(RsCr) Buy Sell OpenInt.
IndexFutures 1647.55 1765.72 31184.64
IndexOptions 54129.47 54522.88 72450.22
StockFutures 11732.40 11129.00 87970.20
StockOptions 10489.78 10600.21 11069.82
Total 77999.20 78017.81 202674.88
21‐Aug Prev_Day Change
PutCallRatio(OI) 1.70 1.73 ‐0.03
PutCallRatio(Vol) 1.20 1.17 0.03
21‐Aug Wk.Ago Mth.Ago YearAgo
CallRate 6.42% 6.37% 6.20% 5.99%
CBLO 6.47% 6.45% 5.78% 5.98%
Repo 6.50% 6.50% 6.25% 6.00%
ReverseRepo 6.25% 6.25% 6.00% 5.75%
91DayT‐Bill 6.81% 6.80% 6.58% 6.12%
364DayT‐Bill 7.29% 7.27% 7.21% 6.21%
10YearGilt 7.83% 7.82% 7.79% 6.51%
G‐SecVol.(Rs.Cr) 26516 28801 21859 21285
FBILMIBOR 6.50% 6.50% 6.21% 6.00%
3MonthCPRate 7.75% 7.75% 7.55% 6.54%
5YearCorpBond 8.64% 8.65% 8.73% 7.38%
1MonthCDRate 6.54% 6.56% 6.62% 6.07%
3MonthCDRate 7.18% 7.17% 6.97% 6.18%
1YearCDRate 8.03% 8.04% 7.98% 6.49%
Currency 21‐Aug Prev_Day Change
USD/INR 69.67 69.76 ‐0.09
GBP/INR 89.40 88.87 0.53
EURO/INR 80.25 79.67 0.58
JPY/INR 0.63 0.63 0.00
Commodity 22‐Aug WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 67.80 66.99 70.26 47.60
BrentCrude($/bl) 72.15 69.96 71.83 52.60
Gold($/oz) 1195 1194 1231 1284
Gold(Rs./10gm)* 29529 29541 29849 28944
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• Nifty August 2018 Futures closed at 11,586.55, a premium of 15.65
points, above the spot closing of 11,570.90. The turnover on NSE’s
Futures and Options segment increased to Rs. 7,11,442.95 on Aug 21
compared with Rs. 5,83,536.00 on Aug 20.
•ThePut‐Call ratio stood at 0.91 against previous session’s close of 1.00.
•TheNiftyPut‐Call ratio stood at 1.71 compared with the previous
session’s close of 1.00.
• Open interest on Nifty Futures stood at 33.35 million as against the
previous session’s close at 32.67 million.
• Bond yields inched down following weakness of the greenback against
major currencies after the U.S. President expressed concerns over the
U.S. Federal Reserve’s policy on interest rate increases.
• Yield on the 10‐year benchmark paper (7.17% GS 2028) inched down 1
bps to close at 7.83% as against previous close of 7.84%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 11,226 crore (gross) on Aug 21 compared to a
borrowing of Rs. 3,921 crore on Aug 20. Sale of securities under the
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 8,585
crore on Aug 20.
• Banks borrowed Rs. 2,870 crore under the central bank’s Marginal
Standing Facility on Aug 20 compared to that of Aug 16 when banks
borrowed Rs. 185 crore.
• The rupee was almost steady against the greenback as month end
dollar demand from oil importers neutralised earlier gains resulting from
a globally weak dollar. The greenback came under pressure after the U.S.
President expressed concerns over the U.S. Federal Reserve’s policy on
interest rate increases.
• The euro rose against the greenback after the U.S. President expressed
concerns over the U.S. Federal Reserve’s policy on interest rate
• Gold prices inched up ahead of the minutes of U.S. FOMC meeting and
as the U.S. President has raised concerns over rate hike decisions of the
• Brent crude prices surged after data indicated that crude oil
inventories in U.S. has fell for the week ending Aug 17.
• Preliminary data from t he C hain Store Association showed that Japan's
supermarket sales, after store adjustment, increased 1.5% YoY in Jul
2018. Excluding adjustment, sales grew 2.3% YoY. On a monthly basis,
supermarket sales grew 7.8% in Jul.
• Data from the Census and Statistics Department showed Hong Kong's
Consumer Price Inflation (CPI) remained stable in Jul 2018, after growing
in the previous two months. The CPI ros e 2.4% YoY in Jul, similar to that
of Jun 2018 and was in line with street’s expectations.