(RsCr) Buy Sell OpenInt.
IndexFutures 3000.77 3225.11 28133.48
IndexOptions 86223.52 84345.81 60406.20
StockFutures 12522.57 13321.14 88410.38
StockOptions 9609.99 9650.93 7568.52
Total 111356.85 110542.99 184518.58
11‐Feb Prev_Day Change
PutCallRatio(OI) 1.47 1.59 ‐0.12
PutCallRatio(Vol) 0.86 1.01 ‐0.15
11‐Feb Wk.Ago Mth.Ago YearAgo
CallRate 6.36% 6.39% 6.35% 5.89%
T‐Repo 6.35% 6.29% 6.38% ‐‐
Repo 6.25% 6.50% 6.50% 6.00%
ReverseRepo 6.00% 6.25% 6.25% 5.75%
91DayT‐Bill 6.35% 6.52% 6.60% 6.33%
364DayT‐Bill 6.57% 6.75% 6.85% 6.54%
10YearGilt 7.53% 7.67% 7.50% 7.49%
G‐SecVol.(Rs.Cr) 21793 25406 38698 46487
FBILMIBOR* 6.44% 6.50% 6.50% 6.00%
3MonthCPRate 7.45% 7.65% 7.70% 7.79%
5YearCorpBond 8.51% 8.56% 8.38% 8.07%
1MonthCDRate 6.43% 6.60% 6.71% 6.25%
3MonthCDRate 7.01% 7.24% 7.48% 7.24%
1YearCDRate 7.92% 8.07% 7.90% 7.50%
Currency 11‐Feb Prev_Day Change
USD/INR 71.16 71.29 ‐0.13
GBP/INR 92.02 92.29 ‐0.27
EURO/INR 80.59 80.83 ‐0.24
JPY/INR 0.65 0.65 0.00
Commodity 11‐Feb WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 52.38 54.52 51.39 59.18
BrentCrude($/bl) 61.57 62.70 58.88 62.98
Gold($/oz) 1308 1312 1288 1317
Gold(Rs./10gm) 32913 33226 32117 30007
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• Nifty Feb 2019 Futures were at 10,909.60, a premium of 20.80 points,
over the spot closing of 10,888.80. The turnover on NSE’s Futures and
Options segment declined to Rs. 5,46,033.37 crore on Feb 11, 2019,
compared with Rs. 5,97,493.05 crore on Feb 8, 2019.
• The Put‐Call ratio stood at 0.92 compared with the previous session’s
close of 0.91.
• The Nifty Put‐Call ratio stood at 1.47 compared with the previous
session’s close of 1.59.
• Open interest on Nifty Futures stood at 23.50 million as against the
previous session’s close at 22.77 million.
• Bond yields continued to increase amid concern over higher‐than‐
expected borrowing plan set forth by the government. Besides, market
participants are staying on the sidelines ahead of the retail inflation data
for Jan 2019, which is scheduled to release on Feb 12, 2019.
• Yield on the 10‐year benchmark paper (7.17% GS 2028) increased 1 bps
to close at 7.53% as compared with 7.52% in the previous session after
trading in the range of 7.51% to 7.55%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 22,255 crore (gross) on Feb 11, 2019, compared
with Rs. 19,501 crore (gross) as on Feb 8, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 11,845
crore on Feb 8, 2019.
• The Indian rupee continues rising spree, supported by the Monetary
Policy Committee’s surprising policy rate cut to 6.25% and on hopes of
improving foreign fund inflows in the country. However, the local unit’s
upside was limited by the plunge in domestic equity market.
• The euro drifted lower as European government debt yields hit a two‐
year low. Besides, the single currency is also reeling under the pressure
of feeble economic growth forecast given by the European Commission
• Gold prices drifted lower on dollar strength. The greenback has been
gaining amid the ongoing U.S. and China trade negotiations.
• Brent crude prices remained subdued amid demand concerns owing to
the global economic slowdown. The rise in U.S. stockpiles, which could
create a supply glut, added to the pressure.
• Preliminary figures from the Office for National Statistics showed U.K.
economic growth slowed more than expected in the fourth quarter of
2018. The full‐year growth came in at the weakest since 2009. Gross
domestic product grew 0.2% from the third quarter, when the economy
expanded 0.6%. Annually, GDP increased 1.3% in the fourth quarter, the
weakest pace since the second quarter of 2012.
• Preliminary data from the Federal Statistical Office showed
Switzerland's headline consumer price inflation slowed for the third
consecutive month in Jan 2019. The consumer price index increased
0.6% YoY after 0.7% rise in Dec 2018. The easing was in line with