 3.38% 3.35% 3.35% 3.65%
1 Year CD Rate 4.14% 4.13% 3.99% 4.61%
Currency 14-May Prev_Day
USD/INR 73.37 73.44 -0.07
GBP/INR 103.05 103.80 -0.75
EURO/INR 88.76 89.12 -0.36
JPY/INR 0.67 0.68 -0.01
Commodity 14-May Wk Ago Mth. Ago
NYMEX Crude($/bl) 65.27 64.91 63.10 26.90
Brent Crude($/bl) 69.85 69.46 65.70 28.55
Gold( $/oz) 1842 1830 1736 1729
Gold(Rs./10 gm) 47569 47569 46391 40989
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Derivative Statistics- Nifty Options
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information contained in this material.
• Nifty May 2021 Futures stood at 14,714.95, a premium of 37.15 points
above the spot closing of 14,677.80. The turnover on NSE’s Futures and
Options segment fell to Rs. 25,40,178.09 crore on May 14, 2021, compared
with Rs. 80,06,586.12 crore on May 12, 2021.
• The Put-Call ratio stood at 0.86 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.11 compared with the previous session’s
close of 1.01.
• Open interest on Nifty Futures stood at 12.33 million, compared with the
previous session’s close of 13.05 million.
• Bond yields fell as the Reserve Bank of India (RBI) at its weekly government
securities auction did not accepted any bid for 10 year benchmark paper.
• Yield on the 10-year benchmark paper (5.85% GS 2030) fell 2 bps to close at
5.99% from the previous close of 6.01% after moving in a narrow range of
5.97% to 6.04%.
• According to the RBI’s data released in the weekly statistical supplement,
India’s foreign exchange reserves rose $1.444 billion to $589.465 billion in
the week ended May 07, 2021 from $588.020 billion in the previous week.
• Banks borrowed Rs. 58 crore under the central bank’s marginal standing
facility on May 12, 2021 compared with no borrowing on May 11, 2021.
• The Indian rupee rose against the U.S dollar on greenback sales by exporters’
and likely inflows in the domestic equity market.
• Euro rose against the U.S. dollar on recovery in risk appetite across markets,
after the U.S. Federal Reserve officials played down expectations of tighter
policy after accelerating U.S. inflation.
• Gold prices rose as the greenback remained under pressure after data
showed U.S. retail sales unexpectedly stalled in Apr 2021.
• Brent crude prices rose following gains in the global equity markets in U.S.
• According to preliminary data released by the University of Michigan, U.S.
consumer sentiment index surprisingly fell to 82.8 in May 2021 from 88.3 in
• According to the Commerce Department, U.S. business inventories increased
0.3% in Mar 2021, slower than upwardly revised 0.6% rise (0.5% advance
originally reported) in Feb 2021. Rise in business inventories was due to
wholesale inventories that surged 1.3% and manufacturing inventories rose
• According to a report released by the U.S. Federal Reserve, U.S. industrial
production rose 0.7% in Apr, slower than upwardly revised 2.4% surge in
Mar 2021. Rise in output was partially due to a rebound in utilities output.