FII Derivative Trade Statistics 05-Nov
(Rs Cr) Buy
Index Futures 4936.18 5225.87 9310.33
Index Options 331034.23 331170.42 67117.33
Stock Futures 16540.99 15777.08 81837.87
Stock Options 7333.63 7400.28 4287.76
Total 359845.03 359573.65 162553.29
Put Call Ratio (OI) 1.68 1.54 0.15
Put Call Ratio(Vol) 1.11 0.99 0.12
05-Nov Wk. Ago Mth. Ago
Call Rate 3.14% 3.25% 3.42% 5.04%
T-Repo 2.95% 3.07% 3.19% 4.89%
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% 3.19% 3.23% 5.02%
364 Day T-Bill 3.45% 3.42% 3.55% 5.24%
10 Year Gilt 5.86% 5.88% 6.00% 6.52%
G-Sec Vol. (Rs.Cr) 34569 40111 20176 30893
3.40% 3.48% 3.73% 5.25%
3 Month CP Rate 3.34% 3.35% 3.70% 5.45%
5 Year Corp Bond 6.45% 6.45% 6.74% 7.43%
1 Month CD Rate 3.14% 3.19% 3.26% 5.32%
3 Month CD Rate 3.22% 3.20% 3.39% 5.39%
1 Year CD Rate 3.73% 3.72% 3.83% 5.94%
Currency 05-Nov Prev_Day
USD/INR 74.27 74.69 -0.42
GBP/INR 96.26 97.04 -0.78
EURO/INR 87.18 87.05 0.13
JPY/INR 0.71 0.71 0.00
Commodity 05-Nov Wk Ago Mth. Ago
NYMEX Crude($/bl) 38.54 35.92 39.07 56.99
Brent Crude($/bl) 38.92 35.39 40.01 62.86
Gold( $/oz) 1949 1867 1913 1484
Gold(Rs./10 gm) 51313 50699 50418 38565
Data as on 04 Nov, 2020
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Derivative Statistics- Nifty Options
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• Nifty Nov 2020 Futures stood at 12,143.30, a premium of 23.00 points
above the spot closing of 12,120.30. The turnover on NSE’s Futures and
Options segment rose to Rs. 45,33,245.34 crore on November 05, 2020,
compared with Rs. 24,97,875.65 crore on November 04, 2020.
• The Put-Call ratio stood at 0.98 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.68 compared with the previous session’s
close of 1.54.
• Open interest on Nifty Futures stood at 12.17 million, compared with the
previous session’s close of 11.24 million.
• Bond yields fell for the second straight session tracking decline in U.S.
Treasury yields. Moreover, market participants expects more open market
purchases (OMO) from the Reserve Bank of India (RBI).
• Yield on the 10-year benchmark paper (5.77% GS 2030) fell 3 bps to close at
5.86% from the previous close of 5.89% after trading in a range of 5.86% to
• Banks borrowed Rs. 4.25 crore under the central bank’s marginal standing
facility on Nov 04 and Nov 03, 2020.
• RBI conducted the auction of OMO purchase auction of State Development
Loans of 15 State Governments for the notified amount of Rs. 10,000 crore,
which were fully accepted. The cut-off yield stood in the range of 6.35% to
• The Indian rupee in the spot trade rose against the greenback following
gains in the domestic equity market. Optimism regarding the outcome of
the U.S. Presidential elections also strengthened the rupee.
• The euro rose against the greenback as the investor risk sentiment
improved regarding the outcome of the U.S. Presidential election results.
• Gold prices rose as optimism regarding the outcome of the U.S. Presidential
elections led to hopes of a larger stimulus which kept the greenback under
• Brent crude prices rose on optimism regarding the outcome of the U.S.
• Data published by Eurostat showed, eurozone retail sales volume
contracted 2% MoM in Sep 2020, compared with 4.2% rise in Aug 2020.
Sales of food, drinks and tobacco fell 1.4% MoM, food product sales
contracted 2.6%. Annually, retail sales growth halved to 2.2% from 4.4% in
• Survey results from IHS Markit showed, U.K. construction Purchasing
Managers' Index (PMI) fell to 53.1 in Oct 2020 from 56.8 in Sep 2020. The
pace of expansion weakened to the slowest in five months.
• Final data from IHS Markit showed Japan's au Jibun Bank services
Purchasing Managers' Index (PMI) touched 9 month high to 47.7 (flash
reading was 46.6) in Oct 2020 from 46.9 in Sep 2020. The downside in new