FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 4094.72 5071.02 12023.43
Index Options 514686.09 508726.14 99864.96
Stock Futures 15913.43 17198.59 102963.31
Stock Options 13014.05 13038.79 13612.35
Total 547708.29 544034.54 228464.05
Put Call Ratio (OI) 1.47 1.46 0.01
Put Call Ratio(Vol) 1.04 1.09 -0.05
14-Jan Wk. Ago Mth. Ago
Call Rate 3.25% 3.20% 3.15% 4.97%
T-Repo 3.00% 3.21% 3.06% 4.94%
Repo 4.00% 4.00% 4.00% 5.15%
Reverse Repo 3.35% 3.35% 3.35% 4.90%
91 Day T-Bill 3.27% 3.04% 3.15% 5.08%
364 Day T-Bill 3.56% 3.43% 3.38% 5.16%
10 Year Gilt 5.93% 5.90% 5.95% 6.67%
G-Sec Vol. (Rs.Cr) 19384 18019 23523 38155
3.47% 3.46% 3.47% 5.15%
3 Month CP Rate 3.60% 3.45% 3.35% 5.80%
5 Year Corp Bond 6.48% 6.32% 6.32% 7.44%
1 Month CD Rate 3.46% 3.04% 3.10% 5.12%
3 Month CD Rate 3.27% 3.04% 3.09% 5.34%
1 Year CD Rate 3.91% 3.79% 3.72% 6.04%
Currency 14-Jan Prev_Day
USD/INR 73.12 73.15 -0.03
GBP/INR 99.72 100.06 -0.34
EURO/INR 88.87 89.35 -0.48
JPY/INR 0.70 0.71 0.00
Wk Ago Mth. Ago
NYMEX Crude($/bl) 53.44 50.60 46.97 58.31
Brent Crude($/bl) 54.95 54.22 50.02 64.17
Gold( $/oz) 1846 1912 1827 1546
Gold(Rs./10 gm) 49285 50871 48695 39602
Data as on 13 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
15 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 14,628.10, a premium of 32.50 points
above the spot closing of 14,595.60. The turnover on NSE’s Futures and
Options segment rose to Rs. 62,92,127.02 crore on January 14, 2021,
compared with Rs. 42,98,484.52 crore on January 13, 2021.
• The Put-Call ratio remained unchanged compared with the previous
session’s close of 1.01.
• The Nifty Put-Call ratio stood at 1.47 compared with the previous session’s
close of 1.46.
• Open interest on Nifty Futures stood at 14.65 million, compared with the
previous session’s close of 14.6 million.
• Bond yields eased after the Reserve Bank of India (RBI) bought securities
through open market operations (OMO). Meanwhile market participants
now await additional OMO for a further indication on yields.
• Yield on the 10-year benchmark paper (5.77% GS 2030) fell 2 bps to close at
5.93% from the previous close of 5.95% after trading in the range of 5.93%
• Data from RBI showed that money supply increased at an annualized rate of
12.5% in the fortnight ending Jan 01, 2020, compared with an increase of
10.1% a year earlier. The currency with the public increased 22.7% during
the same fortnight compared with an increase of 11.7% a year earlier.
• Banks borrowed Rs. 53 crore under the central bank’s marginal standing
facility on Jan 13, 2020 compared with Rs. 3 crore borrowing on Jan 12,
• The Indian rupee gained for the third straight day against the U.S. dollar due
to continuous greenback inflows into domestic equity market. The rupee
rose to 73.04 from the previous close of 73.15.
• Euro inched down against the U.S. dollar as anticipations for President-elect
Joe Biden's fiscal stimulus increased U.S. government bonds yields.
• Gold prices rose as the greenback remained under pressure on expectations
of additional stimulus measures from the U.S. government to combat the
COVID-19 pandemic. Gains were extended after data showed that initial
jobless claims in U.S. rose for the week ended Jan 9, 2020.
• According to the Labor Department, the consumer price index rose 0.4% in
Dec 2020 after rising 0.2% in Nov 2020. Food prices also rose 0.4% in Dec
2020. Excluding food and energy prices, the core consumer price index rose
0.1% in Dec after rising 0.2% in Nov.
• According to Destatis, Germany’s gross domestic product fell 5% in 2020 as
compared to 0.6% rise in 2019. In 2020, Germany suffered a deep recession,
a situation same as that of the 2008-2009 financial and economic crisis.
However, the economic downturn was less serious than in 2009, when GDP
• According to the Bank of Japan, producer prices in Japan fell 2% YoY in Dec
2020 as against 2.2% decline in Nov 2020.