(RsCr) Buy Sell OpenInt.
IndexFutures 5230.98 4604.13 23701.91
IndexOptions 104029.87 105443.78 86975.58
StockFutures 30900.13 29660.78 79471.38
StockOptions 6105.99 6055.26 7814.53
Total 146266.97 145763.95 197963.40
22‐Feb Prev_Day Change
PutCallRatio(OI) 1.12 1.18 ‐0.06
PutCallRatio(Vol) 1.05 1.01 0. 05
22‐Feb Wk.Ago Mth.Ago YearAgo
CallRate 5.94% 5.95% 5.92% 5. 88%
CBLO 5.99% 6.02% 5.98% 5. 77%
Repo 6.00% 6.00% 6.00% 6. 25%
ReverseRepo 5.75% 5.75% 5.75% 5.75%
91DayT‐Bill 6.32% 6.32% 6.34% 6.10%
364DayT‐Bill 6. 62% 6.56% 6.31% 6.22%
10YearGilt 7.75% 7.57% 7.26% 6.93%
G‐SecVol.(Rs.Cr) 31124 25720 32334 26988
1MonthCPRate 6.90% 6.89% 6.89% 6.74%
3MonthCPRate 7.89% 7.90% 7.58% 7.08%
5YearCorpBond 7.99% 7.85% 7.76% 7.41%
1MonthCDRate 6.25% 6.22% 6.23% 6. 18%
3MonthCDRate 7.26% 7.23% 7.15% 6. 38%
1YearCDRate 7.52% 7.49% 7.41% 6.61%
Currency 22‐Feb Prev_Day Change
USD/INR 65.05 64.82 0.23
GBP/INR 90.41 90.66 ‐0.24
EURO/INR 79.83 79.94 ‐0.11
JPY/INR 0.61 0.60 0.00
Commodity 22‐Feb WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 62.69 61.46 63.61 53.56
BrentCrude($/bl) 65.96 62.10 69.56 54.84
Gold($/oz) 1331 1353 1334 1237
Gold(Rs./10gm) 30384 30542 29965 29309
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• Nifty Feb 2018 Futures settled at spot closing of 10,382.7 points. Nifty
Mar 2018 Futures were at 10,389.1 points, a premium of 6.40 points,
over the spot closing. The turnover on NSE’s Futures and Options
segment went down from Rs. 9,27,429.87 crore on Feb 21 to Rs.
51,651.57 crore on Feb 22.
•ThePut‐Call ratio stood at 0.58 against previous session’s close of 0.85.
• The Nifty Put‐Call ratio stood at 1.12 against previous session’s close of
• Open interest on Nifty Futures stood at 30.80 million as against the
previous session’s close of 28.10 million.
• Bond yields rose as minutes of the latest Monetary Policy Committee
meeting showed that members were concerned about rising inflation,
thereby i ncreasing t he possibility of rate‐hike in near term.
• Yield on the 10‐year benchmark paper (7.17% GS 2028) rose 4 bps t o
close at 7.75% as against previous session’s close of 7.71%. During the
session, bond yields traded in the range of 7.72% and 7.82%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 4,760 crore (gross) on Feb 22 compared with
Rs. 3,627 crore on Feb 21. Sale of securities under Reserve Bank of
India’s (RBI) reverse repo window stood at Rs. 8,837 crore on Feb 21.
• Banks did not borrow under the central bank’s Marginal Standing
Facility on Feb 21 as against borrowing of R s. 785 cr ore on Feb 20.
• The Indian rupee plunged against the U.S. dollar after the minutes of
U.S. Federal Reserve’s latest meeting showed inclination towards faster
rate hikes this year amid hopes of stronger U.S. economic growth. The
rupee fell 0.44% to close at 65.04 per d ollar from the previous close of
64.76 per dollar.
• The euro rose against the dollar as the latter remained under pressure
amid worries over U.S. fiscal deficit. Euro rose 0.39% and was trading at
$1.2330, up from the previous close of $1.2282.
• Gold prices traded higher after minutes of U.S. Federal Reserve’s latest
policy meeting showed that the central bank is on track to raise interest
rates gradually over the course of the year.
• Brent Crude prices traded higher following an unexpected drop in U.S.
crude oil inventories for the week to Feb 16.
• According to the minutes of the U.S. Federal Reserve’s (Fed) most
recent meeting, the bank still plans to raise interest rates three times in
2018. The first of these modest rate hikes is expected to be done in Mar
2018. Fed had raised its projection for inflation from anemic levels in the
recent meeting. Also, it had stated that core personal consumption
expenditure index would notably increase faster in 2018 as against rate
of 1.5% in Dec 2017.
• A report from the National Association of Realtors showed that U.S.
existing home sales surprisingly fell 3.2% to an annual rate of 5.38 million
in Jan 2018 as against downwardly revised 5.56 million (5.57 million
originally reported) in Dec 2017. Meanwhile, the existing home sales
were down by 4.8% YoY in Jan, thereby marking the biggest YoY decline
since Aug 2014.