FII Derivative Trade Statistics 08-Dec
(Rs Cr) Buy
Index Futures 2699.86 3829.65 13844.89
Index Options 209061.83 210363.59 78966.27
Stock Futures 13015.61 13316.63 103486.33
Stock Options 4817.06 4770.70 5637.73
Total 229594.36 232280.57 201935.22
Put Call Ratio (OI) 1.60 1.68 -0.08
Put Call Ratio(Vol) 1.00 1.00 -0.01
08-Dec Wk. Ago Mth. Ago
Call Rate 3.09% 3.09% 3.20% 5.05%
T-Repo 3.13% 2.93% 2.96% 4.89%
Repo 4.00% 4.00% 4.00% 5.15%
Reverse Repo 3.35% 3.35% 3.35% 4.90%
91 Day T-Bill 3.05% 2.92% 3.18% 5.00%
364 Day T-Bill 3.36% 3.39% 3.43% 5.15%
10 Year Gilt 5.94% 5.91% 5.87% 6.67%
G-Sec Vol. (Rs.Cr) 29539 28045 40035 33491
3.36% 3.40% 3.41% 5.20%
3 Month CP Rate 3.30% 3.18% 3.34% 5.55%
5 Year Corp Bond 6.41% 6.45% 6.49% 7.62%
1 Month CD Rate 3.18% 3.05% 3.10% 4.98%
3 Month CD Rate 3.53% 3.28% 3.12% 5.14%
1 Year CD Rate 3.70% 3.60% 3.74% 5.93%
Currency 08-Dec Prev_Day
USD/INR 73.76 73.77 0.00
GBP/INR 98.57 98.93 -0.36
EURO/INR 89.40 89.47 -0.07
JPY/INR 0.71 0.71 0.00
Commodity 08-Dec Wk Ago Mth. Ago
NYMEX Crude($/bl) 45.59 44.49 36.95 59.15
Brent Crude($/bl) 49.30 47.00 37.81 68.34
Gold( $/oz) 1871 1815 1952 1460
Gold(Rs./10 gm) 49671 48314 52192 38032
Data as on 07 Dec, 2020
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 13,428.15, a premium of 35.20 points
above the spot closing of 13,392.95. The turnover on NSE’s Futures and
Options segment rose to Rs. 22,80,190.75 crore on December 08, 2020,
compared with Rs. 18,23,826.19 crore on December 07, 2020.
• The Put-Call ratio stood at 0.9 compared with the previous session’s close of
• The Nifty Put-Call ratio stood at 1.6 compared with the previous session’s
close of 1.68.
• Open interest on Nifty Futures stood at 13.65 million, compared with the
previous session’s close of 13.45 million.
• Bond yields rose at as investors sold bonds as the Reserve Bank of India
failed to announce any open market operation for this week.
• Yield on the 10-year benchmark paper (5.77% GS 2030) rose 2 bps to close
at 5.94% from the previous close of 5.92% after trading in the range of
5.92% to 5.94%.
• Banks borrowed Rs. 96 crore under the central bank’s marginal standing
facility on Dec 07, 2020 as against no borrowing on Dec 04, 2020.
• RBI conducted the auction of state development loans by 13 state
governments for a notified amount of Rs. 11,670 crore of which the
accepted amount stood at Rs. 10,420 crore. Gujarat has not accepted any
amount in the auction. Telangana has accepted an additional amount of Rs.
250 crore. The cut-off yield stood in the range of 5.93% to 6.69%.
• The Indian rupee rose at its fastest pace in the last 10 weeks against the U.S.
dollar, supported by continuous greenback inflows into domestic equity
market. The rupee rose 0.51% to close at 73.52 per dollar from the previous
close of 73.90.
• Euro rose against the U.S. dollar on upbeat Germany’s economic sentiment
data for Jan 2021.
• Gold prices rose as the greenback remained under pressure on expectations
of fresh fiscal stimulus in the U.S.
• Brent crude prices fell as coronavirus infection cases continued to surge in
U.S. and Europe which hit the demand outlook of the commodity.
• Survey data from Sentix showed that Eurozone investor confidence rose to -
2.7 in Dec 2020 from -10.0 in Nov 2020.
• Survey data from the ZEW - Leibniz Centre for European Economic Research
showed that German economic confidence improved significantly in Dec
2020. The ZEW Indicator of Economic Sentiment rose more-than-expected
to 55.0 in Dec 2020 from 39.0 in the previous month.
• Data from Eurostat showed that the gross domestic product of the euro
zone economy grew sharply by 12.5% in the third quarter of 2020 following
a contraction of 11.7% in the second quarter of 2020. On a yearly basis, the
gross domestic product of the euro zone economy fell 4.3% following a
decline of 14.7% in the second quarter of 2020.