(RsCr) Buy Sell OpenInt.
IndexFutures 1874.43 2569.85 30356.38
IndexOptions 54925.69 53011.42 69030.26
StockFutures 10898.93 10043.50 87279.64
StockOptions 8344.02 8556.46 10938.40
Total 76043.07 74181.23 197604.68
20‐Aug Prev_Day Change
PutCallRatio(OI) 1.73 1.66 0.07
PutCallRatio(Vol) 1.17 1.15 0.02
20‐Aug Wk.Ago Mth.Ago YearAgo
CallRate 6.38% 6.34% 6.20% 5.86%
CBLO 6.38% 6.34% 5.78% 5.08%
Repo 6.50% 6.50% 6.25% 6.00%
ReverseRepo 6.25% 6.25% 6.00% 5.75%
91DayT‐Bill 6.79% 6.65% 6.58% 6.12%
364DayT‐Bill 7.28% 7.23% 7.21% 6.23%
10YearGilt 7.84% 7.82% 7.79% 6.51%
G‐SecVol.(Rs.Cr) 17078 35977 21859 49756
FBILMIBOR 6.50% 6.50% 6.21% 5.99%
3MonthCPRate 7.75% 7.65% 7.55% 6.55%
5YearCorpBond 8.66% 8.63% 8.73% 7.39%
1MonthCDRate 6.53% 6.80% 6.62% 6.09%
3MonthCDRate 7.18% 7.12% 6.97% 6.19%
1YearCDRate 8.01% 8.00% 7.98% 6.48%
Currency 20‐Aug Prev_Day Change
USD/INR 69.76 Closed Closed
GBP/INR 88.87 Closed Closed
EURO/INR 79.67 Closed Closed
JPY/INR 0.63 Closed Closed
Commodity 20‐Aug WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 66.45 67.20 70.26 48.54
BrentCrude($/bl) 70.30 69.81 71.83 51.10
Gold($/oz) 1190 1193 1231 1284
Gold(Rs./10gm) 29381 29674 29849 29134
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• Nifty August 2018 F utures closed at 11,578.95, a premium of 27.20
points, above the spot closing of 11,551.75. The turnover on NSE’s
Futures and Options segment increased to Rs. 5,83,536.00 on Aug 20
compared with Rs. 5,52,873.53 on Aug 17.
•ThePut‐Call ratio stood at 1.00 against previous session’s close of 0.92.
•TheNiftyPut‐Call ratio s tood at 1.00 compared with the p revious
session’s close of 1.66.
• Op en interest on Nifty Futures stood at 32.67 million as agai nst the
previous session’s close at 31.87 million.
• Bond yields fell after the rupee strengthened against the greenback.
Market participants also hoped that trade talks between U.S. and China
would help ease nations between the two countries.
• Yield on t he 10‐year benchmark paper (7.17% GS 2028) fell 2 basis
points to close at 7.84% as against previous close of 7.86%. During the
session, bond yields traded in the range of 7.82% and 7.84%.
• Banks’ borrowings under the r epo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,921 crore (gross) on Aug 20 compared to a
borrowing o f Rs. 5,221 crore on Aug 16. Sale of se curities under the
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 31,380
crore on Aug 16.
• Banks borrowed Rs. 185 crore under the central bank’s Marginal
Standing Facility on Aug 16 compared to that of Aug 14 when banks
• The rupee surged against the greenback and witnessed the biggest
single session gain in nearly two months as market participants remained
optimistic ahead of trade talks between the U.S. and China likely this
• The euro was almost steady against the greenback ahead of trade talks
between the United States and China, due this week. Market participants
hope that trade talks would help ease nations between the two
• Gold prices trader higher despite gains in dollar against the euro likely
as investors did bet that the metal has reached a tentative bottom.
• Brent crude traded slightly higher on concerns over slowdown of global
• A major global credit rating agency downgraded Turkey’s credit rating
into junk category and attributed the downgrade to a volatile Lir a and
wide current‐account deficit. The global credit rating agency noted that
the weakening of the lira is putting pressure on the indebted corporate
sector which has considerably increased the funding risk for Turkey’s
• Data from Eurostat showed that Eurozone construction output
increased for the third straight month in Jun 2018. Construction output
grew 0.2% on a monthly basis in Jun but sl ower than 0.3% rise in May
2018. However, on a yearly basis construction output accelerated 2.6%
in Jun from 2.0% in the previous month that was upwardly revised from
1.8% reported earlier.