(RsCr) Buy Sell OpenInt.
IndexFutures 4673.20 4916.96 23714.35
IndexOptions 384606.32 381517.30 55324.04
StockFutures 13381.05 13506.41 90064.30
StockOptions 7503.30 7564.68 5497.23
Total 410163.87 407505.35 174599.92
23‐Aug Prev_Day Change
PutCallRatio(OI) 1.02 0.70 0.32
PutCallRatio(Vol) 0.78 0.78 0.00
23‐Aug Wk.Ago Mth.Ago YearAgo
CallRate 5.34% 5.31% 5.58% 6.41%
T‐Repo 5.19% 5.25% 5.55% NA
Repo 5.40% 5.40% 5.75% 6.50%
ReverseRepo 5.15% 5.15% 5.50% 6.25%
91DayT‐Bill 5.40% 5.47% 5.72% 6.80%
364DayT‐Bill 5.65% 5.72% 5.93% 7.29%
10YearGilt 6.57% 6.54% 6.46% 7.88%
G‐SecVol.(Rs.Cr) 27556 56660 49145 24506
FBILMIBOR 5.40% 5.45% 5.80% 6.50%
3MonthCPRate 5.90% 6.00% 6.45% 7.75%
5YearCorpBond 7.68% 7.83% 7.74% 8.64%
1MonthCDRate 5.49% 5.42% 5.90% 6.53%
3MonthCDRate 5.50% 5.67% 6.28% 7.19%
1YearCDRate 6.64% 6.70% 7.02% 8.03%
Currency 23‐Aug Prev_Day Change
USD/INR 71.73 71.70 0.02
GBP/INR 87.62 86.91 0.71
EURO/INR 79.39 79.43 ‐0.03
JPY/INR 0.67 0.67 0.00
Commodity 23‐Aug WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 54.05 54.78 56.55 68.93
BrentCrude($/bl) 58.93 58.99 62.47 73.62
Gold($/oz) 1526 1514 1417 1185
Gold(Rs./10gm) 37599 37466 34852 29530
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• Nifty Aug 2019 Futures stood at 10,842.70, a premium of 13.35 points
above the spot closing of 10,829.35. The turnover on NSE’s Futures and
Options segment fell to Rs.10,43,153.98 on August 23, 2019, compared
with Rs.25,17,204.99 crore on August 22, 2019.
• The Put‐Call ratio stood at 0.69 compared with the previous session’s
close of 0.74.
• The Nifty Put‐Call ratio stood at 1.02 compared with the previous
session’s close of 0.7.
• Open interest on Nifty Futures stood at 22.32 million, compared with
the previous session’s close of 22.75 million.
• Bond yields inched up as investors remained cautious on speculation
that the government will announce a fiscal stimulus package which may
adversely impact fiscal consolidation roadmap of the country.
• Yield on the 10‐year benchmark paper (7.26% GS 2029) rose 1 bps to
6.57% compared with the previous close of 6.56% after trading in a
range of 6.56% to 6.58%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,769 crore (gross) on Aug 23, 2019 compared
with borrowings of Rs. 5,154 crore (gross) on Aug 22, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window stood
at Rs. 13,364 crore on Aug 22, 2019.
• Banks borrowed Rs. 1 crore under the central bank’s Marginal Standing
Facility on Aug 22, 2019 compared with borrowings of Rs. 601 crore on
Aug 21, 2019.
• The Indian strengthened against the greenback due to gains in the
domestic equity market and on reports that the government may clarify
its stance on additional surcharge on foreign investors.
• The euro gained against the greenback amid escalating U.S. and China
trade war tensions after U.S. President ordered U.S. companies to look
ways for an alternative to China as Beijing imposed more tariffs on U.S.
• Gold prices grew after China reportedly announced that it will impose
additional tariffs on a total of $75 billion of U.S. goods.
• Brent crude prices fell amid intensifying U.S. and China trade war
• U.S. Federal Reserve chairman at his speech at the Jackson Hole
Economic Policy Symposium said the Fed will "act as appropriate" to
sustain the U.S. economic expansion. He cited announcement of new
tariffs on Chinese imports and signs of a global economic slowdown,
especially in Germany and China. The chairman also mentioned many
geopolitical events, such as the growing possibility of a hard Brexit,
suspension of the Italian government and rising tensions in Hong Kong.
• A Commerce Department report showed a steep drop in new home
sales in U.S. Jul 2019 by 12.8% to an annual rate of 635,000 in Jul 2019
after soaring by 20.9% to a rate of 728,000 in Jun 2019.