FII Derivative Trade Statistics 28-Feb
(Rs Cr) Buy
Index Futures 10100.20 9643.82 32022.52
Index Options 249985.16 249349.98 65672.10
Stock Futures 31479.84 31092.95 95047.88
Stock Options 10864.52 10956.14 11145.71
Total 302429.72 301042.89 203888.21
Put Call Ratio (OI) 1.29 1.37 -0.08
Indian Debt Market
Put Call Ratio(Vol) 1.12 1.31 -0.19
28-Feb Wk. Ago Mth. Ago
Call Rate 6.19% 6.28% 6.43% 5.93%
T-Repo 6.21% 6.26% 6.40% NA
Repo 6.25% 6.25% 6.50% 6.00%
Reverse Repo 6.00% 6.00% 6.25% 5.75%
91 Day T-Bill 6.39% 6.38% 6.54% 6.31%
364 Day T-Bill 6.55% 6.47% 6.75% 6.64%
10 Year Gilt 7.59% 7.54% 7.54% 7.73%
G-Sec Vol. (Rs.Cr) 28598 18081 18601 19186
Currency Market Update
FBIL MIBOR* 6.35% 6.37% 6.54% 6.05%
3 Month CP Rate 7.80% 7.75% 7.60% 7.92%
5 Year Corp Bond 8.37% 8.46% 8.47% 8.14%
1 Month CD Rate 7.19% 6.60% 6.60% 6.25%
3 Month CD Rate 7.40% 7.38% 7.36% 7.25%
1 Year CD Rate 7.95% 7.60% 8.18% 7.58%
Commodity Market Update
Currency 28-Feb Prev_Day
USD/INR 71.20 71.17 0.03
GBP/INR 94.70 94.22 0.49
EURO/INR 80.98 80.97 0.01
JPY/INR 0.64 0.64 0.00
Commodity 28-Feb Wk Ago Mth. Ago
NYMEX Crude($/bl) 57.16 56.90 51.74 61.42
Brent Crude($/bl) 64.47 67.45 60.15 66.72
Gold( $/oz) 1313 1323 1303 1318
Gold(Rs./10 gm) 33250 33531 32691 30398
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Bond yields declined with signs of easing geo-political tension between
India and Pakistan. Pakistan’s Prime Minister announced to release an
Indian pilot in their custody as a gesture of peace.
• Yield on the existing 10-year benchmark paper (7.17% GS 2028)
declined 8 bps to close at 7.59% as compared with the previous session’s
close of 7.67% after trading in the range of 7.59% to 7.68%.
• Yield on the upcoming new 10-year benchmark paper (7.26% GS 2029)
declined 6 bps to close at 7.41% compared with the previous session’s
close of 7.47% after trading in the range of 7.41% to 7.47%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,001 crore (gross) on Feb 28, 2019, compared
with Rs. 13,347 crore (gross) as on Feb 27, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 18,371
crore on Feb 27, 2019.
• The Indian rupee appreciated against the greenback following gesture
of peace by Pakistan Prime Minister who reportedly said that the country
would release the Indian pilot in their custody. The rupee closed at 70.72
a dollar, up 0.70% compared with the previous close of 71.72.
• The euro rose on expectations of improving European economy with
the rise in core European bond yield. The euro was last seen trading at
1.1413 a dollar, up 0.39% compared with the previous close of 1.1369.
• According to data from the Commerce Department, new orders for U.S.
manufactured goods grew weaker than expected in Dec 2018. Factory
orders inched up 0.1% in Dec 2018 after falling by a revised 0.5% in Nov
• Latest survey from the National Bureau of Statistics revealed
manufacturing sector in China continued to contract at a faster rate in
Feb 2019. Manufacturing Purchasing Managers’ Index (PMI) score for Feb
2019 stood at 49.2, which was weaker than expectations and was
unchanged from the previous month’s score.
• Nifty Feb 2019 Futures settled at spot closing of 10,792.50. Nifty Mar
2019 Futures were at 10,857.25, a premium of 64.75 points, above the
spot closing. The turnover on NSE’s Futures and Options segment
increased to Rs. 17,01,134.76 crore on Feb 28, 2019, compared with Rs.
14,77,021.36 crore on Feb 27, 2019.
• The Put-Call ratio stood at 0.89, compared with the previous session’s
close of 1.10.
• The Nifty Put-Call ratio stood at 1.29 compared with the previous
session’s close of 1.37.
• Open interest on Nifty Futures stood at 24.78 million as against the
previous session’s close at 23.26 million.
• Gold prices moved up after U.S. Trade representative hinted that China
is required to put in more efforts to reach a long-term trade agreement.
• Brent crude prices tumbled following surge in U.S. crude inventory by
more than 2 million barrels per day.