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
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
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
Data as on 19 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
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
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 Nippon 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 upon 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 & assertions 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, the 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 or 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 the 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 information/data 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 informed 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 12,871.30, 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
• 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,
• The Indian rupee rose against the greenback following gains in the domestic
• 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
• Gold prices rose as the greenback remained under pressure after the U.S.
Treasury Secretary said that negotiations on stimulus measures will
• Brent crude prices rose on optimism regarding the availability of a COVID-19
• 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
• 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.