FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 3869.40 4065.91 15320.23
Index Options 183712.63 181318.58 85226.66
Stock Futures 14259.54 14651.09 104859.74
Stock Options 6905.56 6953.97 8289.47
Total 208747.13 206989.55 213696.10
Put Call Ratio (OI) 1.12 1.62 -0.50
Put Call Ratio(Vol) 0.97 1.01 -0.03
21-Dec Wk. Ago Mth. Ago
Call Rate 3.24% 3.15% 3.16% 5.09%
T-Repo 3.24% 3.06% 2.73% 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 3.10% 3.15% 2.86% 5.00%
364 Day T-Bill 3.38% 3.38% 3.40% 5.17%
10 Year Gilt 5.96% 5.95% 5.88% 6.60%
G-Sec Vol. (Rs.Cr) 24545 23523 37873 61012
3.40% 3.47% 3.36% 5.23%
3 Month CP Rate 3.35% 3.35% 3.18% 5.40%
5 Year Corp Bond 6.33% 6.32% 6.38% 7.68%
1 Month CD Rate 3.17% 3.10% 2.92% 5.08%
3 Month CD Rate 3.10% 3.09% 3.05% 5.13%
1 Year CD Rate 3.75% 3.72% 3.67% 6.04%
Currency 21-Dec Prev_Day
USD/INR 73.65 73.51 0.14
GBP/INR 98.35 99.50 -1.15
EURO/INR 89.75 90.03 -0.28
JPY/INR 0.71 0.71 0.00
Wk Ago Mth. Ago
NYMEX Crude($/bl) 47.74 46.97 41.97 60.38
Brent Crude($/bl) 50.36 50.02 42.81 70.50
Gold( $/oz) 1876 1827 1870 1478
Gold(Rs./10 gm) 50115 48695 50199 37957
Data as on 18 Dec, 2020
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22 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 13,329.75, a premium of 1.35 points above
the spot closing of 13,328.40. The turnover on NSE’s Futures and Options
segment rose to Rs. 33,11,832.38 crore on December 21, 2020, compared
with Rs. 15,96,153.71 crore on December 18, 2020.
• The Put-Call ratio stood at 0.97 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.12 compared with the previous session’s
close of 1.62.
• Open interest on Nifty Futures stood at 13.65 million, compared with the
previous session’s close of 15.04 million.
• Bond yields remained unchanged as market participants restrained from
taking any major step after the members of Monetary Policy Committee
raised inflation concerns in the minutes of the Dec 2020 meeting.
• Yield on the 10-year benchmark paper (5.77% GS 2030) stood steady at
5.96% same as previous close after trading in the range of 5.95% to 5.97%.
• Banks borrowed Rs. 1 crore under the central bank’s marginal standing
facility on Dec 18, compared to that of Dec 17 when banks borrowed Rs. 21
• The Indian rupee recorded its biggest single day decline since Nov 12, 2020
against the U.S. dollar, on diminishing risk appetite in the region after new
covid-19 virus-related lockdowns in the U.K.
• Euro fell against the U.S. dollar as market participants turned to safe haven
currencies after a fast-spreading new coronavirus strain lead to lockdown in
the U.K. and disrupted international freight.
• Gold prices fell as fears of a new coronavirus strain strengthened the safe
• Brent crude prices fell as a fast-spreading new coronavirus strain led to
tighter restrictions in Europe which hurt the demand outlook of the
• According to the Conference Board, U.S Leading economic index improved
0.6% in Nov 2020, slower than 0.8% rise in the previous month.
• As per the monthly Distributive Trades Survey data from the Confederation
of British Industry, U.K. retailers expect sales to fall in Jan 2021 after broadly
stabilizing in Dec 2020. The retail sales balance declined to -3% in the
reported month from -25% in Nov 2020.
• China's central bank kept 1 year and the 5-year loan prime rates were
maintained steady at 3.85% and 4.65%, respectively as the economy
continued to recover strongly from the coronavirus driven downturn.
• Hong Kong's composite consumer price index eased 0.2% YoY in Nov 2020,
similar as seen in the prior month. This is the fifth consecutive decline in Nov