FII Derivative Trade Statistics 04-Nov
(Rs Cr) Buy
Index Futures 3746.19 3266.33 9149.29
Index Options 187141.87 186111.07 64967.74
Stock Futures 15521.38 14776.11 80103.62
Stock Options 6538.20 6565.66 3806.99
Total 212947.64 210719.17 158027.64
Put Call Ratio (OI) 1.54 1.59 -0.05
Put Call Ratio(Vol) 0.99 0.86 0.13
04-Nov Wk. Ago Mth. Ago
Call Rate 3.16% 3.20% 3.44% 5.03%
T-Repo 2.96% 3.06% 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 3.17% 3.20% 3.23% 5.05%
364 Day T-Bill 3.43% 3.45% 3.58% 5.15%
10 Year Gilt 5.88% 5.84% 6.00% 6.48%
G-Sec Vol. (Rs.Cr) 20990 30737 29143 16949
3.45% 3.46% 3.70% 5.25%
3 Month CP Rate 3.35% 3.35% 3.50% 5.45%
5 Year Corp Bond 6.48% 6.46% 6.80% 7.46%
1 Month CD Rate 3.14% 3.18% 3.27% 5.28%
3 Month CD Rate 3.19% 3.20% 3.43% 5.34%
1 Year CD Rate 3.72% 3.74% 3.86% 5.93%
Currency 04-Nov Prev_Day
USD/INR 74.69 74.33 0.37
GBP/INR 97.04 96.09 0.95
EURO/INR 87.05 86.66 0.40
JPY/INR 0.71 0.71 0.00
Commodity 04-Nov Wk Ago Mth. Ago
NYMEX Crude($/bl) 38.95 37.25 36.85 56.28
Brent Crude($/bl) 38.48 37.10 38.49 62.46
Gold( $/oz) 1903 1877 1899 1509
Gold(Rs./10 gm) 51069 50656 50249 38692
Data as on 03 Nov, 2020
Mutual Fund Investments are subject to market risks, read all scheme related documents carefully.
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Derivative Statistics- Nifty Options
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• Nifty Nov 2020 Futures stood at 11,922.85, a premium of 14.35 points
above the spot closing of 11,908.50. The turnover on NSE’s Futures and
Options segment rose to Rs. 24,97,875.65 crore on November 04, 2020,
compared with Rs. 15,08,266.12 crore on November 03, 2020.
• The Put-Call ratio stood at 0.99 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.54 compared with the previous session’s
close of 1.59.
• Open interest on Nifty Futures stood at 11.24 million, compared with the
previous session’s close of 10.71 million.
• After rising in the last five consecutive sessions, bond yields eased tracking
decline in U.S. Treasury yields. Market participants awaited the outcome of a
close U.S. presidential race.
• Yield on the 10-year benchmark paper (5.77% GS 2030) eased 1 bps to close
at 5.89% from the previous close of 5.90% after trading in a range of 5.87%
• RBI conducted the auction of 91 days, 182 days and 364 days Treasury bill
auction for the notified amount of Rs. 9,000 crore, Rs. 3,000 crore and Rs.
4,000 crore, respectively, which was completely accepted. Cut off stood at
Rs. 99.2150 (YTM: 3.1735%), Rs. 98.3523 (YTM: 3.3598%) and Rs. 96.6896
(YTM: 3.4331%), respectively.
• Banks borrowed Rs. 4.25 crore under the central bank’s marginal standing
facility on Nov 03 and Nov 02, 2020.
• The Indian rupee in the spot trade weakened against the greenback amid
uncertainty regarding the outcome of the U.S. Presidential election results.
However, gains in the domestic equity restricted further losses.
• The euro was almost steady against the greenback as market participants
awaited for clarity regarding the outcome of the U.S. Presidential election
• Gold prices fell on optimism regarding the outcome of the U.S. Presidential
• Brent crude prices rose after crude inventories in U.S. fell by 8 million
barrels in the week ended Oct 30 to about 487 million barrels.
• According to payroll processor ADP, U.S. private sector employment
increased by 365,000 jobs in Oct 2020, slower than upwardly revised rise of
753,000 jobs (surge of 749,000 jobs originally reported) in Sep 2020.
• According to the Commerce Department, U.S. trade deficit narrowed to
$63.9 billion in Sep 2020 from a revised $67.0 billion ($67.1 billion originally
reported) in Aug 2020. Deficit contracted as the value of exports rose 2.6%
to $176.4 billion, while the value of imports inched up 0.5% to $240.2
• According to the survey results by IHS Markit showed, China’s caixin services
Purchasing Managers' Index (PMI) rose to 56.8 in Oct 2020 from 54.8 in the
prior month. The rise in index is its second fastest growth for over a decade,
driven by a substantial rise in new work.