FII Derivative Trade Statistics 21-Oct
(Rs Cr) Buy
Index Futures 3142.03 3426.59 12085.63
Index Options 200384.31 201451.07 79264.70
Stock Futures 12580.46 12980.97 80571.34
Stock Options 5588.89 5546.73 8499.95
Total 221695.69 223405.36 180421.62
Put Call Ratio (OI) 1.42 1.46 -0.04
Put Call Ratio(Vol) 0.98 0.91 0.07
21-Oct Wk. Ago Mth. Ago
Call Rate 3.22% 3.41% 3.43% 5.10%
T-Repo 3.06% 3.18% 3.75% 4.90%
Repo 4.00% 4.00% 4.00% 5.15%
Reverse Repo 3.35% 3.35% 3.35% 4.90%
91 Day T-Bill 3.18% 3.23% 3.35% 5.05%
364 Day T-Bill 3.46% 3.47% 3.67% 5.25%
10 Year Gilt 5.91% 5.87% 6.04% 6.52%
G-Sec Vol. (Rs.Cr) 35254 22341 21874 24960
3.66% 3.63% 3.71% 5.25%
3 Month CP Rate 3.40% 3.40% 3.60% 5.80%
5 Year Corp Bond 6.51% 6.56% 6.74% 7.56%
1 Month CD Rate 3.17% 3.16% 3.30% 4.94%
3 Month CD Rate 3.23% 3.36% 3.44% 5.67%
1 Year CD Rate 3.74% 3.75% 3.90% 5.86%
Currency 21-Oct Prev_Day
USD/INR 73.45 73.33 0.12
GBP/INR 95.38 94.95 0.43
EURO/INR 87.06 86.34 0.72
JPY/INR 0.70 0.70 0.00
Commodity 21-Oct Wk Ago Mth. Ago
NYMEX Crude($/bl) 39.83 40.81 39.21 53.23
Brent Crude($/bl) 39.91 41.01 39.72 59.79
Gold( $/oz) 1924 1901 1913 1484
Gold(Rs./10 gm) 51230 50467 51258 38241
Data as on 20 Oct, 2020
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Derivative Statistics- Nifty Options
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information contained in this material.
• Nifty Oct 2020 Futures stood at 11,927.45, a discount of 10.20 points below
the spot closing of 11,937.65. The turnover on NSE’s Futures and Options
segment rose to Rs. 33,02,118.97 crore on October 21, 2020, compared
with Rs. 16,85,766.70 crore on October 20, 2020.
• The Put-Call ratio stood at 0.96 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.42 compared with the previous session’s
close of 1.46.
• Open interest on Nifty Futures stood at 13.12 million, compared with the
previous session’s close of 12.89 million.
• Bond yields inched down as market participants anticipated more open
market operations from Reserve Bank of India moving ahead.
• Yield on the 10-year benchmark paper (5.77% GS 2030) inched down 2 bps
to close at 5.91% from the previous close of 5.93% after trading in a range
of 5.91% to 5.93%.
• Banks borrowed Rs. 125 crore under the central bank’s marginal standing
facility on Oct 20, 2020 compared to that of Oct 19, 2020 when banks
borrowed Rs. 3 crore.
• Data from RBI showed that reserve money increased at an annualised rate
of 12.9% in the week to Oct 16, 2020, compared with an increase of 12.8% a
year earlier. The currency in circulation rose 21.6% during the same week
compared with an increase of 13.1% a year earlier.
• The Indian rupee in the spot trade fell against the greenback following
persisting dollar demand from state-run banks, likely on behalf of the
Reserve Bank of India. However, gains in the domestic equity market
restricted further losses.
• The euro rose against the greenback on growing possibility that a U.S.
coronavirus aid package will be announced before Nov 3.
• Gold prices rose on growing possibility that a U.S. coronavirus aid package
will be announced before Nov 3.
• Brent crude prices fell as persisting concerns over COVID-19 pandemic
weighed on the market sentiment.
• The Office for National Statistics reported, UK’s consumer price inflation
accelerated to 0.5% YoY after touching 5-year low of 0.2% in Aug 2020. The
end of the government's food discount scheme boosted restaurant and cafe
prices. The main upward contributions were made by shipping costs, and
restaurant and cafe rates.
• Preliminary data showed, retail sales in Australia fell 1.5% MoM, far slower
than 4% drop in the previous month. In food retailing, household goods
retailing, and other retailing, turnover was seen to decline.
• The Office for National Statistics announced, the UK’s public sector net
borrowing increased by GBP 28.4 billion YoY to GBP 36.1 billion in Sep 2020.
Since records started in 1993, this was the third highest borrowing.