(RsCr) Buy Sell OpenInt.
IndexFutures 6054.54 5626.44 23217.94
IndexOptions 216665.02 218671.10 60851.92
StockFutures 16963.50 16536.67 91855.41
StockOptions 8684.79 8785.13 5767.77
Total 248367.85 249619.34 181693.04
26‐Aug Prev_Day Change
PutCallRatio(OI) 1.21 1.02 0.19
PutCallRatio(Vol) 0.84 0.78 0.06
26‐Aug Wk.Ago Mth.Ago YearAgo
CallRate 5.36% 5.30% 5.56% 6.39%
T‐Repo 5.20% 5.18% 5.58% NA
Repo 5.40% 5.40% 5.75% 6.50%
ReverseRepo 5.15% 5.15% 5.50% 6.25%
91DayT‐Bill 5.42% 5.45% 5.66% 6.80%
364DayT‐Bill 5.65% 5.73% 5.90% 7.29%
10YearGilt 6.48% 6.59% 6.53% 7.87%
G‐SecVol.(Rs.Cr) 56940 38343 44495 31439
FBILMIBOR* 5.40% 5.37% 5.75% 6.55%
3MonthCPRate 5.90% 6.00% 6.35% 7.80%
5YearCorpBond 7.64% 7.95% 7.81% 8.64%
1MonthCDRate 5.47% 5.36% 5.76% 6.75%
3MonthCDRate 5.74% 5.54% 6.30% 7.21%
1YearCDRate 6.54% 6.56% 6.95% 8.02%
Currency 26‐Aug Prev_Day Change
USD/INR 72.18 71.73 0.45
GBP/INR 88.60 87.62 0.98
EURO/INR 80.47 79.39 1.08
JPY/INR 0.69 0.67 0.01
Commodity 26‐Aug WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 53.51 56.19 56.03 69.46
BrentCrude($/bl) Closed 59.83 62.30 73.60
Gold($/oz) 1526 1495 1418 1206
Gold(Rs./10gm) 38578 37469 34781 29561
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• Bond yields lowered as bond market sentiment turned bullish after a
steep fall in U.S. Treasury yield and crude oil price amid escalating U.S.‐
China trade worries.
• Yield on the 10‐year benchmark paper (7.26% GS 2029) eased 9 bps to
6.48% compared with the previous close of 6.57% after trading in a
range of 6.48% to 6.53%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 4,354 crore (gross) on Aug 26, 2019 compared
with borrowings of Rs. 3,769 crore (gross) on Aug 23, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window stood
at Rs. 11,368 crore on Aug 23, 2019.
• Banks borrowed Rs. 2,250 crore under the central bank’s Marginal
Standing Facility on Aug 23, 2019 compared with borrowings of Rs. 1
crore on Aug 22, 2019.
• A Commerce Department report showed new orders for U.S. durable
goods jumped much more than expected in Jul 2019. Durable goods
orders surged up 2.1% in Jul following a 1.8% increase in Jun 2019.
• ifo institute survey results showed Germany's business confidence
deteriorated to the lowest level in nearly seven years in Aug 2019 as
escalating trade disputes dampened manufacturing activity, pushing the
economy to the verge of a recession. The ifo business climate index fell
to 94.3 in Aug from 95.8 in Jul 2019. This was the fifth consecutive fall.
• Nifty Aug 2019 Futures stood at 11,054.20, a discount of 3.65 points
below the spot closing of 11,057.85. The turnover on NSE’s Futures and
Options segment rose to Rs. 15,13,497.60 on August 26, 2019, compared
with Rs. 10,43,153.98 crore on August 23, 2019.
• The Put‐Call ratio stood at 0.81 compared with the previous session’s
close of 0.69.
• The Nifty Put‐Call ratio stood at 1.21 compared with the previous
session’s close of 1.02.
• Open interest on Nifty Futures stood at 22.49 million, compared with
the previous session’s close of 22.32 million.
• The Indian plunged to a more than nine month low against the
greenback as escalating trade tensions between U.S. and China weighed
on the market sentiment. However, gains in the domestic equity market
restricted further losses. The rupee closed at 72.02 per dollar, down
0.50% compared with the previous close 71.66.
• The euro fell against the greenback as the latter got some support afte
U.S. and China sought to ease trade war tensions. The euro closed at
1.1100, down 0.39% compared with the previous close of 1.1144.
• Gold prices remained steady as investors continued to monitor the
developments of the ongoing U.S.‐ China trade war. After witnessin
initial rally, the precious metal gave up some of its gains after both the
nations sought to ease trade war tensions.
• Brent crude oil market remained closed.