FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 3193.03 3369.49 13681.96
Index Options 293100.54 295031.14 68821.75
Stock Futures 11845.92 11957.27 97971.49
Stock Options 5829.28 5896.54 7651.61
Total 313968.77 316254.44 188126.81
Put Call Ratio (OI) 1.25 1.62 -0.37
Put Call Ratio(Vol) 1.08 0.96 0.12
06-Jan Wk. Ago Mth. Ago
Call Rate 3.16% 3.25% 3.06% 4.90%
T-Repo 3.10% 2.99% 3.00% 3.95%
Repo 4.00% 4.00% 4.00% 5.15%
Reverse Repo 3.35% 3.35% 3.35% 4.90%
91 Day T-Bill 3.03% 3.06% 2.97% 4.86%
364 Day T-Bill 3.45% 3.44% 3.36% 5.23%
10 Year Gilt 5.90% 5.90% 5.90% 6.57%
G-Sec Vol. (Rs.Cr) 28628 18333 34649 30893
3.47% 3.44% 3.35% 5.20%
3 Month CP Rate 3.45% 3.28% 3.30% 5.85%
5 Year Corp Bond 6.32% 6.32% 6.37% 7.63%
1 Month CD Rate 3.18% 3.05% 3.07% 4.91%
3 Month CD Rate 3.04% 3.07% 3.30% 5.40%
1 Year CD Rate 3.80% 3.78% 3.61% 6.03%
Currency 06-Jan Prev_Day
USD/INR 73.14 73.11 0.03
GBP/INR 99.65 99.41 0.25
EURO/INR 90.00 89.70 0.30
JPY/INR 0.71 0.71 0.00
Wk Ago Mth. Ago
NYMEX Crude($/bl) 50.42 48.21 46.18 63.24
Brent Crude($/bl) 54.50 50.36 49.27 71.44
Gold( $/oz) 1919 1893 1838 1566
Gold(Rs./10 gm) 51539 49774 49153 40678
Data as on 05 Jan, 2021
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
07 January 2021
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 Jan 2021 Futures stood at 14,189.45, a premium of 43.20 points
above the spot closing of 14,146.25. The turnover on NSE’s Futures and
Options segment rose to Rs. 39,30,886.96 crore on January 06, 2021,
compared with Rs. 27,72,035.18 crore on January 05, 2021.
• The Put-Call ratio stood at 0.98 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.25 compared with the previous session’s
close of 1.62.
• Open interest on Nifty Futures stood at 13.43 million, compared with the
previous session’s close of 14.25 million.
• Bond yields rose following an increase in global crude oil prices which
weighed on the market sentiment. Profit booking to some extent also
contributed to the downside.
• Yield on the 10-year benchmark paper (5.77% GS 2030) rose 5 bps to close
at 5.90% from the previous close of 5.85% after trading in the range of
5.87% to 5.91%.
• Banks borrowed Rs. 37 crore under the central bank’s marginal standing
facility on Jan 5, 2020 as against Rs. 102 crore borrowed on Jan 4, 2020.
• The Indian rupee rose against the U.S. dollar as regional currencies gained
on rising probability that the Democratic Party will take control of the U.S.
• Euro rose against the weak U.S. dollar as markets are anticipating victory of
Democratic Party in the U.S. Senate election in Georgia, which would clear
the way for a larger fiscal stimulus package and fuel currency market risk
• Gold prices fell which can be attributed to profit booking.
• Brent crude prices rose after U.S. crude oil inventories dropped by 1.7
million barrels in the week ended Jan 1, 2021.
• Payroll processor ADP report showed, private sector employment fell by
123,000 jobs in Dec 2020 compared with a downwardly revised rise of
304,000 jobs (rise of 307,000 jobs originally reported) in the previous
month. Fall indicated the impact of the coronavirus pandemic on the labor
• The final survey IHS Markit/Chartered Institute of Procurement & Supply
showed U.K. services Purchasing Managers' Index (PMI) rose to 49.4 in Dec
2020 from 47.6 in Nov 2020.
• The survey results from IHS Markit showed, China's Caixin services
Purchasing Managers' Index dropped to 56.3 in Dec 2020 from 57.8 in Nov
2020. Slower increase in overall activity coincided with a slower expansion
of total new work.