(RsCr) Buy Sell OpenInt.
IndexFutures 3914.68 4208.94 23169.55
IndexOptions 172890.45 172397.21 57392.72
StockFutures 11052.66 11543.58 91458.65
StockOptions 5374.83 5450.86 5621.53
Total 193232.62 193600.59 177642.45
19‐Aug Prev_Day Change
PutCallRatio(OI) 1.17 1.21 ‐0.04
PutCallRatio(Vol) 1.00 0.90 0.10
19‐Aug Wk.Ago Mth.Ago YearAgo
CallRate 5.30% 5.32% 5.70% 6.44%
T‐Repo 5.18% 5.37% 5.70% NA
Repo 5.40% 5.40% 5.75% 6.50%
ReverseRepo 5.15% 5.15% 5.50% 6.25%
91DayT‐Bill 5.45% 5.35% 5.64% 6.78%
364DayT‐Bill 5.73% 5.65% 5.89% 7.28%
10YearGilt 6.59% 6.49% 6.36% 7.86%
G‐SecVol.(Rs.Cr) 38343 52233 57810 24619
FBILMIBOR* 5.37% 5.40% 5.70% 6.46%
3MonthCPRate* 5.85% 5.85% 6.35% 7.70%
5YearCorpBond* 7.83% 7.76% 7.63% 8.72%
1MonthCDRate 5.36% 5.45% 5.85% 6.53%
3MonthCDRate 5.54% 6.01% 6.56% 7.19%
1YearCDRate 6.56% 6.64% 6.78% 7.92%
Currency 19‐Aug Prev_Day Change
USD/INR 71.34 71.29 0.05
GBP/INR 86.80 86.33 0.48
EURO/INR 79.14 79.15 ‐0.01
JPY/INR 0.67 0.67 0.00
Commodity 19‐Aug WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 56.19 54.36 55.39 65.88
BrentCrude($/bl) 59.83 56.51 61.18 69.33
Gold($/oz) 1495 1497 1425 1184
Gold(Rs./10gm) 37469 37270 35091 29361
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their respective directors, employees, affiliates or representatives shall be liable in any way for any direct, indirect, special, incidental, consequential, punitive or exemplary damages, including on
• Nifty Aug 2019 Futures stood at 11,058.10, a premium of 4.20 points
above the spot closing of 11,053.90. The turnover on NSE’s Futures and
Options segment increased to Rs. 8,73,914.63 on August 19, 2019,
compared with Rs. 8,29,535.40 crore on August 16, 2019.
• The Put‐Call ratio stood at 0.93 compared with the previous session’s
close of 0.82.
• The Nifty Put‐Call ratio stood at 1.17 compared with the previous
session’s close of 1.21.
• Open interest on Nifty Futures stood at 21.25 million, compared with
the previous session’s close of 21.40 million.
• Bond yields rose as investors resorted to note selling amid rising
concerns over the fiscal package, which is expected further widen the
fiscal deficit and breach the target. Besides, depreciation in the local
currency also weighed on investors’ sentiment.
• Yield on the 10‐year benchmark paper (7.26% GS 2029) increased 5 bps
to close at 6.59% compared with the previous close of 6.54%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,819 crore (gross) on Aug 19, 2019 compared
with borrowings of Rs. 4,080 crore (gross) on Aug 16, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window stood
at Rs. 26,924 crore on Aug 16, 2019.
• Banks borrowed Rs. 3,611 crore under the central bank’s Marginal
Standing Facility on Aug 16, 2019 compared with borrowings of Rs. 2,325
crore on Aug 14, 2019.
• The rupee fell against the U.S. dollar following greenback purchases by
foreign banks and private banks. The rupee closed at 71.43 a dollar,
down 0.39% compared with the previous close 71.15.
• The euro fell against the greenback as market participants preferred to
remain on the sidelines ahead of a speech by the U.S. Federal Reserve
Chief later this week at the Jackson Hole central bank conference. The
euro was last seen trading at 1.1076, down 0.12% compared with the
previous close of 1.1089.
• Brent crude prices rose following an attack on a Saudi oil facility by
Yemen’s Houthi forces.
• Preliminary report by the University of Michigan Consumer showed
sentiment in the U.S. has seen a significant deterioration in Aug 2019.
The report said consumer sentiment index tumbled to 92.1 in Aug after
inching up to 98.4 in Jul 2019.
• Survey data from the IHS Markit showed U.K. households' assessment
of their financial well‐being fell in Aug 2019. The IHS Markit Household
Finance Index, or HFI, fell to 43.7 in Aug 2019 from 44.3 in Jul 2019.
• Final data from Eurostat showed Eurozone inflation eased more than
initially estimated in Jul 2019 to the lowest since late 2016. Headline
inflation slowed to 1% in Jul from 1.3% in Jun 2019. The initial estimate