FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 4145.78 3012.83 14319.13
Index Options 178302.83 178305.08 72839.53
Stock Futures 13553.16 12868.25 100588.00
Stock Options 8114.87 8237.23 10248.04
Total 204116.64 202423.39 197994.70
Put Call Ratio (OI) 1.80 1.71 0.09
Put Call Ratio(Vol) 1.06 0.89 0.17
11-Jan Wk. Ago Mth. Ago
Call Rate 3.19% 3.18% 3.13% 4.99%
T-Repo 3.20% 2.89% 3.08% 4.92%
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% 3.00% 3.00% 5.02%
364 Day T-Bill 3.50% 3.43% 3.40% 5.23%
10 Year Gilt 5.93% 5.86% 5.93% 6.59%
G-Sec Vol. (Rs.Cr) 31115 46312 45292 34381
3.45% 3.48% 3.48% 5.22%
3 Month CP Rate 3.55% 3.55% 3.35% 5.80%
5 Year Corp Bond 6.44% 6.31% 6.36% 7.48%
1 Month CD Rate 3.50% 3.00% 3.13% 5.03%
3 Month CD Rate 3.23% 3.00% 3.09% 5.09%
1 Year CD Rate 3.89% 3.78% 3.76% 6.09%
Currency 11-Jan Prev_Day
USD/INR 73.45 73.33 0.12
GBP/INR 99.18 99.52 -0.34
EURO/INR 89.49 89.94 -0.45
JPY/INR 0.71 0.71 0.00
Wk Ago Mth. Ago
NYMEX Crude($/bl) 52.12 47.44 46.54 58.99
Brent Crude($/bl) 54.79 50.26 50.73 68.16
Gold( $/oz) 1845 1942 1839 1562
Gold(Rs./10 gm) 49344 51012 48985 39607
Data as on 08 Jan, 2021
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12 January 2021
Derivative Statistics- Nifty Options
Indian Debt Market
Currency Market Update
Commodity Market Update
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• Nifty Jan 2021 Futures stood at 14,489.25, a premium of 4.50 points above
the spot closing of 14,484.75. The turnover on NSE’s Futures and Options
segment rose to Rs. 21,16,222.61 crore on January 11, 2021, compared with
Rs. 17,72,979.98 crore on January 08, 2021.
• The Put-Call ratio stood at 1 compared with the previous session’s close of
• The Nifty Put-Call ratio stood at 1.8 compared with the previous session’s
close of 1.71.
• Open interest on Nifty Futures stood at 15.12 million, compared with the
previous session’s close of 14.5 million.
• Bond yields rose after the Reserve Bank of India plans to restore normal
liquidity conditions which dampened investor sentiment. Investors also
awaited consumer price inflation due on Jan 12, 2021.
• Yield on the 10-year benchmark paper (5.77% GS 2030) rose 4 bps to 5.93 as
against previous close of 5.89% after trading in the range of 5.92% to
• Banks did not borrow under the central bank’s marginal standing facility on
Jan 7, 2020 and Jan 8, 2020.
• The Indian rupee weakened against the U.S. dollar as the latter
strengthened due to a rise in yields on U.S. Treasuries. However, selling of
the greenback by foreign banks restricted further losses.
• Euro fell against the U.S. dollar on the back of a rise in U.S. Treasury yields.
• Gold prices fell on the back of a stronger U.S. dollar and rise in U.S. Treasury
• Brent crude prices fell amid persisting concerns over COVID-19 pandemic
amid strict coronavirus lockdowns in Europe.
• According to data published by the National Bureau of Statistics, China’s
consumer prices inflation (CPI) rose 0.2% YoY in Dec 2020 as against 0.5%
fall in Nov 2020. Food prices rose 1.2% in Dec as against 2% decrease in Nov.
• According to the statistical office INE, Spain’s industrial production
decreased 3.8% YoY in Nov 2020 as against 1.6% decrease in Oct 2020. The
decrease came due to weakness in energy and capital goods output.
• According to the Department of Statistics, Malaysia’s industrial production
fell 2.2% YoY in Nov 2020 as against 0.5% decrease in Oct 2020. On a
monthly basis, industrial production decreased 2.7% in Nov.