FII Derivative Trade Statistics 23-Sep
(Rs Cr) Buy
Index Futures 7509.03 8204.95 11415.65
Index Options 272989.47 272198.29 67319.86
Stock Futures 40792.88 39952.85 80631.61
Stock Options 7369.81 7270.45 5945.51
Total 328661.19 327626.54 165312.63
Put Call Ratio (OI) 1.03 1.04 -0.01
Put Call Ratio(Vol) 0.90 0.91 -0.02
23-Sep Wk. Ago Mth. Ago
Call Rate 3.42% 3.43% 3.43% 5.36%
T-Repo 3.23% 3.22% 3.01% 5.33%
Repo 4.00% 4.00% 4.00% 5.40%
Reverse Repo 3.35% 3.35% 3.35% 5.15%
91 Day T-Bill 3.36% 3.33% 3.20% 5.37%
364 Day T-Bill 3.70% 3.62% 3.51% 5.55%
10 Year Gilt 6.01% 5.94% 6.14% 6.75%
G-Sec Vol. (Rs.Cr)
13206 32219 47140 50815
3.80% 3.68% 3.77% 5.45%
3 Month CP Rate 3.60% 3.55% 3.40% 5.75%
5 Year Corp Bond 6.61% 6.70% 6.85% 7.55%
1 Month CD Rate 3.41% 3.29% 3.11% 5.46%
3 Month CD Rate 3.45% 3.29% 3.21% 5.48%
1 Year CD Rate 3.97% 3.95% 3.80% 6.39%
Currency 23-Sep Prev_Day
USD/INR 73.63 73.50 0.13
GBP/INR 93.43 93.98 -0.55
EURO/INR 85.99 86.30 -0.31
JPY/INR 0.70 0.70 0.00
Commodity 23-Sep Wk Ago Mth. Ago
NYMEX Crude($/bl) 39.87 40.12 42.27 58.64
Brent Crude($/bl) 41.28 40.47 44.13 65.55
Gold( $/oz) 1864 1959 1939 1522
Gold(Rs./10 gm) 50251 51797 51840 37743
Data as on 22 Sep, 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 Sep 2020 Futures stood at 11,147.65, a premium of 15.80 points
above the spot closing of 11,131.85. The turnover on NSE’s Futures and
Options segment rose to Rs. 25,61,103.02 crore on September 23, 2020,
compared with Rs. 21,88,928.38 crore on September 22, 2020.
• The Put-Call ratio stood at 0.92 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.03 compared with the previous session’s
close of 1.04.
• Open interest on Nifty Futures stood at 10.93 million, compared with the
previous session’s close of 10.81 million.
• Bond yields fell ahead of the Reserve Bank of India’s (RBI) open market
purchase of government securities on Thursday. Market participants also
await borrowing calendar for second half of FY21 to be announced by
• Yield on the 10-year benchmark paper (5.77% GS 2030) fell 2 bps to 5.99%
from the previous close of 6.01% after moving in a range of 5.99% to 6.01%.
• RBI conducted the auction of 91 days, 182 days and 364 days Treasury bills
for the notified amount of Rs. 12,000 crore, Rs. 13,000 crore and Rs. 10,000
crore on which the cut off Rs. 99.1698 (YTM: 3.3578%), Rs. 98.2472 (YTM:
3.5779%) and Rs. 96.4125 (YTM: 3.7312%).
• The Indian rupee in the spot trade inched up against the greenback on
expectations of more foreign fund inflows in the coming trading sessions.
However, losses in the domestic equity market neutralized most of the
• The euro weakened against the greenback as concerns over rising
coronavirus infection cases in Europe fuelled concerns of a slowdown in
• Gold prices fell due to strengthening of the greenback.
• Brent crude prices rose after data from the Energy Information
Administration showed that crude oil inventories in U.S. decreased by 1.6
million barrels in the week ended Sep 18, 2020.
• According to a report released by the National Association of Realtors, U.S.
existing home sales rose 2.4% to an annual rate of 6.000 million in Aug 2020
compared with a surge of 24.7% to a rate of 5.860 million in Jul 2020.
Existing home sales rose to their highest level in nearly 14 years.
• Flash survey data from IHS Markit showed, U.K. composite output index
dropped to 55.7 in Sep 2020 from 59.1 in Aug 2020 due to the persistent
disruptions to business operations caused by the coronavirus pandemic.
• Data from the Ministry of Economy, Trade and Industry showed, Japan’s all
industry activity index increased 1.3% MoM in Jul 2020, slower than 6.8%
fall in Jun 2020. Among components, construction activity improved 0.5% in
Jul 2020, lower than 1.8% decline in Jun 2020.