FII Derivative Trade Statistics 20-Feb
(Rs Cr) Buy
Index Futures 2928.54 2154.40 30576.74
Index Options 130140.23 130295.96 64276.65
Stock Futures 10570.82 10407.06 89102.94
Stock Options 8220.11 8358.04 10443.41
Total 151859.70 151215.46 194399.74
Put Call Ratio (OI) 1.30 1.12 0.19
Indian Debt Market
Put Call Ratio(Vol) 0.87 0.85 0.03
20-Feb Wk. Ago Mth. Ago
Call Rate 6.29% 6.14% 6.45% 5.96%
T-Repo 6.34% 6.12% 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 6.40% 6.31% 6.50% 6.31%
364 Day T-Bill 6.50% 6.49% 6.79% 6.55%
10 Year Gilt 7.55% 7.47% 7.60% 7.67%
G-Sec Vol. (Rs.Cr) 23364 59946 30263 17498
Currency Market Update
FBIL MIBOR* Closed 6.35% 6.48% 6.05%
3 Month CP Rate 7.75% 7.40% 7.65% 7.88%
5 Year Corp Bond 8.39% 8.34% 8.44% 8.15%
1 Month CD Rate 6.65% 6.43% 6.68% 6.24%
3 Month CD Rate 7.39% 7.19% 7.14% 7.23%
1 Year CD Rate 7.62% 7.75% 7.87% 7.48%
Commodity Market Update
Currency 20-Feb Prev_Day
USD/INR 71.18 Closed NA
GBP/INR 92.93 Closed NA
EURO/INR 80.71 Closed NA
JPY/INR 0.64 Closed NA
Commodity 20-Feb Wk Ago Mth. Ago
NYMEX Crude($/bl) 56.85 53.79 53.55 61.89
Brent Crude($/bl) 67.36 63.66 62.23 63.92
Gold( $/oz) 1338 1306 1281 1329
Gold(Rs./10 gm) 33730 32855 32276 30567
Source: Thomson Reuters Eikon
*As on 19th Feb 2019
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Derivative Statistics- Nifty Options
• Nifty Feb 2019 Futures were at 10,751.85, a premium of 16.40 points,
over the spot closing of 10,735.45. The turnover on NSE’s Futures and
Options segment increased to Rs. 10,11,506.05 crore on Feb 20, 2019,
compared with Rs. 8,68,444.29 crore on Feb 19, 2019.
• The Put-Call ratio stood at 0.91, compared with the previous session’s
close of 0.88.
• The Nifty Put-Call ratio stood at 1.30 compared with the previous
session’s close of 1.12.
• Open interest on Nifty Futures stood at 24.34 million as against the
previous session’s close at 24.41 million.
• Bond yields lowered after the central bank announced to transfer an
amount of Rs. 280 billion as an interim surplus to bridge the fiscal deficit.
This was a positive surprise for the market, which helped ease the yield.
• Yield on the 10-year benchmark paper (7.17% GS 2028) declined 3 bps
at 7.55% as compared with the previous session’s close of 7.58% after
trading in the range of 7.54% to 7.58%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 18,726 crore (gross) on Feb 20, 2019, compared
with Rs. 20,926 crore (gross) as on Feb 18, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 4,671
crore on Feb 18, 2019.
• Banks borrowed Rs. 215 crore under the central bank’s Marginal
Standing Facility on Feb 18, 2019 compared with borrowing of Rs. 1,085
crore on Feb 15, 2019.
• The Indian rupee gained on dollar weakness ahead of the U.S. Federal
Reserve meeting minutes as market participants are expecting to get
clarity on the central bank’s plans on interest rate hikes. The rupee closed
at 71.11 a dollar, up 0.32% compared with the previous close of 71.34.
• The euro drifted lower, reeling under the pressure of economic
slowdown in the eurozone. The euro was last seen trading at 1.1334 a
dollar, down 0.05% compared with the previous close of 1.1340.
• Gold prices gained as investors awaited the minutes of the U.S. Federal
Reserve meeting to get further clarity on the interest rate hike plan for
• Brent crude prices declined following the rise in U.S. crude production
to a record 11.9 million barrels per day in 2018.
• The National Association of Home Builders report showed a significant
increase in U.S. homebuilder confidence in Feb 2019. This reflects
growing consumer confidence and falling interest rates. The report said
the NAHB/Wells Fargo Housing Market Index increased to 62 in Feb,
which is more than expectations, after rising to 58 in Jan 2019. With the
increase, the index continued to recover after hitting a more than three-
year low of 56 in Dec 2018.
• ZEW - Leibniz Centre for European Economic Research data showed
Germany's investor confidence improved further to its highest level in
five months in Feb 2019. The ZEW Indicator of Economic Sentiment for
Germany rose to -13.4 points from -15.0 points in Jan 2019.