FII Derivative Trade Statistics 02-Nov
(Rs Cr) Buy
Index Futures 4491.37 5457.29 10168.90
Index Options 183527.99 183494.11 56238.83
Stock Futures 16368.89 15610.34 76020.00
Stock Options 5062.50 5003.72 2881.54
Total 209450.75 209565.46 145309.27
Put Call Ratio (OI) 1.48 1.46 0.02
Put Call Ratio(Vol) 0.89 1.04 -0.16
02-Nov Wk. Ago Mth. Ago
Call Rate 3.18% 3.21% 3.44% 5.07%
T-Repo 3.05% 3.04% 3.21% 4.84%
Repo 4.00% 4.00% 4.00% 5.15%
Reverse Repo 3.35% 3.35% 3.35% 4.90%
91 Day T-Bill 3.19% 3.17% 3.23% 5.01%
364 Day T-Bill 3.45% 3.45% 3.58% 5.24%
10 Year Gilt 5.89% 5.82% 6.00% 6.45%
G-Sec Vol. (Rs.Cr) 20864 54453 29143 51700
3.48% 3.47% 3.70% 5.25%
3 Month CP Rate 3.35% 3.35% 3.50% 5.45%
5 Year Corp Bond 6.52% 6.49% 6.80% 7.43%
1 Month CD Rate 3.21% 3.17% 3.27% 4.91%
3 Month CD Rate 3.22% 3.20% 3.43% 5.38%
1 Year CD Rate 3.76% 3.73% 3.86% 5.56%
Currency 02-Nov Prev_Day
USD/INR 74.32 73.97 0.35
GBP/INR 95.86 96.33 -0.46
EURO/INR 86.49 86.97 -0.48
JPY/INR 0.71 0.71 0.00
Commodity 02-Nov Wk Ago Mth. Ago
NYMEX Crude($/bl) 36.58 38.37 36.85 55.99
Brent Crude($/bl) 35.78 38.43 38.49 60.36
Gold( $/oz) 1895 1902 1899 1514
Gold(Rs./10 gm) 50890 51048 50249 38703
Data as on 30 Oct, 2020;
Data as on 29 Oct, 2020
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 Nov 2020 Futures stood at 11,681.55, a premium of 12.40 points
above the spot closing of 11,669.15. The turnover on NSE’s Futures and
Options segment rose to Rs. 15,03,831.76 crore on November 02, 2020,
compared with Rs. 12,67,868.59 crore on October 30, 2020.
• The Put-Call ratio stood at 0.83 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.48 compared with the previous session’s
close of 1.46.
• Open interest on Nifty Futures stood at 10.66 million, compared with the
previous session’s close of 11.58 million.
• Bond yields was little changed as market participants awaited fresh triggers
after weak demand at a debt auction in the previous week.
• Yield on the 10-year benchmark paper (5.77% GS 2030) increased 1 bps to
close at 5.89% from the previous close of 5.88% after trading in a range of
5.88% to 5.90%.
• RBI announced to conduct the auction of New GS 2022, New GS 2025,
5.77% GS 2030 and 6.80% GS 2060 for a notified amount of Rs. 29,000 crore
on Nov 06, 2020.
• Banks did not borrowed under the central bank’s marginal standing facility
on Oct 29, 2020 compared with Rs. 4.25 crore borrowing on Oct 28, 2020.
• The Indian rupee weakened against the greenback as market participants
preferred to remain on the side-lines and awaited the outcome of the U.S.
• The euro weakened against the greenback as the safe haven appeal of the
latter improve amid uncertainty regarding the outcome of the U.S.
• Gold prices rose as the safe haven appeal of the yellow metal improved
amid persisting concerns over the COVID-19 pandemic and uncertainty over
the outcome of the U.S. Presidential elections. .
• Brent crude prices rose on bargain hunting.
• According to the Institute for Supply Management, U.S. purchasing
managers index (PMI) surged to 59.3 in Oct 2020 from 55.4 in Sep 2020.
• Final survey results from IHS Markit showed, U.K. Purchasing Managers'
Index (PMI) declined to 53.7 (flash score was 53.3) in Oct 2020 from 54.1 in
the prior month.
• Survey results from IHS Markit showed, China’s Caixin manufacturing
Purchasing Managers' Index (PMI) rose to 53.6 in Oct 2020 from 53.0 in Sep
• Final survey results from IHS Markit showed, the euro area manufacturing
Purchasing Managers' Index (PMI) improve to 54.8 (flash score was 54.4) in
Oct 2020 from 53.7 in Sep 2020 driven by acceleration in production and