Closing Indices

22nd February 2023

Bse Sensex Closed @ 59744.98 Down 927.74 Points

Nse Nifty Closed @ 17554.30 Down 272.40 Points

Bank Nifty Closed @ 39995.90 Down 677.70 Points

India VIX Closed @ 15.5875 Up 1.5800 Points

Rollover Stats

Rolls (R-2): Nifty: 42% vs 42%. Nifty OI: 12m vs 13.3m shrs. Bank Nifty: 41% vs 49%. BNF OI 3.23m shrs vs 2.84m shrs. 

NSEFIN: 23% vs 11%. SSF: 60% vs

 58%. Mkt-Wide: 57% vs 56%. Mkt Wide OI: INR 235,141cr vs INR 242,828cr (vs 3 M Avg).

       

Roll Progression (D/D): ACEM (66%/8%), CANF (75%/29%), IHFL (69%/23%), CIFC (76%/33%), TRP (70%/27%), JKCE (71%/32%), SUNP 

(57%/19%), HCLT (71%/35%) & DALBHARA (65%/30%).

         

Arb Names(D/D): ICICI (51%/30%), RIL (51%/29%), KMB (68%/53%), HDFCB (75%/54%), ADSEZ (68%/53%), HDFC (58%/38%), ACEM 

(66%/8%), BAF(62%/42%), IIB (62%/39%), TPWR (48%/30%) & SBIN (50%/36%).

Bulk/Block: Zee Learn - buy - Multiplier Shares & Stks (2m shrs @Rs3.85).

Market Events

Key events this week:

US MBA mortgage applications, Wednesday

Federal Reserve releases minutes from its latest policy meeting, Wednesday

Eurozone CPI, Thursday

US GDP, initial jobless claims, Thursday

Atlanta Fed President Raphael Bostic speaks, Thursday

BOJ governor-nominee Kazuo Ueda appears before Japan’s lower house, Friday

US PCE deflator, personal spending, new home sales, University of Michigan consumer sentiment, Friday

Russia’s invasion of Ukraine hits the one-year mark, Friday

Some of the main moves in markets:

Stocks

The S&P 500 fell 1.8% as of 1:32 p.m. New York time

The Nasdaq 100 fell 2%

The Dow Jones Industrial Average fell 1.8%

The MSCI World index fell 1.5%

Currencies

The Bloomberg Dollar Spot Index rose 0.3%

The euro fell 0.4% to $1.0646

The British pound rose 0.5% to $1.2106

The Japanese yen fell 0.5% to 134.96 per dollar

Cryptocurrencies

Bitcoin fell 0.5% to $24,638.55

Ether fell 1.4% to $1,678.14

Bonds

The yield on 10-year Treasuries advanced 13 basis points to 3.94%

Germany’s 10-year yield advanced seven basis points to 2.53%

Britain’s 10-year yield advanced 14 basis points to 3.61%

Commodities

West Texas Intermediate crude rose 0.3% to $76.56 a barrel

Gold futures fell 0.4% to $1,842.10 an ounce

Market Stats

 DATE 21-02-2023

NIFTY SPOT 17826 -17 (-0.10%)

NIFTY FUT.FEB. 17840 VS 17862

NIFTY FUT.MAR. 17946 VS 17972

NIFTY PREMIUM FEB. +14 VS +18

NIFTY PREMIUM MAR. +120 VS +128

NIFTY CHANGE OI FEB. 

BANKNIFTY SPOT 40673 (-0.07%)

BANKNIFTY FEB. 40711 VS 40796

BANKNIFTY MAR. 40951 VS 41046

CHANGE OI FEB.

 

FII DATA IN CRORE

CASH FII +525 & DII -235 

INDEX FUT  STOCK FUT  

INDEX OPT  STOCK OPT  

FNO TOTAL NET -

NIFTY HIGHEST OI (IN LACS)

CALL WEEKLY     MONTHLY MAR.        

18000  -140,    19000 -19,

18100  -105,    18500 -15,

                  

PUT WEEKLY     MONTHLY MAR.

17500  -78,     17000  -37, 

17800  -72,     17500  -23, 

NIFTY HIGHEST OI ADD (IN LACS)

CALL WEEKLY     MONTHLY MAR.          

18150   +12,     17900   +02,

17800   +09,     17800   +02,

                              

PUT WEEKLY    MONTHLY MAR.

17800   +18,     18500  +03,

17750   +12,     16500  +02,

                                 

HIGHEST OI BANKNIFTY (IN LACS) WEEKLY

CALL             PUT     

41500  +48,     40000 +34, 

 

HIGHEST OI ADD TODAY (IN LACS) WEEKLY

CALL              PUT

41000  +11,     40400 +10, 

PUT CALL RATIO

NIFTY –  0.83

BANKNIFTY- 0.61

INDIA VIX

14.07 VS 13.88

NSE ADV./DEC.

Advances +845,

Declines -1393,

Unchanged -102,

52-WK H/L(NSE)

HIGH- +44, LOW- -191