FII Derivative Trade Statistics 24-Dec
(Rs Cr) Buy
Index Futures 2903.85 4282.84 14909.16
Index Options 331499.81 331552.04 95592.10
Stock Futures 14668.95 14478.78 100813.26
Stock Options 8132.62 8107.87 8347.04
Total 357205.23 358421.53 219661.56
Put Call Ratio (OI) 1.58 1.45 0.13
Put Call Ratio(Vol) 1.18 1.00 0.18
24-Dec Wk. Ago Mth. Ago
Call Rate 3.23% 3.22% 3.12% 5.12%
T-Repo 3.17% 3.23% 2.67% 4.79%
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% 3.10% 2.87% 5.02%
364 Day T-Bill 3.45% 3.41% 3.40% 5.29%
10 Year Gilt 5.93% 5.96% 5.89% 6.58%
G-Sec Vol. (Rs.Cr) 33530 23604 42649 26181
FBIL MIBOR 3.45% 3.40% 3.39% 5.25%
3 Month CP Rate 3.30% 3.35% 3.20% 5.40%
5 Year Corp Bond 6.37% 6.30% 6.38% 7.68%
1 Month CD Rate 3.15% 3.09% 2.90% 5.08%
3 Month CD Rate 3.10% 3.09% 2.95% 5.07%
1 Year CD Rate 3.79% 3.74% 3.64% 6.01%
Currency 24-Dec Prev_Day
USD/INR 73.58 73.81 -0.23
GBP/INR 99.75 98.99 0.77
EURO/INR 89.81 89.93 -0.13
JPY/INR 0.71 0.71 0.00
Commodity 25-Dec Wk Ago Mth. Ago
50.43 52.54 46.07 71.10
Gold( $/oz) 1876 1881 1805 1499
49787 49939 48947 38297
Data as on 24 Dec, 2020
Mutual Fund Investments are subject to market risks, read all scheme related documents carefully.
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Derivative Statistics- Nifty Options
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• Nifty Dec 2020 Futures stood at 13,763.75, a premium of 14.50 points
above the spot closing of 13,749.25. The turnover on NSE’s Futures and
Options segment rose to Rs. 61,17,110.89 crore on December 24, 2020,
compared with Rs. 28,84,493.46 crore on December 23, 2020.
• The Put-Call ratio stood at 1.03 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.58 compared with the previous session’s
close of 1.45.
• Open interest on Nifty Futures stood at 13.89 million, compared with the
previous session’s close of 13.57 million.
• Bond yields fell as the Reserve Bank of India did not accept any bids for new
10-year 5.85% 2030 paper at auction.
• Yield on the 10-year benchmark paper (5.77% GS 2030) fell 2 bps to 5.93%
from the previous close of 5.95% after trading in the range of 5.93% to
• Banks borrowed Rs. 3 crore under the central bank’s marginal standing
facility on Dec 23, compared to that of no borrowing on Dec 22.
• The Indian rupee rose and witnessed its biggest single day gain in over two
weeks due to dollar sales by foreign banks along with equity portfolio flows.
• Euro rose marginally against the U.S. dollar after Britain and the European
Union struck a narrow Brexit trade deal.
• Gold prices fell amid reports that Britain and European Union have reached
a post-Brexit trade agreement.
• Brent crude prices fell as lingering worries over a new variant of the novel
coronavirus weighed on the market sentiment.
• According to media reports, Britain and European Union have agreed on a
Brexit trade deal.
• Data from the University of Michigan showed that the U.S. consumer
sentiment index for Dec 2020 was downwardly revised to 80.7 from the
previously reported 81.4.
• The Monetary Policy Committee of the Central Bank of the Republic of
Turkey decided to increase the key one-week repo rate sharply by 200 bps
to 17% from 15%. The objective of the move was to bring down inflation
from double digits and maintain price stability.
• Data from the Society of Motor Manufacturers and Traders showed that UK
car production declined in Nov 2020. Car manufacturing came down 1.4%
annually to 106,243 units in Nov 2020.