FII Derivative Trade Statistics 18-May
(Rs Cr) Buy
Index Futures 5102.09 4215.66 12106.38
Index Options 313681.08 318177.46 114336.35
Stock Futures 14874.29 13816.51 105904.10
Stock Options 19452.95 19333.54 18476.23
Total 353110.41 355543.17 250823.06
Put Call Ratio (OI) 1.39 1.40 -0.01
Put Call Ratio(Vol) 1.03 0.93 0.10
18-May Wk. Ago Mth. Ago
Call Rate 3.11% 3.21% 3.25% 3.84%
T-Repo 3.28% 3.26% 3.23% 3.16%
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% 3.35% 3.35% 3.40%
364 Day T-Bill 3.71% 3.72% 3.74% 3.68%
10 Year Gilt 5.98% 6.01% 6.09% 5.74%
G-Sec Vol. (Rs.Cr) 17239 15838 37812 36293
FBIL MIBOR 3.39% 3.45% 3.44% 4.42%
3 Month CP Rate 3.60% 3.60% 3.60% 4.55%
5 Year Corp Bond 6.26% 6.25% 6.61% 6.98%
1 Month CD Rate 3.42% 3.33% 3.18% 3.94%
3 Month CD Rate 3.38% 3.37% 3.32% 3.58%
1 Year CD Rate 4.14% 4.14% 3.99% 4.59%
Currency 18-May Prev_Day
USD/INR 73.04 73.24 -0.21
GBP/INR 103.57 103.27 0.30
EURO/INR 88.98 88.89 0.09
JPY/INR 0.67 0.67 0.00
Commodity 18-May Wk Ago Mth. Ago
NYMEX Crude($/bl) 65.44 65.26 63.11 31.33
Brent Crude($/bl) 70.40 69.50 65.78 33.77
Gold( $/oz) 1868 1837 1776 1732
Gold(Rs./10 gm) 47569 47569 47021 40989
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Derivative Statistics- Nifty Options
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information contained in this material.
• Nifty May 2021 Futures stood at 15,144.85, a premium of 36.75 points
above the spot closing of 15,108.10. The turnover on NSE’s Futures and
Options segment rose to Rs. 36,49,247.31 crore on May 18, 2021, compared
with Rs. 33,06,583.10 crore on May 17, 2021.
• The Put-Call ratio stood at 0.92 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.39 compared with the previous session’s
close of 1.4.
• Open interest on Nifty Futures stood at 12.52 million, compared with the
previous session’s close of 12.59 million.
• Bond yields were little changed as market participants remained wary of
taking any positions on absence of fresh triggers.
• Yield on the 10-year benchmark paper (5.85% GS 2030) rose 1 bps to close at
5.98% from the previous close of 5.97% after moving in a narrow range of
5.97% to 5.98%.
• Banks borrowed Rs. 41 crore under the central bank’s marginal standing
facility on May 17, 2021 compared with nil borrowing on May 14, 2021.
• The Indian rupee gained against the U.S. dollar, as upbeat risk appetite in the
region led to a fall in the greenback index close to 3-month low
• Euro rose against the U.S dollar amid renewed expectations that the U.S. will
not increase interest rates anytime soon. A U.S. Federal Reserve official
reiterated that he does not expect interest rates to rise until next year.
• Gold prices rose on the back of a weaker greenback. However, elevated
yields on U.S. Treasuries capped the gains.
• Brent crude prices rose on expectations of demand recovery following
reopening of the European and U.S. economies. However, renewed concerns
over COVID-19 pandemic in Asia capped the gains.
• Data from the Office for National Statistics showed that the jobless rate in
U.K. fell 0.3% points to 4.8% in the first quarter of 2021. The employment
rate was estimated at 75%, up 0.2% from the previous quarter. The annual
growth in average earnings, including bonuses, came in at 4.0%.
• Flash data from Eurostat showed that Gross Domestic Product (GDP) of the
euro zone economy contracted 0.6% in the first quarter of 2021 as
compared to a contraction of 0.7% in the fourth quarter of 2020. On a
yearly basis, GDP fell 1.8% in the first quarter of 2021 as compared to a
contraction of 4.9% in the fourth quarter of 2020.