FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 3536.16 3860.26 13621.99
Index Options 240287.77 240972.18 75739.30
Stock Futures 13574.08 13555.20 104151.53
Stock Options 5706.63 5711.27 5969.52
Total 263104.64 264098.91 199482.34
Put Call Ratio (OI) 1.73 1.60 0.13
Put Call Ratio(Vol) 1.12 1.00 0.13
09-Dec Wk. Ago Mth. Ago
Call Rate 3.15% 3.09% 3.20% 5.01%
T-Repo 3.20% 2.97% 2.98% 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 3.09% 3.05% 3.08% 5.01%
364 Day T-Bill 3.43% 3.38% 3.46% 5.15%
10 Year Gilt 5.92% 5.92% 5.88% 6.67%
G-Sec Vol. (Rs.Cr) 37985 28178 21089 23254
3.43% 3.39% 3.44% 5.20%
3 Month CP Rate 3.35% 3.20% 3.34% 5.45%
5 Year Corp Bond 6.36% 6.44% 6.51% 7.63%
1 Month CD Rate 3.12% 3.07% 3.13% 4.91%
3 Month CD Rate 3.43% 3.37% 3.18% 5.07%
1 Year CD Rate 3.77% 3.65% 3.74% 5.80%
Currency 09-Dec Prev_Day
USD/INR 73.59 73.76 -0.17
GBP/INR 98.55 98.57 -0.02
EURO/INR 89.37 89.40 -0.03
JPY/INR 0.71 0.71 0.00
Wk Ago Mth. Ago
NYMEX Crude($/bl) 45.43 45.18 40.03 58.94
Brent Crude($/bl) 49.38 47.79 40.68 68.28
Gold( $/oz) 1839 1831 1862 1462
Gold(Rs./10 gm) 49505 48973 52280 37650
Data as on 08 Dec, 2020
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10 December 2020
Derivative Statistics- Nifty Options
Indian Debt Market
Currency Market Update
Commodity Market Update
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• Nifty Dec 2020 Futures stood at 13,567.70, a premium of 38.60 points
above the spot closing of 13,529.10. The turnover on NSE’s Futures and
Options segment rose to Rs. 26,16,664.62 crore on December 09, 2020,
compared with Rs. 22,80,190.75 crore on December 08, 2020.
• The Put-Call ratio stood at 0.97 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.73 compared with the previous session’s
close of 1.6.
• Open interest on Nifty Futures stood at 14 million, compared with the
previous session’s close of 13.65 million.
• Bond yields fell following media reports that in order to support
development, New Delhi is considering recommending a loosening of the
Reserve Bank of India’s inflation target.
• Yield on the 10-year benchmark paper (5.77% GS 2030) fell 2 bps to close at
5.92% from the previous close of 5.94% after trading in the range of 5.90%
• Banks did not borrow under the central bank’s marginal standing facility on
Dec 07 and Dec 08, 2020.
• RBI conducted the auction of 91 days, 182 days and 364 days Treasury bills
auction for a notified amount of Rs. 9,000 crore, Rs. 3,000 crore and Rs.
4,000 crore, respectively, which was completely accepted. The cut-off stood
at Rs. 99.2308 (YTM: 3.1092%), Rs. 98.3555 (YTM: 3.3532%) and Rs. 96.6741
(YTM: 3.4498%), respectively.
• The Indian rupee in the spot trade weakened against the U.S. dollar on
expectations that the Reserve Bank of India (RBI) will continue greenback
purchases, which pushed market participants to lower their long positions
on the domestic currency.
• Euro weakened against the greenback as market participants tracked
negotiations over U.S. coronavirus aid.
• Gold prices fell as optimism over COVID-19 vaccine developments fuelled
hopes of a speedy economic recovery which dampened the safe haven
appeal of the yellow metal.
• Brent crude prices rose on optimism over COVID-19 vaccine developments.
• Data from the Cabinet Office showed that core machinery orders of Japan
surged 17.1% on a monthly basis in Oct 2020 following a fall of 4.4% in Sep
2020. On a yearly basis, core machinery orders grew 2.8% in Oct 2020
following a fall of 11.5% in the previous month.
• Data from Destatis showed that exports from Germany slowed more than
expected in Oct 2020. Exports grew 0.8% on a monthly basis in Oct 2020
following a 2.3% increase in Sep 2020. Imports grew 0.3% on a monthly
basis in Oct 2020 following a 0.2% rise in Sep 2020. As a result, the trade
surplus rose to a seasonally adjusted €18.2 billion from €17.6 billion in the