FII Derivative Trade Statistics
18-Nov
(Rs Cr) Buy
Sell Open Int.
Index Futures 3848.18 2833.38 14636.43
Index Options 202389.32 200353.96 81413.37
Stock Futures 10514.85 10311.06 96566.83
Stock Options 8224.81 8210.65 7234.70
Total 224977.16 221709.05 199851.33
18-Nov Prev_Day
Change
Put Call Ratio (OI) 1.67 1.59 0.09
Put Call Ratio(Vol) 1.01 1.06 -0.05
18-Nov Wk. Ago Mth. Ago
Year Ago
Call Rate 3.13% 3.18% 3.36% 5.06%
T-Repo 2.68% 2.93% 3.05% 4.93%
Repo 4.00% 4.00% 4.00% 5.15%
Reverse Repo 3.35% 3.35% 3.35% 4.90%
91 Day T-Bill 2.85% 3.14% 3.20% 5.00%
364 Day T-Bill 3.40% 3.43% 3.50% 5.15%
10 Year Gilt 5.88% 5.90% 5.93% 6.48%
G-Sec Vol. (Rs.Cr) 22121 21241 47665 46688
FBIL MIBOR
[1]
3.40% 3.43% 3.66% 5.25%
3 Month CP Rate 3.25% 3.34% 3.40% 5.50%
5 Year Corp Bond 6.44% 6.46% 6.62% 7.47%
1 Month CD Rate 2.94% 3.14% 3.17% 5.06%
3 Month CD Rate 3.02% 3.19% 3.25% 5.04%
1 Year CD Rate 3.69% 3.72% 3.77% 5.82%
Currency 18-Nov Prev_Day
Change
USD/INR 74.36 74.51 -0.15
GBP/INR 98.61 98.46 0.15
EURO/INR 88.28 88.33 -0.05
JPY/INR 0.71 0.71 0.00
Commodity 18-Nov
Wk Ago Mth. Ago
Year Ago
NYMEX Crude($/bl) 41.62 41.21 40.65 56.77
Brent Crude($/bl) 42.46 42.59 40.84 63.66
Gold( $/oz) 1871 1865 1899 1471
Gold(Rs./10 gm) 50738 50530 50796 37931
[1]
Data as on 17 Nov, 2020
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19 November 2020
Derivative Statistics- Nifty Options
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• Nifty Nov 2020 Futures stood at 12,957.25, a premium of 19.00 points
above the spot closing of 12,938.25. The turnover on NSE’s Futures and
Options segment rose to Rs. 26,35,149.44 crore on November 18, 2020,
compared with Rs. 19,18,919.64 crore on November 17, 2020.
• The Put-Call ratio stood at 0.97 compared with the previous session’s close
of 0.93.
• The Nifty Put-Call ratio stood at 1.67 compared with the previous session’s
close of 1.59.
• Open interest on Nifty Futures stood at 13.69 million, compared with the
previous session’s close of 13.63 million.
• Bond yields remained steady as investor’s awaited simultaneous purchase
and sale of notes at special open market operation scheduled on Nov 19,
2020.
• Yield on the 10-year benchmark paper (5.77% GS 2030) remained
unchanged at 5.88% from the previous close after trading in the range of
5.85% to 5.88%.
• Banks borrowed Rs. 330 crore on Nov 18, 2020 under the central bank’s
marginal standing facility compared with the borrowing of Rs. 143 crore on
Nov 13, 2020.
• The Indian rupee rose against the greenback following gains in the domestic
equity market. Selling of the greenback by foreign banks further
strengthened the rupee. The rupee closed at 74.20 per U.S. dollar, up 0.36%
compared to the previous closing of 74.46 per U.S. dollar.
• The euro fell against the greenback amid concerns over increase in
coronavirus infection cases in U.S. and Europe.
• Gold prices fell as optimism regarding the availability of a COVID-19 vaccine
dampened the safe haven appeal of the bullion.
• Brent crude prices rose on optimism regarding the availability of a COVID-19
vaccine.
• U.S. retail sales went up 0.3% in Oct 2020, slower than downwardly revised
jump of 1.6% (1.9% rise originally reported) in the prior month. Barring sales
by motor vehicle and parts dealers, retail sales rose 0.2% after surging 1.2%.
• U.K. consumer prices accelerated to 3-month high to 0.7% YoY in Oct 2020,
from 0.5% rise in Sep 2020 driven by higher clothing and food prices.
Sequentially, consumer prices remained steady in Oct 2020 compared with
0.4% rise in Sep 2020.
• U.S. business inventories rose 0.7% in Sep 2020, faster than 0.3% increase in
Aug 2020. The rise partially reflected surge in retail inventories. Retail
inventories rose 1.7% in Oct 2020, better than 0.5% rise in the previous
month.