FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 4472.34 4181.42 12254.30
Index Options 225212.94 225740.32 76407.91
Stock Futures 13058.27 13421.53 104451.76
Stock Options 5709.74 5773.92 6724.66
Total 248453.29 249117.19 199838.63
Put Call Ratio (OI) 1.47 1.52 -0.04
Put Call Ratio(Vol) 1.00 1.04 -0.04
14-Dec Wk. Ago Mth. Ago
Call Rate 3.15% 3.02% 3.21% 4.97%
T-Repo 3.06% 3.05% 2.62% 4.78%
Repo 4.00% 4.00% 4.00% 5.15%
Reverse Repo 3.35% 3.35% 3.35% 4.90%
91 Day T-Bill 3.15% 2.97% 3.05% 5.00%
364 Day T-Bill 3.38% 3.36% 3.44% 5.24%
10 Year Gilt 5.95% 5.92% 5.90% 6.79%
G-Sec Vol. (Rs.Cr) 23523 26573 32529 30233
3.48% 3.36% 3.41% 5.15%
3 Month CP Rate 3.35% 3.30% 3.28% 5.37%
5 Year Corp Bond 6.32% 6.39% 6.46% 7.90%
1 Month CD Rate 3.10% 3.05% 3.09% 4.91%
3 Month CD Rate 3.09% 3.32% 3.07% 5.06%
1 Year CD Rate 3.72% 3.61% 3.74% 5.82%
Currency 14-Dec Prev_Day
USD/INR 73.54 73.59 -0.05
GBP/INR 98.01 98.00 0.00
EURO/INR 89.30 89.47 -0.17
JPY/INR 0.71 0.71 0.00
Wk Ago Mth. Ago
NYMEX Crude($/bl) 46.97 45.67 39.91 60.06
Brent Crude($/bl) 50.02 49.29 41.19 69.28
Gold( $/oz) 1827 1864 1888 1476
Gold(Rs./10 gm) 48695 49059 50738 37691
Data as on 11 Dec, 2020
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15 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 13,571.60, a premium of 13.45 points
above the spot closing of 13,558.15. The turnover on NSE’s Futures and
Options segment fell to Rs. 16,50,943.80 crore on December 14, 2020,
compared with Rs. 18,01,927.52 crore on December 11, 2020.
• The Put-Call ratio stood at 0.93 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.47 compared with the previous session’s
close of 1.52.
• Open interest on Nifty Futures stood at 13.45 million, compared with the
previous session’s close of 13.53 million.
• Bond yields inched down as market participants resorted to bargain
hunting. However, further gains were capped as market participants
preferred to exercise caution and remain on the sidelines as they awaited
the retail inflation data for Nov 2020 which was released after market
• Yield on the 10-year benchmark paper (5.77% GS 2030) inched down 1 bps
to close at 5.95% from the previous close of 5.96% after trading in the
range of 5.93% to 5.97%.
• RBI announced the auction of four dated securities namely 4.48% GS 2023,
GoI FRB 2033, 6.22% GS 2035 and 6.67% GS 2050 for a notified amount of
Rs. 22,000 crore. The auction would be carried out on Dec 18, 2020.
• The Indian rupee in the spot trade rose against the greenback following
gains in the domestic equity market as positive development in COVID-19
vaccine fuelled expectations of a global economic recovery.
• The euro rose against the greenback as renewed hopes of a Brexit deal,
launch of a nationwide COVID-19 vaccine campaign in U.S. and expectations
of a U.S. coronavirus relief package improved the investor risk sentiment.
• Gold prices fell following the rollout of a COVID-19 vaccine in the U.S.
• Brent crude prices fell as signs of rising oil supply weighed on the market
• According to data from Eurostat, eurozone industrial production rose 2.1%
MoM in Oct 2020 as against 0.1% rise seen in Sep 2020. On a yearly basis,
industrial production fell 3.8% in Oct as against 6.3% fell in Sep 2020.
• According to data from the Ministry of Economy, Trade and Industry,
Japan’s Industrial production grew a seasonally adjusted 4.0% MoM in Oct
2020. On a yearly basis, industrial production fell 3.0% in Oct 2020.
• According to data released by Destatis, Germany’s wholesale prices fell 1.7%
YoY in Nov 2020 as against 1.9% decrease in Oct 2020. On a monthly basis,
wholesale prices rose 0.1% as against 0.2% fall in Oct 2020.