FII Derivative Trade Statistics 04-Dec
(Rs Cr) Buy
Index Futures 3319.68 3144.11 14427.39
Index Options 515481.63 515130.09 60870.22
Stock Futures 16086.34 15551.96 101714.13
Stock Options 4315.01 4365.47 4769.71
Total 539202.66 538191.63 181781.45
Put Call Ratio (OI) 1.57 1.38 0.19
Put Call Ratio(Vol) 1.03 1.12 -0.10
04-Dec Wk. Ago Mth. Ago
Call Rate 3.06% 3.13% 3.16% 5.02%
T-Repo 3.00% 2.88% 2.96% 4.73%
Repo 4.00% 4.00% 4.00% 5.15%
Reverse Repo 3.35% 3.35% 3.35% 4.90%
91 Day T-Bill 2.97% 2.89% 3.17% 4.90%
364 Day T-Bill 3.36% 3.33% 3.43% 5.08%
10 Year Gilt 5.90% 5.89% 5.88% 6.47%
G-Sec Vol. (Rs.Cr) 34649 45782 20990 39049
FBIL MIBOR 3.35% 3.40% 3.40% 5.19%
3 Month CP Rate 3.30% 3.15% 3.35% 5.25%
5 Year Corp Bond 6.37% 6.39% 6.48% 7.39%
1 Month CD Rate 3.07% 2.98% 3.14% 4.84%
3 Month CD Rate 3.30% 3.22% 3.19% 5.01%
1 Year CD Rate 3.61% 3.57% 3.72% 5.76%
Currency 04-Dec Prev_Day
USD/INR 73.74 73.89 -0.15
GBP/INR 99.26 98.93 0.33
EURO/INR 89.64 89.55 0.09
JPY/INR 0.71 0.71 0.00
Commodity 04-Dec Wk Ago Mth. Ago
NYMEX Crude($/bl) 46.18 45.55 38.95 58.41
Brent Crude($/bl) 49.27 46.06 38.48 67.09
Gold( $/oz) 1838 1788 1903 1474
Gold(Rs./10 gm) 49153 48778 51069 38162
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, affiliates 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, affiliates 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 Dec 2020 Futures stood at 13,311.60, a premium of 53.05 points
above the spot closing of 13,258.55. The turnover on NSE’s Futures and
Options segment fell to Rs. 18,03,469.56 crore on December 04, 2020,
compared with Rs. 49,24,536.60 crore on December 03, 2020.
• The Put-Call ratio stood at 0.87 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.57 compared with the previous session’s
close of 1.38.
• Open interest on Nifty Futures stood at 13.6 million, compared with the
previous session’s close of 12.86 million.
• Bond yields fell as many market participants had expected some liquidity-
absorbing measure from the Reserve Bank of India (RBI). Meanwhile,
Monetary Policy Committee (MPC) maintained its status quo on the key
• Yield on the 10-year benchmark paper (5.77% GS 2030) fell 3 bps to close at
5.90% from the previous close of 5.93% after trading in the range of 5.89%
• RBI announced the auction of 91 days, 182 days and 364 days Treasury Bills
for a notified amount of Rs. 9,000 crore, Rs. 3,000 crore and Rs. 4,000 crore,
respectively on Dec 09, 2020.
• Banks borrowed Rs. 8 crore on Dec 03, 2020 under the central bank’s
marginal standing facility compared with nil borrowing on Dec 02, 2020.
• The Indian rupee gained against the U.S. dollar, supported by a broad
greenback fall and robust portfolio flows. However, intervention by the
Reserve Bank of India (RBI) through dollar buying by state-run banks
• Euro rose against the U.S. dollar as market participants anticipated the
greenback to fall and that the worst of the COVID-19 pandemic may be over
• Gold prices fell on profit booking.
• Brent crude prices rose as major oil producers came to an agreement to
continue some cuts to production to cope with coronavirus-hit demand
even though they agreed to increase output slightly from Jan 2020.
• According to the Labor Department, U.S. non-farm payroll employment rose
by 245,000 jobs in Nov 2020 after increasing by a downwardly revised
610,000 jobs in Oct 2020. Despite the weaker than expected job growth,
the unemployment rate dipped to 6.7% in Nov from 6.9% in Oct.
• According to the Destatis, Germany’s factory orders grew 2.9 percent on
month in Oct 2020 as against 1.1% rise in Sep 2020. Domestic and foreign
orders rose 2.4% and 3.2%, respectively in Oct.
• According to the Institute for Supply Management, U.S. services Purchasing
Manager’s Index (PMI) fell to 55.9 in Nov 2020 after dipping to 56.6 in Oct
2020. However, the ISM said the employment index rose to 51.5 in Nov from
50.1 in Oct.