(RsCr) Buy Sell OpenInt.
IndexFutures 1795.25 1735.50 13718.47
IndexOptions 41235.45 38710.11 52823.84
StockFutures 9223.20 8050.40 73753.83
StockOptions 4138.38 4134.36 1811.41
Total 56392.28 52630.37 142107.55
03‐Apr Prev_Day Change
PutCallRatio(OI) 1.43 1.42 0.01
PutCallRatio(Vol) 0.93 0.94 ‐0.01
03‐Apr Wk.Ago Mth.Ago YearAgo
CallRate 5.93% 6.00% 5.91% 5.79%
CBLO 5.68% 5.91% 4.84% 5.72%
Repo 6.00% 6.00% 6.00% 6.25%
ReverseRepo 5.75% 5.75% 5.75% 5.75%
91DayT‐Bill 5.83% 6.11% 6.23% 6.10%
364DayT‐Bill 6.39% 6.47% 6.64% 6.08%
10YearGilt 7.33% 7.33% 7.74% 6.65%
G‐SecVol.(Rs.Cr) 39408 61226 16436 35825
1MonthCPRate* 7.74% 7.74% 7.15% 6.50%
3MonthCPRate* 7.44% 7.39% 7.88% 6.60%
5YearCorpBond* 7.80% 7.77% 8.09% 7.38%
1MonthCDRate* 6.88% 7.25% 7.24% 6.11%
3MonthCDRate* 6.80% 7.10% 7.28% 6.21%
1YearCDRate* 7.22% 7.39% 7. 62% 6.60%
Currency 03‐Apr Prev_Day Change
USD/INR 65.02 Closed Closed
GBP/INR 91.46 Closed Closed
EURO/INR 80.09 Closed Closed
JPY/INR 0.61 Closed Closed
Commodity 03‐Apr WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 63.40 65.20 61. 18 50.20
BrentCrude($/bl) 66.28 68.22 65. 05 51.93
Gold($/oz) 1332 1344 1322 1253
Gold(Rs./10gm) 30684 30718 30269 28681
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• Nifty Apr 2018 Futures were at 10285.00 points, a premium of 40.00
points, over the spot closi ng of 10,245.00. The turnover on NSE’s Futures
and Options segment went down from Rs. 3,79,096.81 crore on Apr 2 to
Rs. 4,33,298.30 crore on Apr 3.
•ThePut‐Call ratio, remained unchanged at 0.82 against previous
• The Nifty Put‐Call ratio stood at 1.43 against the previous session’s
close of 1.42.
• Open interest on Nifty Futures stood at 20.97 million as against the
previous session’s close of 20.83 million.
• Bond yields fell on the first trading day of 2018‐19 after the Reserve
Bank of India p ermitted banks to spread provisions made for mark to
market losses on their bond portfolios.
•Yieldonthe10‐year benchmark paper (7.17% GS 2028) fell 7 bps to
close at 7.33% from the previous close of 7.40%. During the session,
bond yields traded in the range of 7.31% and 7.37%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,430 crore (gross) on Apr 3 compared with Rs.
9,717 crore on Mar 28. Sale of securities under Reserve Bank of India’s
(RBI) reverse repo window stood at Rs. 1,34,045 crore on Mar 28.
• Banks borrowed Rs. 8,683 crore under the central bank’s Marginal
Standing Facility on Mar 28 compared with Rs. 865 crore borrowed on
• The rupee rose against the greenback following gains in the domestic
equity market. Rising global trade tensions between the U.S. and China
also kept the greenback under pressure. The rupee rose 0.25% to close
at Rs. 65.01 from the previous c lose of Rs. 65.17.
• Euro fell against the greenback after the final manufacturing
Purchasing Managers' Index for the euro zone sank to a 8‐month low in
Mar 2018. Euro was last s e e n trading a t $1.2255, down 0.37% compared
with the previous close of $1.2300.
• Gold prices moved down as safe‐haven a ppeal of the metal lost its
sheen due to recovery in global equities.
• Brent crude prices moved down ahead of weekly stockpiles data from
the U.S. on crude and refined products.
• According to the Institute for Supply Management, U.S. manufacturing
purchasing managers index (PMI) fell to 59.3 in Mar 2018 from 60.8 in
Feb 2018. The more than expected fall was due to slowdown in the pace
of job growth and new orders in the manufacturing sector.
• According to the report released by the Commerce Department, U.S.
construction spending increased less than expected by 0.1% to $1.273
trillion in Feb 2018 compared with $1.272 trillion in Jan 2018.
• According to final data from IHS Markit, eurozone manufacturing PMI
fell t o 56.6 in Mar 2018, from 58.6 in Feb 2018, in line with flash
estimates. The euro area manufacturing activity grew at the slowest rate
in eight months.