FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 233.09 81.56 14454.76
Index Options 15837.13 17005.55 78353.27
Stock Futures 274.62 93.51 94645.18
Stock Options 352.30 354.12 7150.46
Total 16697.14 17534.74 194603.67
Put Call Ratio (OI) 1.59 1.53 0.06
Put Call Ratio(Vol) 1.06 0.93 0.13
17-Nov Wk. Ago Mth. Ago
Call Rate 3.12% 3.13% 3.36% 5.09%
T-Repo 2.78% 3.00% 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 2.95% 3.08% 3.20% 5.04%
364 Day T-Bill 3.40% 3.46% 3.50% 5.20%
10 Year Gilt 5.88% 5.92% 5.93% 6.52%
G-Sec Vol. (Rs.Cr) 23164 30043 47665 35660
3.41% 3.43% 3.66% 5.25%
3 Month CP Rate 3.28% 3.34% 3.40% 5.50%
5 Year Corp Bond 6.44% 6.54% 6.62% 7.50%
1 Month CD Rate 2.99% 3.18% 3.17% 5.03%
3 Month CD Rate 3.10% 3.16% 3.25% 5.15%
1 Year CD Rate 3.71% 3.75% 3.77% 5.92%
Currency 17-Nov Prev_Day
USD/INR 74.51 74.67 -0.16
GBP/INR 98.46 98.00 0.46
EURO/INR 88.33 88.15 0.17
JPY/INR 0.71 0.71 0.00
Wk Ago Mth. Ago
NYMEX Crude($/bl) 41.22 41.16 40.65 57.49
Brent Crude($/bl) 41.65 41.18 40.84 63.46
Gold( $/oz) 1879 1877 1899 1467
Gold(Rs./10 gm) 50738 50446 50796 38096
Data as on 13 Nov, 2020
Mutual Fund Investments are subject to market risks, read all scheme related documents carefully.
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18 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 12,881.85, a premium of 7.65 points above
the spot closing of 12,874.20. The turnover on NSE’s Futures and Options
segment rose to Rs. 19,18,919.64 crore on November 17, 2020, compared
with Rs. 14,57,284.09 crore on November 13, 2020.
• The Put-Call ratio stood at 0.93 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.59 compared with the previous session’s
close of 1.53.
• Open interest on Nifty Futures stood at 13.63 million, compared with the
previous session’s close of 13.42 million.
• Bond yields remained almost steady on absence of fresh triggers.
• Yield on the 10-year benchmark paper (5.77% GS 2030) remained
unchanged at 5.88% from the previous close after trading in a range of
5.87% to 5.88%.
• According to RBI data, Indian companies overseas direct investment stood
at $3,252.60 million in Oct 2020 compared with $1,548.11 million in the
previous month and $3,571.28 million a year ago period.
• Banks borrowed Rs. 143 crore on Nov 13, 2020 under the central bank’s
marginal standing facility compared with the borrowing of Rs. 12 crore on
Nov 12, 2020.
• The Indian rupee gained for the second straight session against the U.S.
dollar as news of another potentially effective coronavirus vaccine led to
anticipation of a quicker economic recovery, which supported appetite for
• Euro rose against the U.S. dollar supported by optimism over another
• Gold prices fell as optimism over a COVID-19 vaccine dampened the safe
haven appeal of the bullion.
• Brent crude prices fell on persisting concerns over COVID-19 pandemic.
• According to a report released by the Federal Reserve Bank of New York,
the New York manufacturing activity index (general business conditions
index) surprisingly dropped to 6.3 in Nov 2020 from 10.5 in Oct 2020.
• Property website Rightmove report showed UK house prices fell 0.5% MoM,
compared with 1.1% increase in Oct 2020. Fall was despite continuing
strong buyer demand as new sellers joined the rush to sell and beat the Mar
2020 stamp duty deadline. Annually, house prices surged 6.3%, better than
5.5% rise in Oct 2020.
• Data from the Census and Statistics Department showed, Hong Kong's
jobless rate remained steady at 6.4% in Aug 2020 to Oct 2020 compared
with Jul to Sep 2020. The underemployment rate also remained steady at
3.8% during Aug to Oct 2020.