FII Derivative Trade Statistics 20-Nov
(Rs Cr) Buy
Index Futures 4059.83 4797.48 15195.28
Index Options 599909.93 597684.24 76611.42
Stock Futures 12931.01 14457.02 96687.45
Stock Options 10121.21 10073.83 7661.15
Total 627021.98 627012.57 196155.30
20-Nov Prev_Day
Put Call Ratio (OI) 1.57 1.29 0.28
Put Call Ratio(Vol) 1.01 1.12 -0.11
20-Nov Wk. Ago Mth. Ago
Call Rate 3.16% 3.21% 3.36% 5.07%
T-Repo 2.73% 2.62% 3.06% 4.97%
Repo 4.00% 4.00% 4.00% 5.15%
Reverse Repo 3.35% 3.35% 3.35% 4.90%
91 Day T-Bill 2.86% 3.05% 3.15% 5.02%
364 Day T-Bill 3.40% 3.44% 3.40% 5.14%
10 Year Gilt 5.88% 5.90% 5.93% 6.46%
G-Sec Vol. (Rs.Cr) 37873 32529 33288 54917
FBIL MIBOR
[1]
3.40% 3.41% 3.66% 5.25%
3 Month CP Rate 3.18% 3.28% 3.40% 5.50%
5 Year Corp Bond 6.38% 6.46% 6.53% 7.44%
1 Month CD Rate 2.92% 3.09% 3.16% 5.04%
3 Month CD Rate 3.05% 3.07% 3.24% 5.08%
1 Year CD Rate 3.67% 3.74% 3.66% 5.83%
Currency 20-Nov Prev_Day
USD/INR 74.16 74.26 -0.10
GBP/INR 98.50 98.27 0.23
EURO/INR 88.15 87.98 0.18
JPY/INR 0.71 0.72 0.00
Commodity 20-Nov Wk Ago Mth. Ago
NYMEX Crude($/bl) 41.97 39.91 41.32 56.66
Brent Crude($/bl) 42.81 41.19 40.63 65.04
Gold( $/oz) 1870 1888 1906 1471
Gold(Rs./10 gm) 50199 50738 50766 38305
Source: Refinitiv
[1]
Data as on 19 Nov, 2020
Mutual Fund Investments are subject to market risks, read all scheme related documents carefully.
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Derivative Statistics- Nifty Options
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 party sources
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information contained in this material.
• Nifty Nov 2020 Futures stood at 12,871.30, a premium of 12.25 points
above the spot closing of 12,859.05. The turnover on NSE’s Futures and
Options segment fell to Rs. 20,41,607.80 crore on November 20, 2020,
compared with Rs. 65,66,247.21 crore on November 19, 2020.
• The Put-Call ratio stood at 0.9 compared with the previous session’s close of
0.93.
• The Nifty Put-Call ratio stood at 1.57 compared with the previous session’s
close of 1.29.
• Open interest on Nifty Futures stood at 13.82 million, compared with the
previous session’s close of 13.73 million.
• Bond yields remained unchanged as investors awaited further clarity on
Reserve Bank of India’s bond purchases and also domestic country’s
economic growth data which is due later this month.
• 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 did not borrow on Nov 20, 2020 under the central bank’s marginal
standing facility compared with the borrowing of Rs. 140 crore on Nov 19,
2020.
• The Indian rupee rose against the greenback following gains in the domestic
equity market.
• The euro rose against the greenback as market participants focused on the
possible resumption of talks for additional coronavirus stimulus in U.S.
Hopes that a COVID-19 vaccine would be available soon further boosted
market sentiments.
• Gold prices rose as the greenback remained under pressure after the U.S.
Treasury Secretary said that negotiations on stimulus measures will
continue.
• Brent crude prices rose on optimism regarding the availability of a COVID-19
vaccine.
• According to a report released by the Conference Board, U.S. leading
economic index rose 0.7% in Oct 2020, which is similar to the prior month.
The continued advance by the index reflected widespread improvements
despite weakness from housing permits and consumers' outlook on
economic conditions.
• U.K. retail sales increased 1.2% MoM in Oct 2020, slower than 1.4% rise in
Sep 2020. Sales volumes rose for the sixth consecutive as consumers started
Christmas shopping earlier this year, underpinned by discounting from a
range of stores.
• Japan’s consumer prices contracted 0.4% YoY in Oct 2020 compared with
no change in Sep 2020. Core consumer prices fell 0.7% YoY in Oct 2020,
worse than 0.3% decline in the prior month.