FII Derivative Trade Statistics 19-May
(Rs Cr) Buy
Index Futures 6192.64 3116.62 13517.88
Index Options 330513.51 324552.12 137181.64
Stock Futures 14384.96 15341.69 108497.81
Stock Options 19777.26 19603.98 19511.99
Total 370868.37 362614.41 278709.32
Put Call Ratio (OI) 1.25 1.39 -0.15
Put Call Ratio(Vol) 0.99 1.03 -0.05
19-May Wk. Ago Mth. Ago
Call Rate 3.14% 3.31% 3.23% 3.92%
T-Repo 3.29% 3.26% 3.22% 3.26%
Repo 4.00% 4.00% 4.00% 4.40%
Reverse Repo 3.35% 3.35% 3.35% 3.75%
91 Day T-Bill 3.37% 3.36% 3.32% 3.27%
364 Day T-Bill 3.71% 3.72% 3.71% 3.67%
10 Year Gilt 5.97% 6.01% 6.08% 5.75%
G-Sec Vol. (Rs.Cr) 24944 19695 19530 49864
FBIL MIBOR 3.39% 3.44% 3.44% 4.45%
3 Month CP Rate 3.60% 3.60% 3.60% 4.35%
5 Year Corp Bond 6.26% 6.26% 6.56% 6.96%
1 Month CD Rate 3.43% 3.37% 3.23% 4.01%
3 Month CD Rate 3.38% 3.37% 3.34% 3.56%
1 Year CD Rate 4.15% 4.14% 3.96% 4.56%
Currency 19-May Prev_Day
USD/INR 72.97 73.04 -0.07
GBP/INR 103.50 103.57 -0.07
EURO/INR 89.32 88.98 0.34
JPY/INR 0.67 0.67 0.00
Commodity 19-May Wk Ago Mth. Ago
NYMEX Crude($/bl) 63.23 65.91 63.28 31.80
Brent Crude($/bl) 67.16 70.87 66.25 32.59
Gold( $/oz) 1870 1815 1769 1744
Gold(Rs./10 gm) 47569 47569 47475 40989
Data as on 18 May, 2021
Mutual Fund Investments are subject to market risks, read all scheme related documents carefully.
Readers are requested to click here for ICRA Analytics Ltd disclaimer
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
and which are deemed to be reliable. The information provided cannot be considered as guidelines, recommendations or as a professional guide for the readers. It may be noted that since Nippon Life India Asset
Management Limited (NAM India) has not independently verified the accuracy or authenticity of such information or data, or for that matter the reasonableness of the assumptions upon which such data and
information has been processed or arrive data; NAM India does not in any manner assures the accuracy or authenticity of such data and information. Some of the statements & assertions contained in these materials may
reflect NAM India’s views or opinions, which in turn may have been formed on the basis of such data or information. The Sponsor(s), the Investment Manager, the Trustee or any of their respective directors, employees,
associates or representatives do not assume any responsibility for, or warrant the accuracy, completeness, adequacy and reliability of such data or information. Whilst no action has been solicited based upon the
information provided herein, due care has been taken to ensure that the facts are accurate and opinions given are fair and reasonable, to the extent possible. This information is not intended to be an offer or solicitation
for the purchase or sale of any financial product or instrument. Recipients of this information should rely on information/data arising out of their own investigations. Before making any investments, the readers are
advised to seek independent professional advice, verify the contents in order to arrive at an informed investment decision. None of the Sponsor(s), the Investment Manager, the Trustee, their respective directors,
employees, associates or representatives shall be liable in any way for any direct, indirect, special, incidental, consequential, punitive or exemplary damages, including on account of lost profits arising from the
information contained in this material.
• Nifty May 2021 Futures stood at 15,059.45, a premium of 29.30 points
above the spot closing of 15,030.15. The turnover on NSE’s Futures and
Options segment rose to Rs. 42,83,302.55 crore on May 19, 2021, compared
with Rs. 36,49,247.31 crore on May 18, 2021.
• The Put-Call ratio stood at 0.93 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.25 compared with the previous session’s
close of 1.39.
• Open interest on Nifty Futures stood at 12.31 million, compared with the
previous session’s close of 12.52 million.
• Bond yields were little changed for the second straight session as market
participants focused on the Reserve Bank of India’s (RBI) upcoming auction
to purchase securities under open market operations (OMO).
• Yield on the 10-year benchmark paper (5.85% GS 2030) eased 1 bps to close
at 5.97% from the previous close of 5.98% after moving in a narrow range of
5.96% to 5.99%.
• Data from RBI showed that reserve money grew 17.2% on a yearly basis for
the week ended May 14, 2021 compared to an increase of 9.9% in the same
period of the previous year. The currency in circulation grew 14.2% on a
yearly basis for the week ended May 14, 2021 compared to an increase of
17.2% in the same period of the previous year.
• Banks borrowed Rs. 108 crore under the central bank’s marginal standing
facility on May 18, 2021 compared with Rs. 41 crore borrowing on May 17,
• The Indian rupee weakened against the U.S. dollar due to importers’
• Euro fell against the U.S. dollar as minutes from the latest U.S. Federal
Reserve monetary policy indicated that the U.S. Central Bank may
considering changes to monetary policy based on continued rapid progress
in the economic recovery.
• Gold prices rose as weaker global equity markets and inflation concerns
boosted the safe haven appeal of the bullion.
• Brent crude prices fell on persisting concerns over COVID-19 pandemic in
• Minutes of the U.S. Federal Reserve’s monetary policy review held in Apr
2021 showed that a number of officials suggested that it may consider
changes to monetary policy based on continued rapid progress in the
recovery of the U.S. economy. They are of the view that a reduction in asset
purchases could happen ahead, though there was no timetable. However,
officials largely remained unconcerned about inflationary pressures, which
they see as transitory.
• Final data from Eurostat showed that Eurozone inflation accelerated as
initially estimated to a two-year high in Apr 2021. Inflation rose on a yearly
basis to 1.6% in Apr 2021 from 1.3% in Mar 2021.