FII Derivative Trade Statistics 28-Dec
(Rs Cr) Buy
Index Futures 4180.55 3078.34 15865.30
Index Options 535967.08 535187.64 77655.80
Stock Futures 16135.84 16162.78 101890.37
Stock Options 9731.66 9822.13 8718.88
Total 566015.13 564250.89 204130.35
Put Call Ratio (OI) 1.69 1.58 0.11
Put Call Ratio(Vol) 1.08 1.18 -0.10
28-Dec Wk. Ago Mth. Ago
Call Rate 3.20% 3.24% 3.13% 5.11%
T-Repo 3.16% 3.24% 2.88% 4.50%
Repo 4.00% 4.00% 4.00% 5.15%
Reverse Repo 3.35% 3.35% 3.35% 4.90%
91 Day T-Bill 3.09% 3.10% 2.89% 4.90%
364 Day T-Bill 3.43% 3.38% 3.33% 5.26%
10 Year Gilt 5.93% 5.96% 5.89% 6.51%
G-Sec Vol. (Rs.Cr) 11519 24545 45782 42216
3.45% 3.44% 3.40% 5.25%
3 Month CP Rate 3.30% 3.35% 3.15% 5.40%
5 Year Corp Bond 6.36% 6.33% 6.39% 7.77%
1 Month CD Rate 3.13% 3.17% 2.98% 4.95%
3 Month CD Rate 3.09% 3.10% 3.22% 5.10%
1 Year CD Rate 3.77% 3.75% 3.57% 6.05%
Currency 28-Dec Prev_Day
USD/INR 73.59 73.58 0.00
GBP/INR 99.84 99.75 0.09
EURO/INR 89.95 89.81 0.14
JPY/INR 0.71 0.71 0.00
Commodity 28-Dec Wk Ago Mth. Ago
NYMEX Crude($/bl) 47.47 47.74 45.55 61.73
50.43 50.36 46.06 70.65
Gold( $/oz) 1871 1876 1788 1510
Gold(Rs./10 gm) 49866 50115 48778 38791
Data as on 24 Dec, 2020
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Derivative Statistics- Nifty Options
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 party sources
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information contained in this material.
• Nifty Dec 2020 Futures stood at 13,890.55, a premium of 17.35 points
above the spot closing of 13,873.20. The turnover on NSE’s Futures and
Options segment fell to Rs. 16,39,885.01 crore on December 28, 2020,
compared with Rs. 61,17,110.89 crore on December 24, 2020.
• The Put-Call ratio stood at 0.95 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.69 compared with the previous session’s
close of 1.58.
• Open interest on Nifty Futures stood at 14.27 million, compared with the
previous session’s close of 13.89 million.
• Bond yields almost steady as market participants awaited special open
market operation (OMO) by the Reserve Bank of India, due in this week.
• Yield on the 10-year benchmark paper (5.77% GS 2030) remained
unchanged at 5.93% from the previous close of after trading in the range of
5.92% to 5.93%.
• Banks borrowed Rs. 50 crore under the central bank’s marginal standing
facility on Dec 24, compared to Rs. 3 crore borrowing on Dec 23.
• RBI announced the auction of four government securities- 4.48% GS 2023,
GoI FRB 2033, 6.22% GS 2035 and 6.67% GS 2050 for an aggregate amount
of Rs. 22,000 crore on Jan 01, 2021.
• The Indian rupee was almost steady in lower volume trading session as likely
intervention by Reserve Bank of India (RBI) to buy greenback through state-
run banks neutralised weakness U.S. dollar index.
• The euro gained against the U.S. dollar as risk sentiment was boosted by
Britain reaching a trade deal with the European Union.
• Gold prices rose as the U.S. dollar came under pressure after the U.S.
President into law a $2.3 trillion pandemic aid package.
• Brent crude prices fell on concerns over a new variant of the novel
• According to data from the National Bureau of Statistics, China's industrial
profits increased 15.5% YoY in Nov 2020 following 28.2% rise in Oct 2020.
During Jan 2020 to Nov 2020, profits of industrial firms rose 2.4% from the
same period last year.
• According to the data released by the statistical office INE, Spain retail sales
fell 4.3% YoY in Nov 2020 as against 3% fall in Oct 2020.
• According to the Ministry of Economy, Trade and Industry, Japan’s industrial
output remained flat on a seasonally adjusted basis in Nov 2020 following
the 4.0% gain in Oct 2020. On a yearly basis, industrial production fell 3.4%
as against 3% fall in the previous month.