FII Derivative Trade Statistics
(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
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
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
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
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
Data as on 13 Nov, 2020
Mutual Fund Investments are subject to market risks, read all scheme related documents carefully.
Readers are requested to click here for ICRA Analytics Ltd disclaimer
17 November 2020
Derivative Statistics- Nifty Options
Indian Debt Market
Currency Market Update
Commodity Market Update
The information herein is meant only for general reading purposes and contains all factual and statistical information pertaining to Industry and markets which have been obtained from independent third
sources and which are deemed to be reliable. The information provided cannot be considered as guidelines, recommendations or as a professional guide for the readers. It may be noted that since
Life India Asset Management Limited (NAM India) has not independently verified the accuracy or authenticity of such information or data, or for that matter the reasonableness of the assumptions
which such data and information has been processed or arrive data; NAM India does not in any manner assures the accuracy or authenticity of such data and information. Some of the statements &
contained in these materials may reflect NAM India’s views or opinions, which in turn may have been formed on the basis of such data or information. The Sponsor(s), the Investment Manager,
Trustee or any of their respective directors, employees, affiliates or representatives do not assume any responsibility for, or warrant the accuracy, completeness, adequacy and reliability of such data
information. Whilst no action has been solicited based upon the information provided herein, due care has been taken to ensure that the facts are accurate and opinions given are fair and reasonable, to
extent possible. This information is not intended to be an offer or solicitation for the purchase or sale of any financial product or instrument. Recipients of this information should rely on
arising out of their own investigations. Before making any investments, the readers are advised to seek independent professional advice, verify the contents in order to arrive at an
investment decision. None of the Sponsor(s), the Investment Manager, the Trustee, their respective directors, employees, affiliates or representatives shall be liable in any way for any direct,
indirect, special, incidental, consequential, punitive or exemplary damages, including on account of lost profits arising from the information contained in this material.
• 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
• 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
• 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
• 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
• 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.