(RsCr) Buy Sell OpenInt.
IndexFutures 3372.62 3509.78 23643.82
IndexOptions 269868.62 270800.50 60767.31
StockFutures 12357.96 12685.58 90596.55
StockOptions 5279.00 5386.25 5499.34
Total 290878.20 292382.11 180507.02
22‐Aug Prev_Day Change
PutCallRatio(OI) 0.70 0.95 ‐0.25
PutCallRatio(Vol) 0.78 0.74 0.04
22‐Aug Wk.Ago Mth.Ago YearAgo
CallRate 5.33% 5.33% 5.65% 6.42%
T‐Repo 5.21% 5.35% 5.63% NA
Repo 5.40% 5.40% 5.75% 6.50%
ReverseRepo 5.15% 5.15% 5.50% 6.25%
91DayT‐Bill 5.42% 5.40% 5.72% 6.81%
364DayT‐Bill 5.67% 5.74% 5.92% 7.29%
10YearGilt 6.56% 6.63% 6.42% 7.83%
G‐SecVol.(Rs.Cr) 55632 53470 49665 26516
FBILMIBOR* 5.37% 5.45% 5.70% 6.50%
3MonthCPRate 6.38% 6.47% 6.39% 7.75%
5YearCorpBond 7.76% 7.92% 7.72% 8.62%
1MonthCDRate 5.35% 5.50% 6.02% 6.54%
3MonthCDRate 5.62% 5.54% 6.28% 7.18%
1YearCDRate 6.65% 6.73% 6.99% 8.03%
Currency 22‐Aug Prev_Day Change
USD/INR 71.70 71.55 0.15
GBP/INR 86.91 86.89 0.02
EURO/INR 79.43 79.39 0.03
JPY/INR 0.67 0.67 0.00
Commodity 22‐Aug WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 55.28 55.11 55.84 67.27
BrentCrude($/bl) 60.10 57.35 62.10 70.84
Gold($/oz) 1499 1516 1425 1196
Gold(Rs./10gm) 37668 37574 34932 29529
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• Nifty Aug 2019 Futures stood at 10,732.10, a discount of 9.25 points
below the spot closing of 10,741.35. The turnover on NSE’s Futures and
Options segment rose to Rs. 25,17,204.99 on August 22, 2019, compared
with Rs. 13,16,964.46 crore on August 21, 2019.
• The Put‐Call ratio stood at 0.74 compared with the previous session’s
close of 0.82.
• The Nifty Put‐Call ratio stood at 0.70 compared with the previous
session’s close of 0.95.
• Open interest on Nifty Futures stood at 22.75 million, compared with
the previous session’s close of 22.38 million.
• Bond yields continued to fall on expectations that Monetary Policy
Committee might cut interest rates again to boost the slowing economy.
However, further gains were capped by the weakening local currency
and losses in the domestic equity market.
• Yield on the 10‐year benchmark paper (7.26% GS 2029) fell 1 bps to
6.56% compared with the previous close of 6.57%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 5,154 crore (gross) on Aug 22, 2019 compared
with borrowings of Rs. 3,815 crore (gross) on Aug 21, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window stood
at Rs. 10,389 crore on Aug 21, 2019.
• Banks borrowed Rs. 601 crore under the central bank’s Marginal
Standing Facility on Aug 21, 2019 compared with borrowings of Rs. 475
crore on Aug 20, 2019.
• The Indian rupee weakened to its lowest level since Dec 18, 2019
against the U.S. dollar following multi‐year lows in the Chinese yuan
currency. The rupee fell 0.35% to close at 71.81 per U.S. dollar against
the previous close of 71.56.
• Euro was flat against the U.S. dollar after moving in a narrow range
ahead of the statement from the U.S. Federal Reserve at this week's
Jackson Hole, Wyoming event. Euro was steady at $1.1078.
• Gold prices were trimmed ahead of the U.S. Fed Chief’s speech to the
annual Jackson Hole Economic Policy Symposium.
• Brent crude prices slipped but remained above $60 per barrel level as
weak U.S. factory data highlighted concerns over global demand outlook
for the commodity.
• A Labor Department report showed first‐time claims for U.S.
unemployment benefits fell by much more than expected in the week
ended Aug 17, 2019. The report said initial jobless claims dropped to
209,000, a decrease of 12,000 from the previous week's revised level of
• IHS Markit data showed euro area private sector growth improved
unexpectedly to 51.8 in Aug 2019 from 51.5 in Jul 2019, which was a
three month‐low. The overall pace of expansion remained subdued amid
Germany facing a risk of recession. The reading was one of the weakest
in six years.