(RsCr) Buy Sell OpenInt.
IndexFutures 4690.08 6522.35 24102.18
IndexOptions 118412.95 119952.93 86635.90
StockFutures 24570.73 23558.79 77718.02
StockOptions 5432.04 5199.88 8004.78
Total 153105.80 155233.95 196460.88
21‐Feb Prev_Day Change
PutCallRatio(OI) 1.18 1.10 0.07
PutCallRatio(Vol) 1.01 0.92 0.09
21‐Feb Wk.Ago Mth.Ago YearAgo
CallRate 5.95% 5.98% 5.93% 5.98%
CBLO 5.96% 6.04% 4.61% 5.87%
Repo 6.00% 6.00% 6.00% 6.25%
ReverseRepo 5.75% 5.75% 5.75% 5.75%
91DayT‐Bill 6.32% 6.36% 6.36% 6.20%
364DayT‐Bill 6.61% 6.58% 6.48% 6.24%
10YearGilt 7.71% 7.49% 7.29% 6.90%
G‐SecVol.(Rs.Cr) 12976 38319 35926 25672
1MonthCPRate 6.90% 6.88% 6.89% 6.74%
3MonthCPRate 7.89% 7.90% 7.58% 7.08%
5YearCorpBond 7.97% 7.83% 7.79% 7.38%
1MonthCDRate 6.24% 6.22% 6.23% 6.18%
3MonthCDRate 7.22% 7.22% 7.03% 6.39%
1YearCDRate 7.50% 7.48% 7.36% 6.61%
Currency 21‐Feb Prev_Day Change
USD/INR 64.82 64.53 0.29
GBP/INR 90.66 90.13 0.53
EURO/INR 79.94 79.86 0.09
JPY/INR 0.60 0.60 0.00
Commodity 21‐Feb WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 61.71 60.68 63.33 53.97
BrentCrude($/bl) 64.55 61.88 68.71 56.28
Gold($/oz) 1324 1351 1331 1236
Gold(Rs./10gm) 30393 30200 29958 29171
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• Nifty Feb 2018 Futures were at 10392.9, a discount of ‐4.55 points
below the spot closing of 10,397.45. The turnover on NSE’s Futures and
Options segment went up from Rs. 8,65,704.53 crore on Feb 20 to Rs.
9,27,429.87 crore on Feb 21.
•ThePut‐Call ratio stood at 0.85, unchanged from previous session’s
• The Nifty Put‐Call ratio stood at 1.18 against previous session’s close of
• Open interest on Nifty Futures stood at 28.10 million as against the
previous session’s close of 27.92 million.
• Bond yields r ose as investors fear that the m inutes of the last
Monetary Policy Committee meeting due after market hours will suggest
a rate increase going ahead.
• Yield on the 10‐year benchmark paper (7.17% GS 2028) rose 4 bps to
close at 7.71% as against previous session’s close of 7.67%. During the
session, bond yields traded in the range of 7.65% and 7.71%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,627 crore (gross) on Feb 21 compared with
Rs. 5,825 crore on Feb 20. Sale of securities under Reserve Bank of
India’s (RBI) reverse repo window stood at Rs. 5,606 crore on Feb 20.
• Banks borrowed Rs. 785 crore under the central bank’s Marginal
Standing Facility on Feb 20 as against borrowing of Rs. 453 crore on Feb
• The Indian rupee marginally strengthened against the U.S. dollar after
state‐run banks sold dollars likely on behalf of the Reserve Bank of India
and some exporters. The rupee rose 0.05% to close at 64.76 per dollar
from the previous close of 64.79 per dollar.
• The euro weakened against the greenback following more than
expected fall in manufacturing and service purchasing managers' index in
Feb 2018. Euro fell 0.22% and was trading at $1.2309, down from the
previous close of $1.2336.
• Gold prices inched down following stronger dollar and ahead of the
minutes of Federal Open Market Committee (FOMC) policy meeting held
in Jan 2018.
• Brent Crude prices traded lower ahead of the U.S. crude oil inventory
data and on concerns over supply glut.
• A report from the Office for National Statistics showed that U.K. ILO
unemployment rate grew 0.1 percentage points to 4.4% in to the quarter
ended Dec 2017 as against 4.8% YoY. The number of unemployed grew
by 46,000 from the Sep 2017 quarter to 1.47 million in the Dec 2017
quarter. Meanwhile, the employment rate grew to 75.2% from 74.6% a
output index fell to 57.5 in Feb 2018 from 58.8 in Jan 2018. Meanwhile,
the services Purchasing Managers' Index came in at 56.7 in Feb, down
from 58.0 in Jan. Similarly, the factory PMI fell to 58.5 in Feb from 59.6 in