FII Derivative Trade Statistics 20-Jan
(Rs Cr) Buy
Index Futures 4254.89 3746.02 12999.99
Index Options 286409.99 286458.36 87297.79
Stock Futures 12242.64 11265.39 100536.44
Stock Options 12156.20 11844.02 15543.05
Total 315063.72 313313.79 216377.27
Put Call Ratio (OI) 1.44 1.36 0.08
Put Call Ratio(Vol) 1.05 0.98 0.07
20-Jan Wk. Ago Mth. Ago
Call Rate 3.19% 3.21% 3.22% 4.97%
T-Repo 3.22% 2.99% 3.23% 4.96%
Repo 4.00% 4.00% 4.00% 5.15%
Reverse Repo 3.35% 3.35% 3.35% 4.90%
91 Day T-Bill 3.30% 3.28% 3.09% 5.08%
364 Day T-Bill 3.60% 3.56% 3.33% 5.22%
10 Year Gilt 5.94% 5.95% 5.96% 6.64%
G-Sec Vol. (Rs.Cr) 22045 26180 23604 20746
3.48% 3.47% 3.40% 5.18%
3 Month CP Rate 3.80% 3.60% 3.35% 5.80%
5 Year Corp Bond 6.51% 6.49% 6.30% 7.47%
1 Month CD Rate 3.52% 3.47% 3.09% 5.12%
3 Month CD Rate 3.31% 3.25% 3.09% 5.60%
1 Year CD Rate 3.95% 3.90% 3.74% 5.99%
Currency 20-Jan Prev_Day
USD/INR 73.13 73.18 -0.06
GBP/INR 99.89 99.57 0.32
EURO/INR 88.80 88.51 0.29
JPY/INR 0.70 0.70 0.00
Commodity 20-Jan Wk Ago Mth. Ago
NYMEX Crude($/bl) 53.13 52.78 48.99 58.55
Brent Crude($/bl) 56.12 55.69 52.54 64.92
Gold( $/oz) 1871 1843 1881 1561
Gold(Rs./10 gm) 49086 49285 49939 39947
Data as on 19 Jan, 2021
Mutual Fund Investments are subject to market risks, read all scheme related documents carefully.
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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 Jan 2021 Futures stood at 14,645.15, a premium of 0.45 points above
the spot closing of 14,644.70. The turnover on NSE’s Futures and Options
segment rose to Rs. 33,42,185.31 crore on January 20, 2021, compared with
Rs. 26,94,872.77 crore on January 19, 2021.
• The Put-Call ratio stood at 0.96 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.44 compared with the previous session’s
close of 1.36.
• Open interest on Nifty Futures stood at 14.6 million, compared with the
previous session’s close of 13.92 million.
• Bond yields remained almost steady as market participants awaited the
Reserve Bank of India’s (RBI) open market operation (OMO) due tomorrow.
• Yield on the 10-year benchmark paper (5.77% GS 2030) remained
unchanged at 5.94% from the previous close after trading in the range of
5.93% to 5.95%.
• RBI conducted the auction of 91 days, 182 days and 364 days Treasury bills
for a notified amount of Rs. Rs. 4,000 crore, Rs. 7,000 crore and Rs. 8,000
crore, respectively, which fully accepted. The cut-off stood at Rs. 99.1781
(YTM: 3.3240%), Rs. 98.2650 (YTM: 3.5410%) and Rs. 96.5100 (YTM:
• Banks borrowed Rs. 31 crore under the central bank’s marginal standing
facility on Jan 19, 2020 compared with Rs. 121 crore borrowed on Jan 18,
• The Indian rupee recorded its biggest single-session rise against the U.S.
dollar in 3 weeks, following a broad greenback fall amid a firm risk appetite
in the region.
• The euro fell against the U.S. dollar despite a broader risk rally as the
extended lockdowns in Europe to battle the spread of COVID-19 and the
continent's lag in a vaccine rollout weighed on the currency.
• Gold prices rose on prospects of additional stimulus measures from the new
• Brent crude prices rose on hopes that the new U.S. government will adopt
additional stimulus measures which will improve the growth prospects of
the global economy.
• Data from the National Association of Home Builders showed that the
NAHB/Wells Fargo Housing Market Index in U.S. fell to 83 in Jan 2021 after
coming down to 86 in Dec 2020. The decline comes due to the resurgence
of COVID-19 pandemic and rising concerns over increasing material costs.
• The People's Bank of China kept China's benchmark lending rates were left
unchanged as widely expected. The one-year loan prime rate was retained
at 3.85% and the five-year loan prime rate was maintained at 4.65%.
• Data from the Office for National Statistics showed that consumer price
inflation in Britain grew 0.6% on a yearly basis in Dec 2020 from 0.3% in Nov
2020. On a monthly basis, consumer price inflation in Britain grew 0.3% in
Dec 2020 following a 0.1% decline in Nov 2020.