FII Derivative Trade Statistics 20-May
(Rs Cr) Buy
Index Futures 3308.82 3160.06 12842.75
Index Options 415168.22 415467.12 139271.87
Stock Futures 11715.79 13141.49 108579.81
Stock Options 19566.29 19650.28 20840.48
Total 449759.12 451418.95 281534.91
Put Call Ratio (OI) 1.09 1.25 -0.15
Put Call Ratio(Vol) 0.94 0.99 -0.05
20-May Wk. Ago Mth. Ago
Call Rate 3.19% 3.31% 3.23% 3.98%
T-Repo 3.29% 3.26% 3.23% 3.05%
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% 3.33% 3.25%
364 Day T-Bill 3.69% 3.72% 3.72% 3.68%
10 Year Gilt 5.97% 6.01% 6.07% 5.77%
G-Sec Vol. (Rs.Cr) 21561 19695 19530 37202
FBIL MIBOR 3.40% 3.44% 3.43% 4.43%
3 Month CP Rate 3.60% 3.60% 3.55% 4.35%
5 Year Corp Bond 6.24% 6.26% 6.61% 7.00%
1 Month CD Rate 3.47% 3.37% 3.23% 3.75%
3 Month CD Rate 3.38% 3.37% 3.35% 3.50%
1 Year CD Rate 4.12% 4.14% 3.99% 4.66%
Currency 20-May Prev_Day
USD/INR 73.12 72.97 0.15
GBP/INR 103.28 103.50 -0.23
EURO/INR 89.13 89.32 -0.19
JPY/INR 0.67 0.67 0.00
Commodity 20-May Wk Ago Mth. Ago
NYMEX Crude($/bl) 61.90 63.77 62.56 33.06
Brent Crude($/bl) 67.20 68.65 64.44 34.39
Gold( $/oz) 1877 1827 1777 1749
Gold(Rs./10 gm) 47569 47569 47314 40989
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 14,933.25, a premium of 27.20 points
above the spot closing of 14,906.05. The turnover on NSE’s Futures and
Options segment rose to Rs. 81,72,082.82 crore on May 20, 2021, compared
with Rs. 42,83,302.55 crore on May 19, 2021.
• The Put-Call ratio stood at 0.88 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.09 compared with the previous session’s
close of 1.25.
• Open interest on Nifty Futures stood at 12.25 million, compared with the
previous session’s close of 12.31 million.
• Bond yields were almost steady as market participants remained wary of
taking any positions ahead of the weekly government securities auction.
• Yield on the 10-year benchmark paper (5.85% GS 2030) inched down 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 money supply increased at an annualized rate of
10.2% in the fortnight ending May 07, 2021, compared with an increase of
11.5% a year earlier. The currency with the public increased 14.8% during
the same fortnight compared with an increase of 16.8% a year earlier.
• Banks did not borrowed under the central bank’s marginal standing facility
on May 19, 2021 compared with Rs. 108 crore borrowing on May 18, 2021.
• The Indian rupee inched up against the U.S. dollar, as greenback inflows
neutralised the negative effect of importer hedging amid the U.S. Federal
Reserve’s bond taper concerns.
• Euro rose against the U.S. dollar as market participants were of the view that
the U.S. Federal Reserve would continue to keep interest rates at lower
levels for an extended period of time.
• Gold prices rose as market participants were of the view that the U.S.
Federal Reserve would continue to keep interest rates at lower levels
despite talks about tapering.
• Brent crude prices were almost steady amid reports that progress was made
towards a deal to lift sanctions on Iran, which could boost crude supply.
• People’s Bank of China kept one-year loan prime rate was maintained at
3.85% and the five-year loan prime rate was kept unchanged at 4.65%.
Policymakers are focusing on addressing financial vulnerabilities now that
the economy is well above its pre-virus trajectory. However, there are few
indications that these initiatives will include policy rate increase. As a result,
even if rates remain unchanged, tighter lending conditions will become a
growing headwind for the economy in the coming quarters.
• According to data from Eurostat, eurozone’s construction output rose 2.7%
MoM in Mar 2021 as against 2% fall in Feb 2021. On a yearly basis, the
construction output rose 18.3% in Mar as against 5.4% fall in Feb.