FII Derivative Trade Statistics 21-Feb
(Rs Cr) Buy
Index Futures 3193.61 2447.22 31289.78
Index Options 173831.20 171625.10 67025.20
Stock Futures 12455.01 12188.55 90592.37
Stock Options 7150.51 7262.33 10837.97
Total 196630.33 193523.20 199745.32
Put Call Ratio (OI) 1.38 1.30 0.08
Indian Debt Market
Put Call Ratio(Vol) 0.98 0.87 0.10
21-Feb Wk. Ago Mth. Ago
Call Rate 6.28% 6.28% 6.49% 5.95%
T-Repo 6.26% 6.21% 6.52% --
Repo 6.25% 6.25% 6.50% 6.00%
Reverse Repo 6.00% 6.00% 6.25% 5.75%
91 Day T-Bill 6.38% 6.35% 6.54% 6.32%
364 Day T-Bill 6.47% 6.49% 6.79% 6.61%
10 Year Gilt 7.54% 7.52% 7.57% 7.71%
G-Sec Vol. (Rs.Cr) 18081 33308 41537 12976
Currency Market Update
FBIL MIBOR* 6.37% 6.35% 6.48% 6.05%
3 Month CP Rate 7.75% 7.15% 7.60% 7.89%
5 Year Corp Bond 8.47% 8.36% 8.45% 8.19%
1 Month CD Rate 6.60% 6.41% 6.71% 6.24%
3 Month CD Rate 7.38% 7.07% 7.11% 7.22%
1 Year CD Rate 7.60% 7.60% 7.95% 7.50%
Commodity Market Update
Currency 21-Feb Prev_Day
USD/INR 71.15 71.18 -0.02
GBP/INR 92.72 92.93 -0.21
EURO/INR 80.62 80.71 -0.09
JPY/INR 0.64 0.64 0.00
Commodity 21-Feb Wk Ago Mth. Ago
NYMEX Crude($/bl) 56.90 54.35 53.67 61.71
Brent Crude($/bl) 67.45 64.39 62.19 64.55
Gold( $/oz) 1323 1312 1280 1324
Gold(Rs./10 gm) 33531 32845 32154 30393
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Nifty Feb 2019 Futures were at 10,804.45, a premium of 14.60 points,
over the spot closing of 10,789.85. The turnover on NSE’s Futures and
Options segment increased to Rs. 15,14,786.09 crore on Feb 21, 2019,
compared with Rs. 10,11,506.05 crore on Feb 20, 2019.
• The Put-Call ratio stood at 0.82, compared with the previous session’s
close of 0.91.
• The Nifty Put-Call ratio stood at 1.38 compared with the previous
session’s close of 1.30.
• India VIX decreased 6.78% to 15.8975 compared with 17.0550 at the
previous trading session.
• Open interest on Nifty Futures stood at 24.05 million as against the
previous session’s close at 24.34 million.
• Bond yields were nearly steady as market participants await the minutes
of the Monetary Policy Committee’s meeting to get clarity on the
governor’s rationale behind the softer policy stance.
• Yield on the 10-year benchmark paper (7.17% GS 2028) remained
unchanged at 7.55% as compared with the previous session’s close after
trading in the range of 7.54% to 7.56%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,858 crore (gross) on Feb 21, 2019, compared
with Rs. 18,726 crore (gross) as on Feb 20, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 15,583
crore on Feb 20, 2019.
• Banks did not borrow under the central bank’s Marginal Standing Facility
on Feb 20, 2019 compared with borrowing of Rs. 215 crore on Feb 18,
• The Indian rupee depreciated with rise in greenback demand from oil
importers and surge in crude oil prices. The rupee closed at 71.25 a dollar,
down 0.20% compared with the previous close of 71.11.
• The euro moved up following the rise in eurozone government bond
yields. In addition, a survey revealing strong French business activity in Feb
supported the common currency. The euro was last seen trading at 1.1346
a dollar, up 0.10% compared with the previous close of 1.1335.
• Gold prices drifted lower as greenback firmed following the minutes of
the U.S. Federal Reserve’s policy meeting held in Jan.
• Brent crude prices moved up due to the OPEC-led production cut to
tighten the oil market.
• As per the minutes of the U.S. Federal Reserve's latest policy meeting, "a
patient approach would have the added benefit of giving policymakers an
opportunity to judge the response of economic activity and inflation to the
recent steps taken to normalize the stance of monetary policy". The
minute stated that additional data would help policymakers gauge the
trajectory of business and consumer sentiment and the impact of the
financial tightening on aggregate demand.
• Preliminary survey data from IHS Markit showed that eurozone's private
sector expanded at the fastest pace in three months in Feb 2019. The flash
Composite Purchasing Managers' Index grew to 51.4 from 51 in Jan 2019.
The flash services PMI grew to a 3-month high of 52.3 from 51.2 in Jan
2019. In contrast, the manufacturing PMI fell to a 68-month low of 49.2
from 50.5 in the previous month.