FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 3952.25 3354.59 13769.60
Index Options 239570.42 239636.51 81311.42
Stock Futures 11773.75 12365.08 104104.72
Stock Options 4304.07 4175.58 6072.10
Total 259600.49 259531.76 205257.84
Put Call Ratio (OI) 1.52 1.73 -0.21
Put Call Ratio(Vol) 1.09 1.12 -0.03
10-Dec Wk. Ago Mth. Ago
Call Rate 3.16% 3.09% 3.13% 5.00%
T-Repo 3.18% 2.98% 3.00% 4.75%
Repo 4.00% 4.00% 4.00% 5.15%
Reverse Repo 3.35% 3.35% 3.35% 4.90%
91 Day T-Bill 3.06% 3.06% 3.08% 5.00%
364 Day T-Bill 3.39% 3.40% 3.46% 5.18%
10 Year Gilt 5.92% 5.93% 5.92% 6.71%
G-Sec Vol. (Rs.Cr) 21992 34649 30043 38431
3.46% 3.36% 3.43% 5.19%
3 Month CP Rate 3.35% 3.30% 3.34% 5.40%
5 Year Corp Bond 6.33% 6.44% 6.54% 7.67%
1 Month CD Rate 3.10% 3.05% 3.18% 4.97%
3 Month CD Rate 3.41% 3.39% 3.16% 5.12%
1 Year CD Rate 3.75% 3.66% 3.75% 5.86%
Currency 10-Dec Prev_Day
USD/INR 73.67 73.59 0.08
GBP/INR 98.40 98.55 -0.15
EURO/INR 89.08 89.37 -0.29
JPY/INR 0.71 0.71 0.00
Wk Ago Mth. Ago
NYMEX Crude($/bl) 46.71 45.60 41.16 59.17
Brent Crude($/bl) 51.64 48.22 41.18 68.41
Gold( $/oz) 1835 1840 1877 1464
Gold(Rs./10 gm) 49049 49361 50446 37590
Data as on 09 Dec, 2020
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11 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 13,524.35, a premium of 46.05 points
above the spot closing of 13,478.30. The turnover on NSE’s Futures and
Options segment rose to Rs. 58,52,495.97 crore on December 10, 2020,
compared with Rs. 26,16,664.62 crore on December 09, 2020.
• The Put-Call ratio stood at 1.03 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.52 compared with the previous session’s
close of 1.73.
• Open interest on Nifty Futures stood at 13.24 million, compared with the
previous session’s close of 14 million.
• Bond yields remained steady as investors restrained from taking any sides as
they expected Reserve Bank of India to announce open market operation
after market hours.
• Yield on the 10-year benchmark paper (5.77% GS 2030) stood at 5.92% same
the previous close of after trading in the range of 5.90% to 5.92%.
• Banks borrowed Rs. 2 crore under the central bank’s marginal standing
facility on Dec 09 as against no borrowing on Dec 08, 2020.
• RBI announced to conduct the auction of four government securities- 3.96%
GS 2022, 5.15% GS 2025, 5.85% GS 2030 and 6.80% GS 2060 for a notified
amount of Rs. 28,000 crore on Dec 11, 2020.
• The Indian rupee in spot trade weakened for the second straight session
against the U.S. dollar as lack of progress on a fiscal stimulus bill in the U.S.,
dampened regional risk appetite.
• Euro rose against the U.S. dollar after the European Central Bank unveiled
fresh stimulus measures which was in line with expectations.
• Gold prices fell as optimism over COVID-19 vaccine developments
dampened the safe haven appeal of the yellow metal.
• Brent crude prices rose on optimism over COVID-19 vaccine developments.
• The European Central Bank (ECB) in its monetary policy review increased the
size of asset purchases under it pandemic emergency purchase program, or
PEPP, by €500 billion to a total of €1,850 billion.
• ECB projected the annual real gross domestic product (GDP) growth of
euro zone economy at -7.3% in 2020, 3.9% in 2021, 4.2% in 2022 and 2.1%
in 2023. ECB expects the GDP to decline by 2.2% in the fourth quarter of
2020 and rebound marginally in the first quarter of 2021.
• Data from the U.S. Labour Department showed that initial jobless claims in
U.S. for the week ended Dec 5 increased by 137,000 to 853,000 from the
previous week's revised level of 716,000 (712,000 originally reported for the