(RsCr) Buy Sell OpenInt.
IndexFutures 6564.19 6289.38 19777.74
IndexOptions 64317.51 61900.33 74353.62
StockFutures 27729.58 27795.01 82076.77
StockOptions 10086.92 10084.75 8645.56
Total 108698.20 106069.47 184853.69
25‐Apr Prev_Day Change
PutCallRatio(OI) 1.61 1.70 ‐0.09
PutCallRatio(Vol) 1.04 1.13 ‐0.09
25‐Apr Wk.Ago Mth.Ago YearAgo
CallRate 5.88% 5.88% 5.93% 6.02%
CBLO 5.91% 5.88% 5.82% 6.21%
Repo 6.00% 6.00% 6.00% 6.25%
ReverseRepo 5.75% 5.75% 5.75% 6.00%
91DayT‐Bill 6.20% 6.10% 6.12% 6.05%
364DayT‐Bill 6. 63% 6.51% 6.50% 6.10%
10YearGilt 7.74% 7.54% 7.56% 6.93%
G‐SecVol.(Rs.Cr) 26253 23991 40602 40622
FBILMIBOR 6.00% 6.00% 6.05% 6.25%
3MonthCPRate 7.25% 6.90% 7.33% 6.73%
5YearCorpBond 8.41% 8.21% 8.08% 7.45%
1MonthCDRate 6.64% 6.46% 7.12% 6.15%
3MonthCDRate 6.71% 6.80% 7.06% 6.36%
1YearCDRate 7.61% 7.36% 7.35% 6.70%
Currency 25‐Apr Prev_Day Change
USD/INR 66.70 66.36 0.34
GBP/INR 93.14 92.51 0.63
EURO/INR 81.43 81.05 0.37
JPY/INR 0.61 0.61 0.00
Commodity 25‐Apr WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 67.99 68.39 65. 79 49.20
BrentCrude($/bl) 74.53 74.32 68.62 48.43
Gold($/oz) 1323 1349 1347 1263
Gold(Rs./10gm) 31304 31276 30700 28972
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• Bond yields rose on concerns that global crude oil prices will continue
to remain at elevated levels. Increase in U.S. Treasury yields also
weighed on market sentiment. U.S. Treasury yields grew to its highest in
more than four years on growing possibility that the U.S. Federal Reserve
will continue to hike interest rates in 2018.
• Yield on the 10‐year benchmark paper (7.17% GS 2028) rose 6 bps to
close at 7.74% from the previous close of 7.68%. During the session,
bond yields traded in the range of 7.69% and 7.78%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 9,020 crore (gross) on Apr 25 compared wit h
Rs. 11,095 crore on Apr 24.
• Banks did not borrow under the central bank’s Marginal Standing
Facility on Ap r 24 compared with that o f Apr 23 when banks borrowed
Rs. 90 crore.
• According to a report from the Conference Board, U.S. consumer
confidence surprisingly grew to 128.7 in Apr 2018 as against downwardly
revised score of 127.0 in Mar 2018 (127.7 originally reported). Similarly,
the present situation index surged to 159.6 in Apr from 158.1 in Mar.
• A report from the Commerce Department showed that U.S. new home
sales grew 4% to an annual rate of 694,000 in Mar 2018 as against a gain
of 3.6% to 667,000 in Feb 2018. This marked as the highest annual rate
since Nov 2017 when new home sales rose to their highest level of
• Nifty Apr 2018 Futures were at 10,569.05 points, a discount of 1.50
points, below the spot closing of 10,570.55. The turnover on NSE’s
Futures and Options segment went up to Rs. 9,99,041.04 crore on Apr 25
from Rs. 7,13,076.52 crore on Apr 24.
•ThePut‐Call ratio stood at 0.92 against previous session’s close of 0.95.
• The Nifty Put‐Call ratio stood at 1.61 against the previous session’s
close of 1.70.
• India VIX moved up 5.14% to 12.5075 from 11.8950 in the previous
• Open interest on Nifty Futures stood at 30.17 million as against the
previous session’s close of 29.31 million.
• The Indian rupee fell to a 14‐month low against the greenback followin
losses in the domestic equity market and on growing possibility that the
U.S. Federal Reserve (Fed) will continue to hike interest rates in 2018. The
rupee plunged 0.79% to close at 66.90 per dollar from the previous close
of 66.38 per dollar.
• The euro weakened against the greenback as the U.S. 10‐year treasur
yield grew to its highest in more than four years. Euro fell 0.47% and was
trading at $1.2173, down from the previous close of 1.2230.
• Gold prices move down on stronger dollar against the euro. Upbeat U.S.
economic data also weighed on the prices of the precious m etal.
• Brent crude prices slipped on concerns over supply glut after the API
data indicated that U.S. oil inventories rose around 1.1 million barrels in
the week to Apr 20.