FII Derivative Trade Statistics 24-Nov
(Rs Cr) Buy
Index Futures 5320.52 5247.27 16229.35
Index Options 292027.12 292788.68 85775.86
Stock Futures 36985.19 37677.27 97765.05
Stock Options 9567.60 9607.10 7039.73
Total 343900.43 345320.32 206809.99
Put Call Ratio (OI) 1.78 1.57 0.22
Put Call Ratio(Vol) 1.06 1.07 -0.01
24-Nov Wk. Ago Mth. Ago
Call Rate 3.07% 3.12% 3.22% 5.04%
T-Repo 2.74% 2.78% 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 2.87% 2.95% 3.14% 5.01%
364 Day T-Bill 3.40% 3.40% 3.45% 5.14%
10 Year Gilt 5.88% 5.88% 5.84% 6.50%
G-Sec Vol. (Rs.Cr) 37471 23164 60480 34718
3.39% 3.40% 3.45% 5.25%
3 Month CP Rate 3.20% 3.28% 3.38% 5.45%
5 Year Corp Bond 6.37% 6.44% 6.49% 7.51%
1 Month CD Rate 2.95% 2.99% 3.23% 5.16%
3 Month CD Rate 3.09% 3.10% 3.22% 5.23%
1 Year CD Rate 3.58% 3.71% 3.73% 5.81%
Currency 24-Nov Prev_Day
USD/INR 73.98 74.14 -0.17
GBP/INR 98.70 98.81 -0.11
EURO/INR 87.69 88.06 -0.37
JPY/INR 0.71 0.71 -0.01
Commodity 24-Nov Wk Ago Mth. Ago
NYMEX Crude($/bl) 44.68 41.22 39.63 57.63
Brent Crude($/bl) 46.05 41.65 40.85 66.07
Gold( $/oz) 1808 1879 1901 1462
Gold(Rs./10 gm) 48958 50738 51044 38157
Data as on 23 Nov, 2020
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Derivative Statistics- Nifty Options
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information contained in this material.
• Nifty Nov 2020 Futures stood at 13,062.45, a premium of 7.30 points above
the spot closing of 13,055.15. The turnover on NSE’s Futures and Options
segment fell to Rs. 20,51,382.71 crore on November 24, 2020, compared
with Rs. 21,90,026.21 crore on November 23, 2020.
• The Put-Call ratio stood at 0.93 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.78 compared with the previous session’s
close of 1.57.
• Open interest on Nifty Futures stood at 14.63 million, compared with the
previous session’s close of 13.94 million.
• Bond yields fell marginally as the Reserve bank of India announced the
auction of a new 10-year bond to be held on Friday, which will lead to
readjustment of the yield curve.
• Yield on the 10-year benchmark paper (5.77% GS 2030) fell 2 bps to close at
5.88% from the previous close of 5.90% after trading in the range of 5.88%
• Reliance Industries plans to raise funds by selling commercial papers
maturing in 3 months at a coupon of 3.06% and has received commitments
worth around Rs. 1000 crore.
• Banks borrowed Rs. 34 crore on Nov 23, 2020 under the central bank’s
marginal standing facility compared with Rs. 266 crore borrowing on Nov
• The Indian rupee gained for the third consecutive session against the U.S.
dollar supported by an upbeat risk appetite in the region and domestic
equities market touched new highs.
• Euro gained marginally against the greenback as U.S. President Donald
Trump accepted the transition to a Joseph Biden presidency, which may
include former Federal Reserve Chairman Janet Yellen as Treasury secretary.
• Gold prices fell as optimism over progress in COVID-19 vaccine development
and hopes for a quick transition in the U.S. Administration dampened the
safe haven appeal of the bullion.
• Survey results from ifo Institute showed that the German business climate
index fell to 90.7 in Nov 2020 from revised 92.5 in the previous month. The
decline can be attributed to the second wave of coronavirus infections
which made companies pessimistic about the future. The current conditions
index also fell to 90.0 from 90.4 in the previous month.
• Data from the Destatis showed that Germany’s economy rebounded at a
faster than expected pace in the third quarter of 2020. Gross domestic
product grew 8.5%c sequentially in the third quarter of 2020 following a
9.8% decline in the second quarter of 2020.