FII Derivative Trade Statistics
Index Futures 3234.54 4289.17 30396.79
Index Options 104746.81 105364.93 64443.67
Stock Futures 14642.40 14510.92 88615.47
Stock Options 11967.90 11540.75 10178.95
Total 134591.65 135705.77 193634.88
18-Feb Prev_Day
Put Call Ratio (OI) 1.13 1.30 -0.17
Indian Debt Market
Put Call Ratio(Vol) 0.84 1.00 -0.15
18-Feb Wk. Ago Mth. Ago
Call Rate 6.31% 6.36% 6.45% 5.96%
T-Repo 6.28% 6.35% 6.49% --
Repo 6.25% 6.25% 6.50% 6.00%
Reverse Repo 6.00% 6.00% 6.25% 5.75%
91 Day T-Bill 6.35% 6.35% 6.50% 6.32%
364 Day T-Bill 6.50% 6.57% 6.79% 6.56%
10 Year Gilt 7.58% 7.53% 7.60% 7.58%
G-Sec Vol. (Rs.Cr) 19291 21793 30263 23303
Currency Market Update
FBIL MIBOR* 6.28% 6.45% 6.48% 6.05%
3 Month CP Rate 7.65% 7.45% 7.65% 7.89%
5 Year Corp Bond 8.49% 8.49% 8.44% 8.09%
1 Month CD Rate 6.55% 6.43% 6.68% 6.23%
3 Month CD Rate 7.39% 7.01% 7.14% 7.22%
1 Year CD Rate 7.70% 7.92% 7.87% 7.48%
Commodity Market Update
Currency 18-Feb Prev_Day
USD/INR 71.47 71.25 0.22
GBP/INR 92.27 91.23 1.04
EURO/INR 80.81 80.42 0.39
International News
JPY/INR 0.65 0.65 0.00
Commodity 18-Feb Wk Ago Mth. Ago
NYMEX Crude($/bl) Closed 52.38 53.55 61.87
Brent Crude($/bl) 66.85 61.57 62.23 63.54
Gold( $/oz) 1326 1308 1281 1348
Gold(Rs./10 gm) 33371 32913 32276 30693
Source: Thomson Reuters Eikon
*As on Feb 15, 2019
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Derivative Statistics- Nifty Options
• Nifty Feb 2019 Futures were at 10,662.25, a premium of 21.30 points,
over the spot closing of 10,640.95. The turnover on NSE’s Futures and
Options segment decreased to Rs. 5,49,669.46 crore on Feb 18, 2019,
compared with Rs. 7,39,087.25 crore on Feb 15, 2019.
• The Put-Call ratio stood at 0.88 compared with the previous session’s
close of 0.96.
• The Nifty Put-Call ratio stood at 1.13 compared with the previous
session’s close of 1.30.
• Open interest on Nifty Futures stood at 24.26 million as against the
previous session’s close at 23.44 million.
• Bond yields closed steady compared to the previous trading session.
However, overall market sentiment remained subdued due to surge in
global crude oil prices.
• Yield on the 10-year benchmark paper (7.17% GS 2028) closed
unchanged at 7.58% after trading in the range of 7.56% to 7.60%
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 20,926 crore (gross) on Feb 18, 2019,
compared with Rs. 4,927 crore (gross) as on Feb 15, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window
stood at Rs. 37,731 crore on Feb 15, 2019.
• Banks borrowed Rs. 1,085 crore under the central bank’s Marginal
Standing Facility on Feb 15, 2019 compared with borrowing of Rs. 1,005
crore on Feb 14, 2019.
• The Indian rupee declined against the greenback with the surge in
crude oil prices that raised concerns over widening fiscal deficit. In
addition, weak domestic equity market also weighed down on the local
unit. The rupee closed at 71.34 a dollar, down 0.17% compared with the
previous close of 71.22.
• The euro rebound against the greenback as progress in U.S.-China
trade talks suggested that trade resolution is on track. The euro was last
seen trading at 1.1329 a dollar, up 0.32% compared with the previous
close of 1.1293.
• Gold prices gained amid U.S.-China trade negotiations.
• Brent crude prices inched up on OPEC-led production cut to tighten
the oil market.
• A report from the Labor Department showed that U.S. import prices
fell 0.5% in Jan 2019 as against a decline of 1% in Dec 2018. The prices
fell more than market expectations due to decline in fuel imports that
fell 3.2% in Jan 2019 as against a decline of 8.6% in Dec. Export prices
fell 0.6% in Jan 2019, thereby marking decline for second month in a
row. Prices for agricultural exports fell 2.1% in Jan as against a gain of
3.8% in Dec.
• A report from the IHS Markit, U.K.’s IHS Markit Household Finance
Index fell to 43.4 in Feb 2019 from 44.7 in Jan 2019. This marked the
lowest reading since Mar 2018. Softer growth was witnessed at work
place activity and also income from employment.