FII Derivative Trade Statistics 15-Feb
(Rs Cr) Buy
Index Futures 1953.81 5554.42 29594.15
Index Options 182034.68 180005.06 62953.70
Stock Futures 13604.61 14104.13 89530.86
Stock Options 10680.74 10354.77 9838.80
Total 208273.84 210018.38 191917.51
Put Call Ratio (OI) 1.30 1.11 0.19
Indian Debt Market
Put Call Ratio(Vol) 1.00 0.75 0.24
15-Feb Wk. Ago Mth. Ago
Call Rate 6.24% 6.35% 6.42% 5.95%
T-Repo 6.27% 6.34% 6.44% --
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% 6.32% 6.58% 6.32%
364 Day T-Bill 6.45% 6.55% 6.81% 6.56%
10 Year Gilt 7.58% 7.52% 7.47% 7.57%
G-Sec Vol. (Rs.Cr) 30256 54792 22219 25720
Currency Market Update
FBIL MIBOR 6.28% 6.44% 6.50% 6.11%
3 Month CP Rate 7.55% 7.45% 7.65% 7.90%
5 Year Corp Bond 8.53% 8.45% 8.46% 8.12%
1 Month CD Rate 6.43% 6.56% 6.66% 6.22%
3 Month CD Rate 7.33% 6.96% 7.13% 7.23%
1 Year CD Rate 7.80% 7.96% 8.13% 7.49%
Commodity Market Update
Currency 15-Feb Prev_Day
USD/INR 71.25 70.94 0.31
GBP/INR 91.23 91.28 -0.05
EURO/INR 80.42 80.00 0.42
JPY/INR 0.65 0.64 0.01
Commodity 15-Feb Wk Ago Mth. Ago
NYMEX Crude($/bl) 55.53 52.70 51.75 61.46
Brent Crude($/bl) 66.04 61.46 58.29 62.10
Gold( $/oz) 1321 1314 1289 1353
Gold(Rs./10 gm) 33193 33043 32117 30542
Source: Thomson Reuters Eikon
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Derivative Statistics- Nifty Options
• Nifty Feb 2019 Futures were at 10,746.55, a premium of 22.15 points,
over the spot closing of 10,724.40. The turnover on NSE’s Futures and
Options segment decreased to Rs. 7,39,087.25 crore on Feb 15, 2019,
compared with Rs. 15,89,159.28 crore on Feb 14, 2019.
• The Put-Call ratio stood at 0.96 compared with the previous session’s
close of 0.74.
• The Nifty Put-Call ratio stood at 1.30 compared with the previous
session’s close of 1.11.
• Open interest on Nifty Futures stood at 23.44 million as against the
previous session’s close at 23.16 million.
• Bond yields continued to increase following the sharp surge in crude oil
prices. Further, additional borrowing of Rs. 360 billion planned by the
government also weighed down on the bond market sentiment.
• Yield on the 10-year benchmark paper (7.17% GS 2028) rose 6 bps at
7.58% as compared with the previous session’s close of 7.52% after
trading in the range of 7.53% to 7.58%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 4,927 crore (gross) on Feb 15, 2019, compared
with Rs. 19,123 crore (gross) as on Feb 14, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 33,503
crore on Feb 14, 2019.
• Banks borrowed Rs. 1,005 crore under the central bank’s Marginal
Standing Facility on Feb 14, 2019 compared with borrowing of Rs. 15
crore on Feb 13, 2019.
• The Indian rupee declined against the greenback due to the surge in
crude oil prices on account of OPEC-led supply cut. The rupee closed at
71.22 a dollar, down 0.08% compared with the previous close of 71.16.
• The euro declined against the greenback on weaker-than-anticipated
eurozone economic data that raised concerns over the region’s economic
health. The euro was last seen trading at 1.1273 a dollar, down 0.23%
compared with the previous close of 1.1299.
• Gold prices gained on dollar weakness following the two-day trade
conference between U.S. and China.
• Brent crude prices continued rising tracking OPEC-led production cut of
around 800,000 barrels per day in Jan 2019 to squeeze out supply from
the oil market and support the commodity’s price.
• Labor Department report showed first-time claims for U.S.
unemployment benefits unexpectedly increased in the week ended Feb 9,
2019. The report said initial jobless claims rose to 239,000, an increase of
4,000 from the previous week's revised level of 235,000.
• Commerce Department data showed U.S. retail sales unexpectedly
decreased in Dec 2018. The Commerce Department said retail sales
decreased 1.2% in Dec after increasing 0.1% in Nov 2018.
• Office for National Statistics data showed U.K. retail sales rebounded
strongly in Jan 2019, rising at a faster than expected pace. This happened
on the back of robust clothing and footwear sales supported by price
cuts. Retail sales including auto fuel increased 1% from Dec 2018, when
they had decreased 0.7%.