(RsCr) Buy Sell OpenInt.
IndexFutures 2810.09 1770.68 21641.97
IndexOptions 74563.81 72830.69 86198.89
StockFutures 9258.02 9159.95 79525.98
StockOptions 8978.33 8920.75 8603.46
Total 95610.25 92682.07 195970.30
15‐Feb Prev_Day Change
PutCallRatio(OI) 1.13 1.09 0.04
PutCallRatio(Vol) 0.96 0.93 0.03
15‐Feb Wk.Ago Mth.Ago YearAgo
CallRate 5.95% 5.90% 5.91% 5.98%
CBLO 6.02% 5.91% 5.92% 6.09%
Repo 6.00% 6.00% 6.00% 6.25%
ReverseRepo 5.75% 5.75% 5.75% 5.75%
91DayT‐Bill 6.32% 6.34% 6.32% 6.19%
364DayT‐Bill 6.56% 6.55% 5.75% 6.25%
10YearGilt 7.57% 7.47% 7.27% 6.86%
G‐SecVol.(Rs.Cr) 25720 50448 26753 29158
1MonthCPRate 6.89% 6.89% 6.88% 6.76%
3MonthCPRate 7.90% 7.79% 7.39% 7.08%
5YearCorpBond 7.85% 7.87% 7.74% 7.35%
1MonthCDRate 6.22% 6.24% 6.23% 6.19%
3MonthCDRate 7.23% 7.24% 6.89% 6.41%
1YearCDRate 7.49% 7.52% 7.15% 6.61%
Currency 15‐Feb Prev_Day Change
USD/INR 63.92 64.13 ‐0.20
GBP/INR 89.55 89.17 0.38
EURO/INR 79.68 79.39 0.29
JPY/INR 0.60 0.60 0.00
Commodity 15‐Feb WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 61.46 61.28 64.17 53.06
BrentCrude($/bl) 62.10 64.20 71.13 54.21
Gold($/oz) 1353 1319 1340 1233
Gold(Rs./10gm) 30542 29881 29838 29042
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• Nifty Feb 2018 Futures were at 10,551.20 points, a premium of 5.70
points above the spot closing of 10,545.50. The turnover on NSE’s
Futures and Options segment went up from Rs. 7,10,778.64 cr ore on Feb
14 to Rs. 14,98,474.07 crore on Feb 15.
•ThePut‐Call ratio stood at 0.82 against previous session’s close of 0.78.
• The Nifty Put‐Call ratio stood at 1.13 against previous session’s close of
• Open interest on Nifty Futures st ood at 27.18 million as against the
previous session’s close of 27.41 m illion.
• Bond yields surged following rise in the U.S. treasury yields and
international crude oil prices.
• Yield on the 10‐year benchmark paper (7.17% GS 2028) jumped 8 bps
to close at 7.57% as against previous session’s close of 7.49%. During the
session, bond yields traded in the range of 7.55% and 7.61%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs . 5,719 crore (gross) on Feb 15 compared with
Rs. 21,929 crore on Feb 14. Sale of securities under Reserve Bank of
India’s (RBI) reverse repo window stood at Rs. 5,009 crore on Feb 14.
• Banks borrowed Rs. 2,967 crore under the central bank’s Marginal
Standing Facility on Feb 14 as against borrowing of Rs. 2,046 crore on
• The Indian rupee rose against the greenback following gains in the
domestic equity market. The rupee rose 0.28% to close at 63.91 per
dollar from the previous close of 64.09.
• Euro rose against the greenback as market participants remained
concerned over U.S. budget deficit and current account deficits amid a
government spending splurge and large corporate tax cuts. Euro was
trading at $1.2468, up 0.16% compared with the previous close of
• Gold prices gained following weaker dollar raised uncertainty about
the U.S. Federal Reserve’s policy stance.
• Brent crude prices gained after Saudi Arabian energy minister stated
that the country will remain committed with its policy to withhold
production throughout 2018.
• A report from the Labor department showed that U.S. consumer price
index came in higher than market expectations in Jan 2018. U.S.
consumer price index grew 0.5% in Jan as against a revised gain of 0.2%
(0.1% gain originally reported) in Dec 2017. The bigger than expected
increase was partly due to an increase in energy prices that grew 3.0% in
Jan as against a decline of 0.2% in Dec. Core consumer prices (excluding
food and energy prices) grew 0.3% in Jan as against a gain of 0.2% in Dec.
• According to a report from the Commerce department, U.S. retail sales
missed market expectations and fell 0.3% in Jan 2018 as against revised
unchanged retail sales (0.4% gain originally reported) in Dec 2017. The
unexpected decline reflects steep drop in sales by motor vehicle and
parts dealers that fell 1.3% in Jan as against a decline of 0.1% in Dec.