(RsCr) Buy Sell OpenInt.
IndexFutures 8799.64 8144.65 25007.16
IndexOptions 241140.90 241830.03 68378.54
StockFutures 42652.09 40867.78 95353.88
StockOptions 5786.23 5719.88 5061.15
Total 298378.86 296562.34 193800.73
28‐Aug Prev_Day Change
PutCallRatio(OI) 1.23 1.21 0.03
PutCallRatio(Vol) 0.92 0.84 0.08
28‐Aug Wk.Ago Mth.Ago YearAgo
CallRate 5.36% 5.32% 5.56% 6.35%
T‐Repo 5.25% 5.23% 5.58% NA
Repo 5.40% 5.40% 5.75% 6.50%
ReverseRepo 5.15% 5.15% 5.50% 6.25%
91DayT‐Bill 5.38% 5.45% 5.66% 6.77%
364DayT‐Bill 5.71% 5.70% 5.90% 7.28%
10YearGilt 6.57% 6.57% 6.53% 7.90%
G‐SecVol.(Rs.Cr) 36101 57433 44495 26760
FBILMIBOR* 5.45% 5.30% 5.75% 6.54%
3MonthCPRate 5.90% 5.95% 6.35% 7.80%
5YearCorpBond 7.78% 7.77% 7.81% 8.69%
1MonthCDRate 5.26% 5.56% 5.76% 6.62%
3MonthCDRate 5.60% 5.77% 6.30% 7.30%
1YearCDRate 6.43% 6.70% 6.95% 8.00%
Currency 28‐Aug Prev_Day Change
USD/INR 71.70 71.82 ‐0.12
GBP/INR 88.02 87.75 0.27
EURO/INR 79.50 79.74 ‐0.24
JPY/INR 0.68 0.68 0.00
Commodity 28‐Aug WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 55.71 55.60 56.03 68.49
BrentCrude($/bl) 60.51 60.89 62.30 75.90
Gold($/oz) 1539 1502 1418 1201
Gold(Rs./10gm) 38795 37550 34781 30097
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their respective directors, employees, affiliates or representatives shall be liable in any way for any direct, indirect, special, incidental, consequential, punitive or exemplary damages, including on
• Nifty Aug 2019 Futures stood at 11,103.90, a discount of 1.45 points
below the spot closing of 11,046.10. The turnover on NSE’s Futures and
Options segment increased to Rs. 14,63,804.79 on August 28, 2019,
compared with Rs. 12,57,676.17 crore on August 27, 2019.
• The Put‐Call ratio stood at 0.93 compared with the previous session’s
close of 0.87.
• The Nifty Put‐Call ratio stood at 1.23 compared with the previous
session’s close of 1.23.
• Open interest on Nifty Futures stood at 22.61 million, compared with
the previous session’s close of 22.61 million.
government spending following the RBI’s fund transfer. This increased
worries over a fiscal slippage.
• Yield on the 10‐year benchmark paper (7.26% GS 2029) rose 4 bps to
6.57% compared with the previous close of 6.53% after trading in a
range of 6.50% to 6.58%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 5,132 crore (gross) on Aug 28, 2019 compared
with borrowings of Rs. 3,854 crore (gross) on Aug 27, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window stood
at Rs. 14,067 crore on Aug 27, 2019.
• Banks borrowed Rs. 2 crore under the central bank’s Marginal Standing
Facility on Aug 27, 2019 compared with borrowings of Rs. 55 crore on
Aug 26, 2019.
• The Indian weakened against the greenback on concerns that the
ongoing trade tensions between U.S. and China would hurt global
growth. Month end dollar demand from oil importers also weakened the
• The euro weakened against the greenback on concerns that the
ongoing trade tensions between U.S. and China may lead to a global
• Gold prices fell on profit booking from the recent bullion rally.
• Brent Crude prices rose after data from the Energy Information
Administration showed that U.S. crude oil inventories fell sharply by 10
million barrels in the week ended Aug 23.
• Data from the European Central Bank showed euro zone bank lending
to households increased the most in Jul 2019 since early 2009 and
money supply growth accelerated. Loans to households rose 3.4% YoY in
Jul, slightly faster than the 3.3% increase in Jun 2019. Loans to non‐
financial corporations grew at 3.9%.
• Survey data from the Recruitment & Employment Confederation
showed British employers' confidence remained low but they plan to
hire additional staff. The employers' confidence index fell 1 percentage
point to a net ‐26 in May to Jul 2019 period. Forecast demand for
permanent staff increased to +19 in the short‐term and +21 in the
medium‐term in May‐Jul. Nonetheless, nearly 46% of employers of
permanent staff expressed concern about finding enough suitable
candidates for hire.