FII Derivative Trade Statistics 25-Nov
(Rs Cr) Buy
Index Futures 7287.52 7316.62 17296.86
Index Options 219053.08 216509.15 94745.94
Stock Futures 44495.80 45403.30 98604.19
Stock Options 6918.77 7231.34 7010.46
Total 277755.17 276460.41 217657.45
Put Call Ratio (OI) 1.27 1.78 -0.52
Put Call Ratio(Vol) 1.03 1.06 -0.03
25-Nov Wk. Ago Mth. Ago
Call Rate 3.12% 3.13% 3.22% 5.04%
T-Repo 2.67% 2.68% 3.08% 5.00%
Repo 4.00% 4.00% 4.00% 5.15%
Reverse Repo 3.35% 3.35% 3.35% 4.90%
91 Day T-Bill 2.93% 2.85% 3.14% 4.97%
364 Day T-Bill 3.39% 3.40% 3.45% 5.12%
10 Year Gilt 5.89% 5.88% 5.84% 6.47%
G-Sec Vol. (Rs.Cr) 42649 22121 60480 30325
3.39% 3.39% 3.45% 5.25%
3 Month CP Rate 3.20% 3.25% 3.38% 5.45%
5 Year Corp Bond 6.38% 6.44% 6.49% 7.44%
1 Month CD Rate 2.90% 2.94% 3.23% 5.17%
3 Month CD Rate 2.95% 3.02% 3.22% 5.17%
1 Year CD Rate 3.64% 3.69% 3.73% 5.94%
Currency 25-Nov Prev_Day
USD/INR 73.98 73.98 0.00
GBP/INR 98.69 98.70 0.00
EURO/INR 87.99 87.69 0.30
JPY/INR 0.71 0.71 0.00
Commodity 25-Nov Wk Ago Mth. Ago
NYMEX Crude($/bl) 45.55 41.62 39.63 57.74
Brent Crude($/bl) 46.07 42.46 40.85 66.26
Gold( $/oz) 1805 1871 1901 1455
Gold(Rs./10 gm) 48947 50738 51044 37862
Data as on 24 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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information contained in this material.
• Nifty Nov 2020 Futures stood at 12,859.15, a premium of 0.75 points above
the spot closing of 12,858.40. The turnover on NSE’s Futures and Options
segment rose to Rs. 38,91,689.92 crore on November 25, 2020, compared
with Rs. 20,51,382.71 crore on November 24, 2020.
• The Put-Call ratio remained unchanged compared with the previous
session’s close of 0.93.
• The Nifty Put-Call ratio stood at 1.27 compared with the previous session’s
close of 1.78.
• Open interest on Nifty Futures stood at 14.25 million, compared with the
previous session’s close of 14.63 million.
• Bond yields were little changed as market participants remained on the
sidelines ahead of India’s Gross Domestic Product (GDP) for the Sep quarter
of 2020 and the auction of a new 10-year bond on Friday.
• Yield on the 10-year benchmark paper (5.77% GS 2030) inched up 1 bps to
close at 5.89% from the previous close of 5.88% after trading in the range
of 5.87% to 5.89%.
• RBI conducted the auction of 91 days, 182 days and 364 days Treasury Bills
for a notified amount of Rs. 9,000 crore Rs. 3,000 crore Rs. 4,000 crore,
respectively, which were fully accepted. The cut-off stood Rs. 99.2750 (YTM:
2.93%), Rs. 98.4005 (YTM: 3.26%) and Rs. 96.7253 (YTM: 3.39%).
• Banks borrowed Rs. 44 crore on Nov 24, 2020 under the central bank’s
marginal standing facility compared with Rs. 34 crore borrowing on Nov 23,
• The Indian rupee gained for the fourth straight session against the U.S.
dollar, tracking gains in most regional currencies amid broad decline in
greenback. However, intervention by the Reserve Bank of India through
dollar purchases by state-run banks restricted gains.
• Euro rose marginally against the U.S. dollar on progress in developing a
covid-19 vaccine along with anticipation for a fiscal boost from a new U.S.
• Gold prices rose as market participants resorted to bargain hunting.
However, expectations that coronavirus vaccines will spur economic
recovery capped the gains.
• Brent crude prices rose on hopes that a COVID-19 vaccine will improve the
demand outlook of the commodity.
• According to the European Central Bank, banks may need more money to
make provision for higher loan loss. Losses on loans is expected to rise on
account of missed payments and rising number of corporate defaults.
• Data from the Statistics Denmark showed that retail sales in Denmark grew
for the first time in four months in Oct 2020. Retail sales rose a seasonally
adjusted 8.2% on a monthly basis in Oct 2020 following a 1.1% fall in Sep
• Data from the Bank of Japan showed that Japan's services producer prices
declined in Oct 2020. The services producer price index fell 0.6% on a yearly
basis in Oct 2020 following a 1.4% rise in Sep 2020. On a monthly basis.
Producer price inflation eased 0.1% in Oct 2020 following a increase of 0.2%
in the previous month.