(RsCr) Buy Sell OpenInt.
IndexFutures 3742.16 4895.17 21841.62
IndexOptions 104603.86 106764.23 85333.38
StockFutures 20424.22 20015.99 76764.75
StockOptions 10088.90 10081.38 8297.96
Total 138859.14 141756.77 192237.71
20‐Feb Prev_Day Change
PutCallRatio(OI) 1.10 1.07 0.04
PutCallRatio(Vol) 0.92 0.78 0.14
20‐Feb Wk.Ago Mth.Ago YearAgo
CallRate 5.96% 6.00% 5.93% 5. 98%
CBLO 5.98% 5.93% 4.61% 5. 87%
Repo 6.00% 6.00% 6.00% 6. 25%
ReverseRepo 5.75% 5.75% 5.75% 5. 75%
91DayT‐Bill 6. 31% 6.35% 6.36% 6.20%
364DayT‐Bill 6.55% 6.54% 6. 48% 6.24%
10YearGilt 7.67% 7.50% 7.29% 6.90%
G‐SecVol.(Rs.Cr) 17498 33836 35926 25672
1MonthCPRate 6.91% 6.89% 6.89% 6. 74%
3MonthCPRate 7.88% 7.78% 7.58% 7. 08%
5YearCorpBond 7.89% 7.85% 7.79% 7.38%
1MonthCDRate 6.24% 6.26% 6.23% 6. 18%
3MonthCDRate 7.23% 7.23% 7.03% 6. 39%
1YearCDRate 7.48% 7.50% 7.36% 6. 61%
Currency 20‐Feb Prev_Day Change
USD/INR 64.53 Closed Closed
GBP/INR 90.13 Closed Closed
EURO/INR 79.86 Closed Closed
JPY/INR 0.60 Closed Closed
Commodity 20‐Feb WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 61.89 59.39 63. 33 53.36
BrentCrude($/bl) 63.92 62.14 68.71 54.79
Gold($/oz) 1329 1323 1331 1238
Gold(Rs./10gm) 30567 30063 29958 29289
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• Nifty Feb 2018 Futures w ere at 10343.75, a discount of 16.65 points
below the spot closi ng of 10,360.40. The turnover on NSE’s Futures and
Options segment went down from Rs. 8,68,372.26 crore on Feb 19 to Rs.
8,65,704.53 crore on Feb 20.
•ThePut‐Call ratio stood at 0.85 against previous session’s close of 0.75.
• The Nifty Put‐Call ratio stood at 1.10 against previous session’s close of
• Open interest on Nifty Futures stood at 27.92 million as against the
previous session’s close of 27.52 million.
• Bond yields rose as banks continued to sell domestic papers amid
higher U.S. Treasury yields. Fresh supply of papers through an auction of
state government d ebt also weighed on investor’s sentiment.
• Yield on the 1 0‐ye ar benchmark paper (7.17% GS 2028) rose 9 bps to
close at 7.67% as against previous session’s close of 7.58%. During the
session, bond yields traded in the range of 7.60% and 7.70%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs . 5,825 crore (gross) on Feb 20 compared with
Rs. 4,055 cr ore o n Feb 16. Sale o f securities under Reserve Ba nk of
India’s (RBI) reverse repo window stood at Rs. 27,066 crore on Feb 16.
• Banks borrowed Rs. 453 crore under the central bank’s Marginal
Standing Fa cility on Feb 16 as a gainst no borrowing on Fe b 15.
• The Indian rupee weakened amid reports that India may consider
tightening approvals for firms borrowing funds offshore. The rupee fell
0.90% to close at 64. 79 per dollar from the previous close of 64.21 pe r
• The euro weakened against the greenback amid decline in eurozone’s
economic sentiment index for Feb 2018. Eu ro fell 0.52% and was trading
at $1.2342, down from the previous close of $1.2407.
• Gold prices traded lower ahead of the minutes of the Fed's latest policy
• Brent Crude prices traded l ower, amid c oncerns t hat rising U.S. oil
output could dampen OPEC’s efforts to drain the market of excess
• Survey results from the Mannheim‐based think tank ZEW showed that
Germany's economic confidence declined less‐than‐expected in Jan
2018. The ZEW Indicator of E conomic Sentiment dropped to 17.8 points
in Feb 2018 from 20.4 in Jan 2018. The score was above the expected
level of 16.0. The current conditions index fell to 92.3 from 95.2 in the
previous month. The economic sentiment index for the euro area
dropped 2.5 p oints to 29.3 in Feb 2018.
• The Industrial Trends Survey from the Confederation of British Industry
showed that British manufacturers expect output growth to ease over
the next three months. The total order book balance came in at 10% in
Feb 2018. The export order book balance also stood at 10%. In addition,
a balance of 25% expect average selling prices to increase in the coming