(RsCr) Buy Sell OpenInt.
IndexFutures 4249.54 3310.33 14720.26
IndexOptions 293781.82 293235.96 39369.52
StockFutures 14441.45 13242.68 84334.84
StockOptions 6292.28 6286.38 2819.32
Total 318765.09 316075.35 141243.94
31‐Jul Prev_Day Change
PutCallRatio(OI) 1.37 0.88 0.49
PutCallRatio(Vol) 0.85 0.87 ‐0.02
31‐Jul Wk.Ago Mth.Ago YearAgo
CallRate 5.61% 5.58% 5.94% 6.16%
T‐Repo 5.59% 5.49% 5.85% NA
Repo 5.75% 5.75% 5.75% 6.25%
ReverseRepo 5.50% 5.50% 5.50% 6.00%
91DayT‐Bill 5.65% 5.70% 6.02% 6.69%
364DayT‐Bill 5.93% 5.95% 6.08% 7.24%
10YearGilt 6.37% 6.44% 6.88% 7.77%
G‐SecVol.(Rs.Cr) 59582 37098 45259 26766
FBILMIBOR* 5.70% 5.75% 5.97% 6.26%
3MonthCPRate 6.30% 6.30% 7.00% 7.50%
5YearCorpBond 7.66% 7.73% 8.10% 8.64%
1MonthCDRate 5.71% 5.86% 6.07% 6.89%
3MonthCDRate 6.21% 6.28% 6.41% 7.30%
1YearCDRate 6.86% 6.93% 7.16% 8.06%
Currency 31‐Jul Prev_Day Change
USD/INR 68.86 68.75 0.11
GBP/INR 83.74 83.54 0.19
EURO/INR 76.84 76.58 0.27
JPY/INR 0.63 0.63 0.00
Commodity 31‐Jul WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 58.48 55.87 58.17 69.25
BrentCrude($/bl) 62.88 64.02 68.96 74.80
Gold($/oz) 1414 1426 1409 1223
Gold(Rs./10gm) 34805 34897 34006 29660
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• Nifty Aug 2019 Futures stood at 11,132.20, a premium of 14.20 points
above the spot closing of 11,118.00. The turnover on NSE’s Futures and
Options segment rose to Rs. 15,25,426.99 on July 31, 2019, compared
with Rs. 13,60,911.98 crore on July 30, 2019.
• The Put‐Call ratio stood at 0.79 compared with the previous session’s
close of 0.88.
• The Nifty Put‐Call ratio stood at 1.09 compared with the previous
session’s close of 0.97.
• Open interest on Nifty Futures stood at 18.55 million, compared with
the previous session’s close of 18.15 million.
• Bond yields fell on expectations that the U.S. Federal Reserve might cut
interest rates in its upcoming monetary policy review which was
scheduled on Jul 31, 2019. According to media reports, this might be the
first rate cut by the U.S. Federal Reserve in more than a decade.
• Yield on the 10‐year benchmark paper (7.26% GS 2029) fell 2 bps to
close at 6.37% compared with the previous close of 6.39% after trading
in a range of 6.36% to 6.40%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 4,645 crore (gross) on Jul 31, 2019 compared
with Rs. 4,033 crore (gross) borrowed on Jul 30, 2019. Sale of securities
under Reserve Bank of India’s (RBI) reverse repo window stood at Rs.
20,552 crore on Jul 30, 2019.
• The Indian rupee rose against the greenback on expectations that the
U.S. Fed might cut interest rates in its monetary policy review scheduled
on Jul 31, 2019. The rupee closed at 68.79 a dollar, up 0.10% compared
with the previous close of 68.86.
• The euro weakened against the greenback after the U.S. Fed cut
interest rates by 25 bps as expected. The euro was last seen trading at
1.1074, down 0.71% compared with the previous close of 1.1153.
• Gold prices fell after U.S. Fed cut interest rates by 25 bps. Gold prices
were last seen trading at $1,413.55 per ounce, down 1.19% compared
with the previous close of $1,430.60 per ounce.
• Brent crude prices rose after data showed that U.S. crude stockpiles fell
more than expected and came down for a seventh straight week.
• The U.S. Federal Reserve's Federal Open Market Committee lowered
interest rates by a quarter point to a target range of 2% to 2‐1/4%, which
is down 25 basis points from the previous range of 2‐1/4% to 2‐1/2%.
The implications of global developments for the economic outlook as
well as muted inflation pressures were given as reasons for the rate cut.
• Eurostat preliminary flash estimate euro zone consumer price inflation
slowed in Jul 2019, after rising in the previous month. Headline inflation
eased to 1.1% from 1.3% in Jun 2019, in line with expectations.