FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 5744.90 3974.42 13474.85
Index Options 211743.76 210891.26 66774.07
Stock Futures 30034.63 33769.72 100247.99
Stock Options 4544.68 4616.88 3571.66
Total 252067.97 253252.28 184068.57
Put Call Ratio (OI) 1.46 1.28 0.18
Put Call Ratio(Vol) 1.02 0.98 0.04
01-Dec Wk. Ago Mth. Ago
Call Rate 3.09% 3.07% 3.25% 5.06%
T-Repo 2.93% 2.74% 3.07% 4.90%
Repo 4.00% 4.00% 4.00% 5.15%
Reverse Repo 3.35% 3.35% 3.35% 4.90%
91 Day T-Bill 2.92% 2.87% 3.19% 4.85%
364 Day T-Bill 3.39% 3.40% 3.42% 5.11%
10 Year Gilt 5.91% 5.88% 5.88% 6.47%
G-Sec Vol. (Rs.Cr) 28045 37471 40111 36131
3.40% 3.39% 3.48% 5.25%
3 Month CP Rate 3.18% 3.20% 3.35% 5.30%
5 Year Corp Bond 6.45% 6.37% 6.47% 7.47%
1 Month CD Rate 3.05% 2.95% 3.19% 5.00%
3 Month CD Rate 3.28% 3.09% 3.20% 5.08%
1 Year CD Rate 3.60% 3.58% 3.72% 5.79%
Currency 01-Dec Prev_Day
USD/INR 73.51 73.80 -0.29
GBP/INR 98.24 98.71 -0.46
EURO/INR 87.90 88.02 -0.12
JPY/INR 0.70 0.71 -0.01
Wk Ago Mth. Ago
NYMEX Crude($/bl) 44.49 44.68 35.62 58.07
Brent Crude($/bl) 47.00 46.05 35.76 66.34
Gold( $/oz) 1815 1808 1878 1464
Gold(Rs./10 gm) 48314 48958 50645 37876
Data as on 27 Nov, 2020
Mutual Fund Investments are subject to market risks, read all scheme related documents carefully.
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02 December 2020
Derivative Statistics- Nifty Options
Indian Debt Market
Currency Market Update
Commodity Market Update
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
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• Nifty Dec 2020 Futures stood at 13,143.40, a premium of 34.35 points
above the spot closing of 13,109.05. The turnover on NSE’s Futures and
Options segment rose to Rs. 17,48,724.93 crore on December 01, 2020,
compared with Rs. 15,49,668.30 crore on November 27, 2020.
• The Put-Call ratio stood at 0.95 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.46 compared with the previous session’s
close of 1.28.
• Open interest on Nifty Futures stood at 12.66 million, compared with the
previous session’s close of 12.69 million.
• Bond yields rose as market participants awaited the Monetary Policy
Committee’s meeting schedules this week.
• Yield on the 10-year benchmark paper (5.77% GS 2030) rose 2 bps to close
at 5.93% from the previous close of 5.91% after trading in the range of
5.91% to 5.93%.
• Indian Oil Corporation plans to raise funds by selling commercial papers
maturing within Dec 2020 and will pay a coupon of 3.00% for which it has
received commitments worth around Rs. 500 crore.
• Banks did not borrowed on Nov 27, 2020 under the central bank’s marginal
standing facility compared with Rs. 84 crore on Nov 26, 2020.
• In the last two months, the Indian rupee recorded its largest single-session
increase against the U.S. dollar, supported by aggressive greenback sales by
foreign banks, on behalf of their custodian clients.
• The euro rose and touched near 3-month high against the U.S. dollar on
expectations of more monetary stimulus from the U.S. and a strengthening
recovery elsewhere pushed up riskier currencies.
• Gold prices rose as its safe haven appeal improved on increase in
coronavirus infection cases in U.S. and rising physical demand from India and
• Brent crude prices rose on hopes that a COVID-19 vaccine will lead to swift
• The Organisation for Economic Cooperation and Development has
downgraded global growth outlook for 2021 and targeted for determined
policy action to achieve sustainable and inclusive growth. The world
economy is forecasted to fall 4.2% in 2020 before rebounding 4.2% in 2021.
The agency upgraded its 2020 outlook from -4.5% but lowered the
projection for next year from 5%. The growth is seen at 3.7% in 2022.
• According to a report by the National Association of Realtors, U.S. pending
home sales fell 1.1% to 128.9 in Oct 2020 after falling 2.0% to a revised
130.3 in Sep 2020.
• According to data from IHS Markit, China’s Caixin manufacturing Purchasing
Managers' Index rose to 54.9 in Nov 2020 from 53.6 in Oct 2020.