FII Derivative Trade Statistics 03-Nov
(Rs Cr) Buy
Index Futures 5226.34 3999.75 8808.66
Index Options 215220.64 216974.37 58373.72
Stock Futures 16711.77 15977.69 78763.24
Stock Options 7818.64 7724.15 3405.03
Total 244977.39 244675.96 149350.65
Put Call Ratio (OI) 1.59 1.48 0.10
Put Call Ratio(Vol) 0.86 0.89 -0.02
03-Nov Wk. Ago Mth. Ago
Call Rate 3.18% 3.15% 3.44% 5.07%
T-Repo 3.04% 3.05% 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 3.18% 3.15% 3.23% 5.01%
364 Day T-Bill 3.38% 3.45% 3.58% 5.24%
10 Year Gilt 5.90% 5.85% 6.00% 6.45%
G-Sec Vol. (Rs.Cr) 31462 33340 29143 51700
3.45% 3.47% 3.70% 5.25%
3 Month CP Rate 3.35% 3.35% 3.50% 5.45%
5 Year Corp Bond 6.50% 6.52% 6.80% 7.43%
1 Month CD Rate 3.16% 3.20% 3.27% 4.91%
3 Month CD Rate 3.20% 3.21% 3.43% 5.38%
1 Year CD Rate 3.73% 3.74% 3.86% 5.56%
Currency 03-Nov Prev_Day
USD/INR 74.33 74.32 0.00
GBP/INR 96.09 95.86 0.23
EURO/INR 86.66 86.49 0.17
JPY/INR 0.71 0.71 0.00
Commodity 03-Nov Wk Ago Mth. Ago
NYMEX Crude($/bl) 37.42 39.32 36.85 55.99
Brent Crude($/bl) 37.51 39.04 38.49 60.36
Gold( $/oz) 1908 1907 1899 1514
Gold(Rs./10 gm) 51068 50847 50249 38703
Data as on 02 Nov, 2020
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Derivative Statistics- Nifty Options
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information contained in this material.
• Nifty Nov 2020 Futures stood at 11,824.95, a premium of 11.45 points
above the spot closing of 11,813.50. The turnover on NSE’s Futures and
Options segment rose to Rs. 15,08,266.12 crore on November 03, 2020,
compared with Rs. 15,03,831.76 crore on November 02, 2020.
• The Put-Call ratio remained unchanged compared with the previous
session’s close of 0.83.
• The Nifty Put-Call ratio stood at 1.59 compared with the previous session’s
close of 1.48.
• Open interest on Nifty Futures stood at 10.71 million, compared with the
previous session’s close of 10.66 million.
• Bond yields was little changed as market participant’s appetite remained
tepid, while the market awaited fresh positive triggers as well as the
outcome of the U.S. presidential elections.
• Yield on the 10-year benchmark paper (5.77% GS 2030) increased 1 bps to
close at 5.90% from the previous close of 5.89% after trading in a range of
5.88% to 5.92%.
• RBI conducted the auction of State Development Loans of 18 State
Governments for the notified amount of Rs. 19,600 crore, which was
oversubscribed to Rs. 20,850 crore. Cut off rate in the range of 5.35% to
6.88%. Gujarat has accepted an additional amount of Rs. 500 crore.
Maharashtra has accepted an additional amount of Rs. 500 crore in the 12
year security. Telangana has accepted an additional amount of Rs. 250 crore.
• Banks borrowed Rs. 4.25 crore under the central bank’s marginal standing
facility on Nov 02, 2020 compared with nil borrowing on Oct 29, 2020.
• The Indian rupee in the spot trade inched up against the greenback
following gains in the domestic equity market.
• The euro rose against the greenback as market participants remained
optimistic regarding the outcome of the U.S. Presidential elections and
expected that the new U.S. Administration will launch a large new stimulus
package to combat the COVID-19 pandemic.
• Gold prices rose amid uncertainty over the outcome of the U.S. Presidential
• Brent crude prices rose ahead of the U.S. Presidential elections.
• The Commerce Department revealed in a report released, U.S. construction
spending increased by 0.3% YoY to $1.414 trillion in Sep 2020, slower than
0.8% rise to $1.410 trillion in Aug 2020. Rise due to increase in spending on
private construction was partly neutralised by a fall in spending on public
• Switzerland's consumer prices index fell 0.6% YoY in Oct 2020, slower than
0.8% decline in Sep 2020. Sequentially, consumer prices remained
unchanged in Oct 2020.
• The Central Bank of Australia announced a package of measures to support
job creation and support growth as the economic recovery is expected to be
rough. The policy board of the central bank decided to lower its key cash
rate by 15 bps to a record low of 0.10%.