FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 5745.46 5506.92 14479.40
Index Options 486614.21 486731.98 91875.06
Stock Futures 20477.85 20870.00 93654.49
Stock Options 9536.51 9515.40 6370.96
Total 522374.03 522624.30 206379.91
Put Call Ratio (OI) 1.40 1.66 -0.26
Put Call Ratio(Vol) 0.89 1.01 -0.12
12-Nov Wk. Ago Mth. Ago
Call Rate 3.18% 3.14% 3.42% 5.06%
T-Repo 2.64% 2.95% 3.14% 4.99%
Repo 4.00% 4.00% 4.00% 5.15%
Reverse Repo 3.35% 3.35% 3.35% 4.90%
91 Day T-Bill 3.07% 3.18% 3.25% 5.03%
364 Day T-Bill 3.45% 3.45% 3.45% 5.21%
10 Year Gilt 5.90% 5.86% 5.91% 6.57%
G-Sec Vol. (Rs.Cr) 13690 34569 35863 17969
3.43% 3.42% 3.67% 5.25%
3 Month CP Rate 3.30% 3.34% 3.50% 5.55%
5 Year Corp Bond 6.47% 6.45% 6.55% 7.47%
1 Month CD Rate 3.04% 3.14% 3.28% 5.10%
3 Month CD Rate 3.12% 3.22% 3.37% 5.29%
1 Year CD Rate 3.71% 3.73% 3.80% 5.77%
Currency 12-Nov Prev_Day
USD/INR 74.45 74.25 0.20
GBP/INR 98.28 98.43 -0.15
EURO/INR 87.62 87.77 -0.15
JPY/INR 0.71 0.71 0.00
Wk Ago Mth. Ago
NYMEX Crude($/bl) 40.88 38.54 39.17 56.62
Brent Crude($/bl) 42.07 38.92 40.11 62.28
Gold( $/oz) 1876 1949 1922 1457
Gold(Rs./10 gm) 50536 51313 51034 37993
Data as on 11 Nov, 2020
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13 November 2020
Derivative Statistics- Nifty Options
Indian Debt Market
Currency Market Update
Commodity Market Update
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• Nifty Nov 2020 Futures stood at 12,706.00, a premium of 15.20 points
above the spot closing of 12,690.80. The turnover on NSE’s Futures and
Options segment rose to Rs. 55,31,324.77 crore on November 12, 2020,
compared with Rs. 36,38,198.82 crore on November 11, 2020.
• The Put-Call ratio stood at 0.79 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.4 compared with the previous session’s
close of 1.66.
• Open interest on Nifty Futures stood at 13.26 million, compared with the
previous session’s close of 13.6 million.
• Bond yields closed steady as market participants awaited the retail inflation
data for Oct 2020 due after market hours. Meanwhile the government
announced another round of stimulus measures to improve the growth
prospects of the domestic economy that has been hit by the COVID-19
• Yield on the 10-year benchmark paper (5.77% GS 2030) closed steady at
5.90% after trading in a range of 5.90% to 5.92%.
• RBI decided to conduct simultaneous purchase and sale of government
securities under Open Market Operations (OMO) for an aggregate amount
of Rs. 10,000 crores each on Nov 19, 2020.
• RBI conducted the auction of government securities for nine states for a
notified amount of Rs. 8,716 crore. The auction will be conducted on Nov
• The Indian rupee declined for the third consecutive session against the U.S.
dollar, on likely intervention by the Reserve Bank of India through consistent
dollar purchases by state-run banks.
• Euro rose against the U.S. dollar on expectations about a COVID-19 vaccine.
However, persisting concerns over COVID-19 pandemic capped the gains.
• Gold prices rose on growing possibility of further stimulus measures.
• Brent crude prices fell after the International Energy Agency raised doubts
about a quick demand rebound of oil.
• U.S. consumer prices remained steady in Oct 2020 after rising 0.2% in Sep
2020. Food prices rose by 0.2% after steady in the previous month. Energy
prices inched up 0.1%, slower than 0.8% rise in the previous month.
• Gross domestic product of U.K. surged 15.5% QoQ in the Sept quarter of
2020 compared with 19.8% contractions in the previous quarter and 2.5%
fall in the Mar quarter of 2020. Quantum of growth was the biggest since
records began in 1955.
• Japan’s tertiary activity index went up 1.8% MoM in Sep 2020, better than
0.8% rise in the prior month. Activity Index grew for the fourth straight
• U.S. initial jobless claims fell by 48,000 to 709,000 from the previous week's
revised level of 757,000 (751,000 originally reported) in the week ended
Nov 7, 2020.