FII Derivative Trade Statistics 23-Nov
(Rs Cr) Buy
Index Futures 5383.55 4734.56 15625.30
Index Options 260017.72 259756.35 83791.21
Stock Futures 18872.02 19413.16 97315.91
Stock Options 11351.20 11131.08 7688.13
Total 295624.49 295035.15 204420.55
Put Call Ratio (OI) 1.57 1.57 0.00
Put Call Ratio(Vol) 1.07 1.01 0.06
23-Nov Wk. Ago Mth. Ago
Call Rate 3.11% 3.21% 3.22% 5.04%
T-Repo 2.89% 2.62% 3.08% 5.04%
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% 3.05% 3.14% 5.01%
364 Day T-Bill 3.38% 3.44% 3.45% 5.14%
10 Year Gilt 5.89% 5.90% 5.84% 6.50%
G-Sec Vol. (Rs.Cr) 24475 32529 60480 34718
3.36% 3.41% 3.45% 5.25%
3 Month CP Rate 3.18% 3.28% 3.38% 5.45%
5 Year Corp Bond 6.38% 6.47% 6.49% 7.51%
1 Month CD Rate 3.01% 3.09% 3.23% 5.16%
3 Month CD Rate 3.06% 3.07% 3.22% 5.23%
1 Year CD Rate 3.55% 3.74% 3.73% 5.81%
Currency 23-Nov Prev_Day
USD/INR 74.14 74.16 -0.02
GBP/INR 98.81 98.50 0.31
EURO/INR 88.06 88.15 -0.09
JPY/INR 0.71 0.71 0.00
Commodity 23-Nov Wk Ago Mth. Ago
NYMEX Crude($/bl) 42.89 41.12 39.63 57.63
Brent Crude($/bl) 44.34 42.79 40.85 66.07
Gold( $/oz) 1836 1889 1901 1462
Gold(Rs./10 gm) 50180 50738 51044 38157
Data as on 20 Nov, 2020
Mutual Fund Investments are subject to market risks, read all scheme related documents carefully.
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Derivative Statistics- Nifty Options
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• Nifty Nov 2020 Futures stood at 12,934.35, a premium of 7.90 points above
the spot closing of 12,926.45. The turnover on NSE’s Futures and Options
segment rose to Rs. 21,90,026.21 crore on November 23, 2020, compared
with Rs. 20,41,607.80 crore on November 20, 2020.
• The Put-Call ratio stood at 0.91 compared with the previous session’s close
• The Nifty Put-Call ratio remained unchanged compared with the previous
session’s close of 1.57.
• Open interest on Nifty Futures stood at 13.94 million, compared with the
previous session’s close of 13.82 million.
• Bond yields rose marginally after weak demand for duration papers at the
government's debt switch. Meanwhile, market participants awaited fresh
triggers in coming sessions.
• Yield on the 10-year benchmark paper (5.77% GS 2030) rose 2 bps to close
at 5.90% from the previous close of 5.88% after trading in the range of
5.87% to 5.90%.
• Banks borrowed Rs. 266 crore on Nov 20, 2020 under the central bank’s
marginal standing facility compared with nil borrowing on Nov 19, 2020.
• The Indian rupee edged up against the U.S. dollar as regional risk sentiment
improved on growing expectations of an early rollout of coronavirus
• Euro rose against the greenback following rise in domestic equity market on
improving risk sentiment amid encouraging COVID-19 vaccine news.
• Gold prices fell as optimism over progress in COVID-19 vaccines boosted
hopes for a swifter economic rebound.
• Brent crude prices rose as market participants banked on recovery in
demand due to successful coronavirus vaccine trials.
• Survey data from IHS Markit and Ipsos MORI showed that UK households'
finance perceptions weakened to a six-month low in Nov 2020. The
household finance index, which measures households' overall perceptions
of financial well-being, fell to 40.0 in Nov 2020 from 40.8 in Oct 2020.
• Preliminary data showed that the IHS Markit/Chartered Institute of
Procurement & Supply composite output index of U.K. dropped to 47.4 in
Nov 2020 from 52.1 in Oct.
• Flash survey data from IHS Markit showed that the composite output index
of Euro Zone plunged to a six-month low of 45.1 in Nov 2020 from the
neutral 50.0 in Oct 2020. The services Purchasing Managers' Index (PMI) fell
to 41.3 from 46.9 in the previous month. The manufacturing PMI fell to 53.6
in Nov 2020 from 54.8 in Oct 2020.