(RsCr) Buy Sell OpenInt.
IndexFutures 2564.07 2289.54 29192.17
IndexOptions 70662.57 69318.25 61136.45
StockFutures 11014.68 11566.60 88279.69
StockOptions 8360.15 8309.23 8409.73
Total 92601.47 91483.62 187018.04
12‐Feb Prev_Day Change
PutCallRatio(OI) 1.35 1.47 ‐0.12
PutCallRatio(Vol) 0.88 0.86 0.02
12‐Feb Wk.Ago Mth.Ago YearAgo
CallRate 6.27% 6.34% 6.35% 6.00%
T‐Repo 6.28% 6.30% 6.38% ‐‐
Repo 6.25% 6.50% 6.50% 6.00%
ReverseRepo 6.00% 6.25% 6.25% 5.75%
91DayT‐Bill 6.38% 6.65% 6.60% 6.35%
364DayT‐Bill 6.60% 6.74% 6.85% 6.54%
10YearGilt 7.53% 7.61% 7.50% 7.50%
G‐SecVol.(Rs.Cr) 20378 31357 38698 33836
FBILMIBOR* 6.45% 6.49% 6.50% 6.00%
3MonthCPRate 7.45% 7.65% 7.70% 7.78%
5YearCorpBond 8.46% 8.52% 8.38% 8.07%
1MonthCDRate 6.41% 6.62% 6.71% 6.26%
3MonthCDRate 7.19% 7.24% 7.48% 7.23%
1YearCDRate 7.94% 8.00% 7.90% 7.50%
Currency 12‐Feb Prev_Day Change
USD/INR 70.94 71.16 ‐0.23
GBP/INR 91.26 92.02 ‐0.76
EURO/INR 80.03 80.59 ‐0.56
JPY/INR 0.64 0.65 ‐0.01
Commodity 12‐Feb WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 53.09 53.64 51.39 59.39
BrentCrude($/bl) 62.97 61.76 58.88 62.14
Gold($/oz) 1311 1315 1288 1323
Gold(Rs./10gm) 32891 33239 32117 30063
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• Nifty Feb 2019 Futures were at 10,860.45, a premium of 29.05 points,
over the spot closing of 10,831.40. The turnover on NSE’s Futures and
Options segment increased to Rs. 6,83,890.96 crore on Feb 12, 2019,
compared with Rs. 5,46,033.37 crore on Feb 11, 2019.
• The Put‐Call ratio stood at 0.91 compared with the previous session’s
close of 0.92.
• The Nifty Put‐Call ratio stood at 1.35 compared with the previous
session’s close of 1.47.
• India VIX decreased 1.07% to 15.6700 compared with 15.8400 at the
previous trading session.
• Bond yields remained unchanged as market participants are awaiting
the retail inflation data for Jan 2019 to take further cues.
• Yield on the 10‐year benchmark paper (7.17% GS 2028) remained
unchanged at 7.53% as compared with the previous session after trading
in the range of 7.51% to 7.54%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 6,496 crore (gross) on Feb 12, 2019, compared
with Rs. 22,255 crore (gross) as on Feb 11, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 16,181
crore on Feb 11, 2019.
• Banks borrowed Rs. 265 crore under the central bank’s Marginal
Standing Facility on Feb 11, 2019 compared with borrowing of Rs. 301
crore on Feb 8, 2019.
• The Indian rupee saw an uptick following dollar sales by banks on
behalf of their custodial clients. In addition, hopes of improving foreign
fund inflows also aided the domestic unit. However, the upside was
limited by weak local equity market, surge in oil prices and rise in dollar.
• The euro continued to track losses from the previous session, reeling
under the pressure of weak economic growth forecast given by the
European Commission for eurozone.
• Gold prices strengthened against the greenback as market participants
are growing cautious ahead of the outcome of the upcoming U.S.‐China
trade negotiation due later this week.
• Brent crude prices saw a steep surge due to the production cut led by
OPEC and its allies.
• According to the Bank of Japan, the M2 money stock in Japan increased
2.4% YoY in Jan 2019. It came in at 1,015.1 trillion yen, in line with
expectations and unchanged from the previous month. The M3 money
stock advanced an annual 2.1% to 1,348.4 trillion yen ‐ the same as the
figure reported in the year‐ago period. The L money stock was up an
annual 1.9% to 1,794.3 trillion yen, slowing from 2.0% advance in the