FII Derivative Trade Statistics
(Rs Cr) Buy
Sell Open Int.
Index Futures 3370.68 2923.74 14858.27
Index Options 297807.52 295672.46 91905.61
Stock Futures 12634.13 12929.37 97988.86
Stock Options 9708.30 9730.59 7451.34
Total 323520.63 321256.16 212204.08
Put Call Ratio (OI) 1.29 1.67 -0.39
Put Call Ratio(Vol) 1.12 1.01 0.11
19-Nov Wk. Ago Mth. Ago
Call Rate 3.15% 3.18% 3.36% 5.07%
T-Repo 2.60% 2.64% 3.05% 4.95%
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% 3.07% 3.18% 5.04%
364 Day T-Bill 3.41% 3.45% 3.49% 5.15%
10 Year Gilt 5.88% 5.90% 5.94% 6.48%
G-Sec Vol. (Rs.Cr) 29919 13690 33372 45044
3.39% 3.41% 3.65% 5.25%
3 Month CP Rate 3.18% 3.30% 3.40% 5.50%
5 Year Corp Bond 6.42% 6.47% 6.56% 7.50%
1 Month CD Rate 2.84% 3.04% 3.18% 5.10%
3 Month CD Rate 2.97% 3.12% 3.26% 5.16%
1 Year CD Rate 3.68% 3.71% 3.73% 5.82%
Currency 19-Nov Prev_Day
USD/INR 74.26 74.36 -0.11
GBP/INR 98.27 98.61 -0.34
EURO/INR 87.98 88.28 -0.30
JPY/INR 0.72 0.71 0.00
Wk Ago Mth. Ago
NYMEX Crude($/bl) 41.55 40.88 40.64 54.88
Brent Crude($/bl) 42.39 42.07 41.41 62.99
Gold( $/oz) 1867 1876 1904 1472
Gold(Rs./10 gm) 50141 50536 50828 38069
Data as on 18 Nov, 2020
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20 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 12,793.50, a premium of 21.80 points
above the spot closing of 12,771.70. The turnover on NSE’s Futures and
Options segment rose to Rs. 65,66,247.21 crore on November 19, 2020,
compared with Rs. 26,35,149.44 crore on November 18, 2020.
• The Put-Call ratio stood at 0.93 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.29 compared with the previous session’s
close of 1.67.
• Open interest on Nifty Futures stood at 13.73 million, compared with the
previous session’s close of 13.69 million.
• Bond yields remained unchanged as investors awaited further clarity on
Reserve Bank of India’s bond purchases, after a special open market
operation held 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
5.87% to 5.89%.
• Banks borrowed Rs. 140 crore on Nov 19, 2020 under the central bank’s
marginal standing facility compared with the borrowing of Rs. 330 crore on
Nov 18, 2020.
• RBI announced Special OMO of simultaneous Purchase and Sale of
Government of India Securities for the notified amount of Rs. 10,000 crore
each on Nov 26, 2020.
• The Indian rupee weakened against the greenback following losses in the
domestic equity market. However, selling of the greenback by a foreign
back restricted most of the losses.
• The euro rose against the greenback as the latter remained under pressure
amid reports that negotiations on another coronavirus stimulus package
• Gold prices fell as progress in COVID-19 vaccine development boosted
hopes of a faster economic rebound.
• Brent crude prices fell as increase in coronavirus infection cases across the
globe hurt the demand outlook of the commodity.
• U.S. housing starts jumped 4.9% to an annual rate of 1.530 million in Oct
2020 compared with 6.3% surge to an upwardly revised rate of 1.459 million
(1.415 million originally reported) in Sep 2020.
• Eurozone construction output fell 2.9% MoM in Sep 2020 contrary to 3.9%
rise in the previous month. Building construction and civil engineering
output dropped 3.2% sequentially 0.4%.
• Indonesia's central bank lowered its key interest rates by 25 bps to support
economic recovery. The Board of Governors of Bank Indonesia cut the BI 7-
day reverse repo rate to 3.75% from 4.00%.
• U.S. initial jobless claims rose by 31,000 to 742,000 in the week ended Nov
14, 2020 from the previous week's revised level of 711,000 (709,000