FII Derivative Trade Statistics 22-Feb
(Rs Cr) Buy
Index Futures 2756.76 3229.13 30866.05
Index Options 160200.01 158636.77 63659.42
Stock Futures 12008.66 11707.78 91189.66
Stock Options 7753.07 7913.80 10976.46
Total 182718.50 181487.48 196691.59
Put Call Ratio (OI) 1.37 1.38 -0.01
Indian Debt Market
Put Call Ratio(Vol) 0.99 0.98 0.01
22-Feb Wk. Ago Mth. Ago
Call Rate 6.34% 6.24% 6.43% 5.94%
T-Repo 6.32% 6.27% 6.52% NA
Repo 6.25% 6.25% 6.50% 6.00%
Reverse Repo 6.00% 6.00% 6.25% 5.75%
91 Day T-Bill 6.30% 6.38% 6.54% 6.32%
364 Day T-Bill 7.53% 6.45% 6.80% 6.62%
10 Year Gilt 7.60% 7.58% 7.53% 7.75%
G-Sec Vol. (Rs.Cr) 32550 30256 30725 31124
Currency Market Update
FBIL MIBOR 6.35% 6.28% 6.55% 6.05%
3 Month CP Rate 7.75% 7.55% 7.60% 7.89%
5 Year Corp Bond 8.51% 8.46% 8.48% 8.21%
1 Month CD Rate 6.50% 6.43% 6.75% 6.25%
3 Month CD Rate 7.37% 7.33% 7.09% 7.26%
1 Year CD Rate 7.73% 7.80% 7.95% 7.52%
Commodity Market Update
Currency 22-Feb Prev_Day
USD/INR 71.22 71.15 0.06
GBP/INR 92.83 92.72 0.11
EURO/INR 80.75 80.62 0.13
JPY/INR 0.64 0.64 0.00
Commodity 22-Feb Wk Ago Mth. Ago
NYMEX Crude($/bl) 56.98 55.53 52.54 62.69
Brent Crude($/bl) 67.45 66.04 61.24 65.96
Gold( $/oz) 1328 1321 1285 1331
Gold(Rs./10 gm) 33252 33193 32324 30384
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty Feb 2019 Futures were at 10,808.80, a premium of 17.15 points,
over the spot closing of 10,791.65. The turnover on NSE’s Futures and
Options segment decreased to Rs. 4,64,334.36 crore on Feb 22, 2019,
compared with Rs. 15,14,786.09 crore on Feb 21, 2019.
• The Put-Call ratio stood at 0.88, compared with the previous session’s
close of 0.82.
• The Nifty Put-Call ratio stood at 1.37 compared with the previous
session’s close of 1.38.
• Open interest on Nifty Futures stood at 23.62 million as against the
previous session’s close at 24.05 million.
• The Commerce Department showed a significant increase in U.S.
durable goods orders in Dec 2018. The report said durable goods orders
increased 1.2% in Dec after jumping 1.0% in Nov 2018.
• Labor Department data showed first-time claims for U.S.
unemployment benefits fell more than expected in the week ended Feb
16, 2019. The report said initial jobless claims dropped to 216,000, a
decrease of 23,000 from the previous week's unrevised level of 239,000.
• A Conference Board report showed a modest drop by its reading on
leading U.S. economic indicators in Jan 2019. The Conference Board said
its leading economic indicators edged down 0.1% after coming in
unchanged in Dec 2018.
• Bond yields rose due to feeble demand at the auction. Concerns over
widening fiscal deficit and heavy borrowing plan of Rs. 7.10 trillion by the
government for the next financial year continue to weigh down on the
• Yield on the existing 10-year benchmark paper (7.17% GS 2028) rose 6
bps to close at 7.60% as compared with the previous session’s close of
7.54% after trading in the range of 7.52% to 7.61%.
• Yield on the upcoming new 10-year benchmark paper (7.26% GS 2029)
rose 6 bps to close at 7.41% as compared with the previous session’s close
of 7.35% after trading in the range of 7.35% to 7.43%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 23,820 crore (gross) on Feb 22, 2019, compared
with Rs. 3,858 crore (gross) as on Feb 21, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 16,384
crore on Feb 21, 2019.
• The Indian rupee rose against the greenback on hopes over U.S.-China
trade talks. The rupee closed at 71.14 a dollar, up 0.15% compared with
the previous close of 71.25.
• The euro edged higher on optimism over improving U.S.-China trade
relations with the U.S. President and the Chinese Vice Premier scheduled
to meet in Washington. The euro was last seen trading at 1.1344 a dollar,
up 0.09% compared with the previous close of 1.1334.
• Gold prices were subdued following the minutes of the U.S. Federal
Reserve’s policy meeting held in Jan which renewed expectation of
interest rate hike this year.
• Brent crude prices stood firm on optimism over U.S. and China trade
talks to resolve their trade differences.