(RsCr) Buy Sell OpenInt.
IndexFutures 5236.73 4322.54 22409.25
IndexOptions 435110.03 431198.42 54147.79
StockFutures 13751.86 13553.92 91062.06
StockOptions 5967.65 6027.10 5539.60
Total 460066.27 455101.98 173158.70
16‐Aug Prev_Day Change
PutCallRatio(OI) 1.21 1.10 0.11
PutCallRatio(Vol) 0.90 0.94 ‐0.04
16‐Aug Wk.Ago Mth.Ago YearAgo
CallRate 5.31% 5.32% 5.54% 6.44%
T‐Repo 5.25% 5.37% 5.50% NA
Repo 5.40% 5.40% 5.75% 6.50%
ReverseRepo 5.15% 5.15% 5.50% 6.25%
91DayT‐Bill 5.47% 5.35% 5.75% 6.78%
364DayT‐Bill 5.72% 5.65% 6.01% 7.28%
10YearGilt 6.54% 6.49% 6.43% 7.86%
G‐SecVol.(Rs.Cr) 56660 52233 126301 24619
FBILMIBOR 5.37% 5.75% 5.85% 6.50%
3MonthCPRate 5.85% 5.85% 6.35% 7.70%
5YearCorpBond 7.83% 7.76% 7.68% 8.70%
1MonthCDRate 5.42% 5.45% 5.81% 6.53%
3MonthCDRate 5.67% 6.01% 6.06% 7.19%
1YearCDRate 6.70% 6.64% 6.81% 7.92%
Currency 16‐Aug Prev_Day Change
USD/INR 71.29 71.10 0.19
GBP/INR 86.33 85.74 0.58
EURO/INR 79.15 79.46 ‐0.31
JPY/INR 0.67 0.67 0.00
Commodity 16‐Aug WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 54.78 54.36 57.41 65.39
BrentCrude($/bl) 58.99 56.51 65.46 68.40
Gold($/oz) 1514 1497 1406 1174
Gold(Rs./10gm) 37466 37270 34583 29361
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• Nifty Aug 2019 Futures stood at 11,064.65, a premium of 16.85 points
above the spot closing of 11,047.80. The turnover on NSE’s Futures and
Options segment declined to Rs. 8,29,535.40 on August 16, 2019,
compared with Rs. 24,54,436.35 crore on August 14, 2019.
• The Put‐Call ratio stood at 0.82 compared with the previous session’s
close of 0.90.
• The Nifty Put‐Call ratio stood at 1.21 compared with the previous
session’s close of 1.10.
• Open interest on Nifty Futures stood at 21.40 million, compared with
the previous session’s close of 20.27 million.
• Bond yields eased after a top official commented that the government
is not encouraging fiscal sops. This alleviated fears of widening fiscal
deficit, thereby lifting the market sentiment.
• Yield on the 10‐year benchmark paper (7.26% GS 2029) tumbled 9 bps
to close at 6.54% compared with the previous close of 6.63% after
trading in a range of 6.53% to 6.61%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 4,080 crore (gross) on Aug 16, 2019 compared
with borrowings of Rs. 3,507 crore (gross) on Aug 14, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window stood
at Rs. 16,885 crore on Aug 14, 2019.
• Banks borrowed Rs. 2,325 crore under the central bank’s Marginal
Standing Facility on Aug 14, 2019 compared with no borrowings on Aug
• The rupee rose against the U.S. dollar due to selling of the greenback
by foreign banks, likely for exporters. The rupee closed at 71.15 a dollar,
up 0.17% compared with the previous close 71.27.
• The euro fell against the greenback on growing expectations of an
interest rate cut by the European Central Bank. The euro was last seen
trading at 1.1089, down 0.15% compared with the previous close of
• Gold prices fell on hopes of aggressive central bank easing which
improved market sentiment to some extent.
• Brent crude prices rose on hopes of stimulus measures by central
banks which helped ease recession concerns.
• A Commerce Department report showed U.S. business inventories
remained unchanged in Jun 2019 after rising 0.3% in May 2019.
Expectations were for inventories to increase. Retail inventories fell 0.3%
in Jun after climbing 0.3% in May, while manufacturing inventories rose
0.2% for the second consecutive month.
• A Federal Reserve Bank of Philadelphia report showed Philadelphia‐
area manufacturing activity saw continued growth in Aug 2019. The pace
of growth slowed by less than expectations. The Philly Fed said its
diffusion index for current general activity dropped to 16.8 in Aug after
surging up to 21.8 in Jul 2019.