FII Derivative Trade Statistics
13-Nov
(Rs Cr) Buy
Sell Open Int.
Index Futures 3421.48 5073.72 13905.60
Index Options 574257.31 570572.46 74023.65
Stock Futures 15867.24 16022.30 93552.08
Stock Options 6809.52 6845.19 6862.97
Total 600355.55 598513.67 188344.30
13-Nov Prev_Day
Change
Put Call Ratio (OI) 1.53 1.40 0.13
Put Call Ratio(Vol) 0.93 0.89 0.04
13-Nov Wk. Ago Mth. Ago
Year Ago
Call Rate 3.21% 3.20% 3.36% 5.09%
T-Repo 2.62% 2.98% 3.05% 4.92%
Repo 4.00% 4.00% 4.00% 5.15%
Reverse Repo 3.35% 3.35% 3.35% 4.90%
91 Day T-Bill 3.05% 3.18% 3.25% 5.04%
364 Day T-Bill 3.44% 3.43% 3.47% 5.21%
10 Year Gilt 5.90% 5.88% 5.93% 6.52%
G-Sec Vol. (Rs.Cr) 32529 21089 47665 35660
FBIL MIBOR 3.41% 3.44% 3.66% 5.25%
3 Month CP Rate 3.28% 3.34% 3.40% 5.50%
5 Year Corp Bond 6.46% 6.51% 6.62% 7.50%
1 Month CD Rate 3.09% 3.13% 3.17% 5.03%
3 Month CD Rate 3.07% 3.18% 3.25% 5.15%
1 Year CD Rate 3.74% 3.74% 3.77% 5.92%
Currency 13-Nov Prev_Day
Change
USD/INR 74.67 74.45 0.22
GBP/INR 98.00 98.28 -0.28
EURO/INR 88.15 87.62 0.53
JPY/INR 0.71 0.71 0.00
Commodity 16-Nov Wk Ago
Mth. Ago
Year Ago
NYMEX Crude($/bl) 41.12 40.03 40.65 57.49
Brent Crude($/bl) 42.79 40.68 40.84 63.46
Gold( $/oz) 1889 1862 1899 1467
Gold(Rs./10 gm) 50738 52280 50796 38096
[1]
Data as on 13 Nov, 2020
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17 November 2020
Derivative Statistics- Nifty Options
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• Nifty Nov 2020 Futures stood at 12,753.40, a premium of 33.45 points
above the spot closing of 12,719.95. The turnover on NSE’s Futures and
Options segment fell to Rs. 14,57,284.09 crore on November 13, 2020,
compared with Rs. 55,31,324.77 crore on November 12, 2020.
• The Put-Call ratio stood at 0.86 compared with the previous session’s close
of 0.79.
• The Nifty Put-Call ratio stood at 1.53 compared with the previous session’s
close of 1.4.
• Open interest on Nifty Futures stood at 13.42 million, compared with the
previous session’s close of 13.26 million.
• Bond yields eased after the Reserve Bank of India (RBI) announced more
open market operations (OMO) to help clear out a record borrowing
schedule.
• Yield on the 10-year benchmark paper (5.77% GS 2030) fell 2 bps to close at
5.88% from the previous close of 5.90% after trading in a range of 5.88% to
5.92%.
• RBI announced to conduct the auction of four government securities- 4.48%
GS 2023, GoI FRB 2033, 6.22% GS 2035 and 6.67% GS 2050 for a notified
amount of Rs. 22,000 crore on Nov 20, 2020.
• RBI announced to conduct the auction of 91 days, 182 days and 364 days
Treasury Bills for a notified amount of Rs. 9,000 crore, Rs. 3,000 crore and
Rs. 4,000 crore on Nov 18, 2020.
• The Indian rupee inched up against the greenback following gains in the
domestic equity market. However, most of the gains were capped due to
persistent dollar purchases from state-run banks, likely on behalf of the
Reserve Bank of India.
• The euro rose against the greenback on hopes that Britain and the
European Union could make progress negotiating a post-Brexit trade deal.
• Gold prices rose on worries over rise in coronavirus infection cases across
the globe. However, optimism over a COVID-19 vaccine capped the gains.
• Brent crude prices rose on hopes that OPEC+ will hold current output
restrictions.
• According to flash estimate from Eurostat, Eurozone gross domestic
product (GDP) rose 12.6% QoQ in the third quarter of 2020 as against 11.8%
decline in the second quarter of 2020. On a yearly basis, GDP fell 4.4% in the
third quarter as against 14.8% decrease seen in the second quarter. Euro
area grew at the fastest pace on record in the third quarter after shrinking
for two straight quarters following ease in Covid-19 control measures.
• According to data from Destatis, Germany’s wholesale price index fell 1.9%
YoY in Oct 2020 as against 1.8% fall in Sep 2020. On a monthly basis,
wholesale prices fell 0.2% in Oct after remaining unchanged in Sep.