FII Derivative Trade Statistics 22-Sep
(Rs Cr) Buy
Index Futures 6720.07 6288.41 10890.78
Index Options 205002.09 205790.29 63541.02
Stock Futures 33173.51 33503.88 82820.76
Stock Options 9922.26 9679.49 6774.82
Total 254817.93 255262.07 164027.38
Put Call Ratio (OI) 1.04 1.07 -0.03
Put Call Ratio(Vol) 0.91 0.93 -0.02
22-Sep Wk. Ago Mth. Ago
Call Rate 3.40% 3.41% 3.43% 5.37%
T-Repo 3.22% 3.21% 3.01% 5.36%
Repo 4.00% 4.00% 4.00% 5.40%
Reverse Repo 3.35% 3.35% 3.35% 5.15%
91 Day T-Bill 3.32% 3.32% 3.20% 5.30%
364 Day T-Bill 3.58% 3.53% 3.51% 5.55%
10 Year Gilt 6.03% 5.97% 6.14% 6.79%
G-Sec Vol. (Rs.Cr)
21874 32219 47140 82191
3.71% 3.71% 3.77% 5.45%
3 Month CP Rate 3.60% 3.55% 3.40% 5.70%
5 Year Corp Bond 6.62% 6.78% 6.85% 7.68%
1 Month CD Rate 3.37% 3.31% 3.11% 5.44%
3 Month CD Rate 3.45% 3.29% 3.21% 5.43%
1 Year CD Rate 3.89% 3.87% 3.80% 6.35%
Currency 22-Sep Prev_Day
USD/INR 73.50 73.32 0.18
GBP/INR 93.98 95.03 -1.05
EURO/INR 86.30 86.96 -0.66
JPY/INR 0.70 0.70 0.00
Commodity 22-Sep Wk Ago Mth. Ago
NYMEX Crude($/bl) 39.50 38.24 42.27 57.87
Brent Crude($/bl) 40.74 38.98 44.13 66.12
Gold( $/oz) 1899 1956 1939 1517
Gold(Rs./10 gm) 50623 51915 51840 37390
Data as on 21 Sep, 2020;
Data as on 18 Sep, 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 Sep 2020 Futures stood at 11,162.05, a premium of 8.40 points above
the spot closing of 11,153.65. The turnover on NSE’s Futures and Options
segment rose to Rs. 21,88,928.38 crore on September 22, 2020, compared
with Rs. 18,07,273.05 crore on September 21, 2020.
• The Put-Call ratio stood at 0.99 compared with the previous session’s close
• The Nifty Put-Call ratio stood at 1.04 compared with the previous session’s
close of 1.07.
• Open interest on Nifty Futures stood at 10.81 million, compared with the
previous session’s close of 10.98 million.
• Bond yields were almost steady ahead of the Reserve Bank of India’s (RBI)
outright open market purchase of government securities on Thursday.
• Yield on the 10-year benchmark paper (5.77% GS 2030) fell 1 bps to 6.01%
from the previous close of 6.02% after moving in a range of 5.99% to 6.02%.
• Banks did not borrowed under the central bank’s marginal standing facility
on Sep 21, 2020 compared with nil borrowing on Sep 18, 2020.
• The Indian rupee in the spot trade weakened against the greenback
following losses in the domestic equity market. Concerns over fresh
lockdowns in Europe to control surging coronavirus infection cases in the
region also weighed on the market sentiment.
• The euro weakened against the greenback as fresh lockdown were
announced in Europe to control surging coronavirus infection cases in the
• Gold prices fell due to strengthening of the greenback.
• Brent crude prices rose after U.S. tropical Storm Beta lost strength the U.S.
Gulf of Mexico. However, persisting concerns over COVID-19 pandemic
capped the gains.
• The Bank of Korea said, South Korea’s producer prices surprisingly rose 0.5%
MoM in Aug 2020 better than 0.2% increase in Jul 2020. Individually, prices
for agricultural, forestry and marine products surged 6.1% MoM, while
manufactured products and utilities both rose 0.2% and services gained
• Figures from the Directorate General of Budget, Accounting and Statistics
showed, Taiwan's non-adjusted unemployment rate fell to 3.99% in Aug
2020 from 4.00% in Jul 2020. The number of unemployed persons fell by
1,000 MoM to 478,000 in Aug 2020.
• Denmark's consumer confidence index fell to -7.4 in Sep 2020 from -5.5 in
Aug 2020. Fall was due to lack of desire to buy among households and their
weaker assessment of the economy's past situation.