FII Derivative Trade Statistics 26-Feb
(Rs Cr) Buy
Index Futures 5243.96 4946.94 31212.75
Index Options 84015.70 84220.58 62844.59
Stock Futures 24093.05 24995.50 93449.12
Stock Options 7051.10 6908.27 11139.48
Total 120403.81 121071.29 198645.94
Put Call Ratio (OI) 1.40 1.46 -0.06
Indian Debt Market
Put Call Ratio(Vol) 1.19 1.06 0.13
26-Feb Wk. Ago Mth. Ago
Call Rate 6.19% 6.31% 6.41% 5.97%
T-Repo 6.19% 6.28% 6.39% NA
Repo 6.25% 6.25% 6.50% 6.00%
Reverse Repo 6.00% 6.00% 6.25% 5.75%
91 Day T-Bill 6.28% 6.35% 6.54% 6.28%
364 Day T-Bill 6.43% 6.50% 6.76% 6.62%
10 Year Gilt 7.59% 7.58% 7.55% 7.69%
G-Sec Vol. (Rs.Cr) 19749 19291 32425 22590
Currency Market Update
FBIL MIBOR* 6.39% 6.31% 6.54% 6.05%
3 Month CP Rate 7.75% 7.65% 7.65% 7.90%
5 Year Corp Bond 8.39% 8.49% 8.49% 8.13%
1 Month CD Rate 6.73% 6.55% 6.64% 6.25%
3 Month CD Rate 7.33% 7.39% 7.27% 7.26%
1 Year CD Rate 7.68% 7.70% 7.88% 7.53%
Commodity Market Update
Currency 26-Feb Prev_Day
USD/INR 71.10 71.04 0.05
GBP/INR 93.36 92.88 0.48
EURO/INR 80.75 80.60 0.14
JPY/INR 0.64 0.64 0.00
Commodity 26-Feb Wk Ago Mth. Ago
NYMEX Crude($/bl) 55.35 56.07 53.48 63.80
Brent Crude($/bl) 65.05 66.40 61.93 68.30
Gold( $/oz) 1329 1341 1303 1333
Gold(Rs./10 gm) 33264 33519 32303 30573
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Bond yields rose marginally with the rising geo-political tension
between India and Pakistan. Concerns over increasing antagonism
escalated following the country’s terrorist training camp in Pakistan.
• Yield on the existing 10-year benchmark paper (7.17% GS 2028) rose 1
bps to close at 7.59% as compared with the previous session’s close of
7.58% after trading in the range of 7.57% to 7.62%.
• Yield on the upcoming new 10-year benchmark paper (7.26% GS 2029)
closed at 7.42% compared with the previous session’s close of 7.41% after
trading in the range of 7.40% to 7.43%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,342 crore (gross) on Feb 26, 2019, compared
with Rs. 10,586 crore (gross) as on Feb 25, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 21,302
crore on Feb 25, 2019.
• Data from the Commerce Department showed wholesale inventories in
the U.S. jumped unexpectedly in Dec 2018. The report said wholesale
inventories surged 1.1% in Dec 2018 after climbing by an upwardly
revised 0.4% in Nov 2018.
• Survey data from the GfK revealed Germany's consumer confidence
could remain steady in Mar 2019, amid the sustained sharp decline in
economic expectations and stable income expectations. The forward-
looking consumer confidence indicator showed a reading of 10.8 for Mar
2019, same as in Feb 2019.
• Nifty Feb 2019 Futures were at 10,827.80, a discount of 7.50 points, over
the spot closing of 10,835.30. The turnover on NSE’s Futures and Options
segment increased to Rs. 11,90,981.27 crore on Feb 26, 2019.
• The Put-Call ratio stood at 1.03, compared with the previous session’s
close of 0.88.
• The Nifty Put-Call ratio stood at 1.40 compared with the previous
session’s close of 1.46.
• India VIX rose 10.98% to 17.0450 compared with 15.3575 at the previous
• Open interest on Nifty Futures stood at 22.98 million as against the
previous session’s close at 23.86 million.
• The Indian rupee fell against the greenback following the country’s air
strike to counter the terrorist training camp in Pakistan. The rupee closed
at 71.06 a dollar, down 0.12% compared with the previous close of 70.98.
• The euro was broadly flat following the release of the German GfK
Consumer Sentiment Index. German consumers were seen to remain
upbeat despite the sluggish economy. The euro was last seen trading at
1.1355 a dollar, up 0.03% compared with the previous close of 1.1358.
• Gold prices weakened ahead of the Federal Reserve Chairman’s
testimony to get an idea of the outlook on monetary policy and plan on
interest rate hikes.
• Brent crude prices rose slightly following the U.S. President’s remark on
rising oil prices led by OPEC’s supply cut plan.