FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 2557.61 3868.33 12850.24
Index Options 578602.60 573065.80 65818.31
Stock Futures 12302.70 13481.91 104148.57
Stock Options 4384.82 4469.45 6388.44
Total 597847.73 594885.49 189205.56
Put Call Ratio (OI) 1.52 1.52 0.00
Put Call Ratio(Vol) 1.04 1.09 -0.05
11-Dec Wk. Ago Mth. Ago
Call Rate 3.13% 3.06% 3.18% 5.00%
T-Repo 3.08% 3.00% 2.93% 4.58%
Repo 4.00% 4.00% 4.00% 5.15%
Reverse Repo 3.35% 3.35% 3.35% 4.90%
91 Day T-Bill 3.00% 2.97% 3.14% 4.98%
364 Day T-Bill 3.40% 3.36% 3.43% 5.19%
10 Year Gilt 5.93% 5.90% 5.90% 6.77%
G-Sec Vol. (Rs.Cr) 45292 34649 21241 31334
FBIL MIBOR 3.48% 3.35% 3.43% 5.19%
3 Month CP Rate 3.35% 3.30% 3.34% 5.40%
5 Year Corp Bond 6.36% 6.37% 6.46% 7.77%
1 Month CD Rate 3.13% 3.07% 3.14% 4.86%
3 Month CD Rate 3.09% 3.30% 3.19% 5.09%
1 Year CD Rate 3.76% 3.61% 3.72% 5.90%
Currency 11-Dec Prev_Day
USD/INR 73.59 73.67 -0.08
GBP/INR 98.00 98.40 -0.39
EURO/INR 89.47 89.08 0.39
JPY/INR 0.71 0.71 0.00
Commodity 11-Dec Wk Ago
NYMEX Crude($/bl) 46.54 46.18 41.21 58.69
Brent Crude($/bl) 50.73 49.27 42.59 67.21
Gold( $/oz) 1839 1838 1865 1475
Gold(Rs./10 gm) 48985 49153 50530 37631
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
14 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
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
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
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 &
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,
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
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
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
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
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 13,518.35, a premium of 4.50 points above
the spot closing of 13,513.85. The turnover on NSE’s Futures and Options
segment fell to Rs. 18,01,927.52 crore on December 11, 2020, compared
with Rs. 58,52,495.97 crore on December 10, 2020.
• The Put-Call ratio stood at 0.95 compared with the previous session’s close
• The Nifty Put-Call ratio remained unchanged compared with the previous
session’s close of 1.52.
• Open interest on Nifty Futures stood at 13.53 million, compared with the
previous session’s close of 13.24 million.
• Bond yields rose even as the delayed announcement of a special open
market operation (OMO) next week failed to enthuse market participants.
• Yield on the 10-year benchmark paper (5.77% GS 2030) rose 4 bps to close
at 5.96% from the previous close of 5.92% after trading in the range of
5.91% to 5.96%.
• RBI announced the auction of 91 days, 182 days and 364 days Treasury Bills
auction for a notified amount of Rs. 9,000, Rs. 3,000 and Rs. 4,000 crore,
respectively on Dec 16, 2020.
• Banks borrowed Rs. 35 crore under the central bank’s marginal standing
facility on Dec 10 as against Rs. 2 crore borrowing on Dec 09, 2020.
• The Indian rupee in spot trade was almost steady against the U.S. dollar as
rise due to persistent foreign inflows into equity market neutralized
downside due to intervention by Reserve Bank of India (RBI) amid buying of
greenback through state run banks.
• Euro fell against the U.S. dollar as Brexit worries added to the delays facing
a new U.S. fiscal stimulus.
• Gold prices rose on hopes of an imminent U.S. COVID-19 relief package.
• Brent crude prices inched down as increases in the number of new
coronavirus infections and deaths around the world kept market sentiments
• A preliminary report from the University of Michigan showed that the U.S.
consumer sentiment rose to 81.4 in Dec 2020 from 76.9 in Nov 2020.
• According to the Financial Policy Committee of the Bank of England, the
banking system in U.K. is resilient and has the capacity to provide support to
households and businesses even if economic outcomes are considerably
worse than expected.
• Bundesbank said in its semi-annual report projected that the economy of
Germany may contract 5.5% in 2020, lower than a contraction of 7.1%
projected in Jun 2020. However, Bundesbank expects the economy of
Germany to witness a growth of 3% and 4.5% in 2021 and 2022.