(RsCr) Buy Sell OpenInt.
IndexFutures 2990.25 3808.33 37656.73
IndexOptions 82558.87 82193.30 62031.92
StockFutures 11383.20 11212.03 85380.87
StockOptions 6811.92 6856.21 9648.46
Total 103744.24 104069.87 194717.98
17‐Jan Prev_Day Change
PutCallRatio(OI) 1.52 1.54 ‐0.01
PutCallRatio(Vol) 1.03 0.94 0.10
17‐Jan Wk.Ago Mth.Ago YearAgo
CallRate 6.39% 6.36% 6.51% 5.86%
T‐Repo 6.48% 6.45% 6.41% ‐‐
Repo 6.50% 6.50% 6.50% 6.00%
ReverseRepo 6.25% 6.25% 6.25% 5.75%
91DayT‐Bill 6.58% 6.62% 6.60% 6.36%
364DayT‐Bill 6.80% 6.85% 7.05% 6.53%
10YearGilt 7.55% 7.48% 7.46% 7.23%
G‐SecVol.(Rs.Cr) 24913 35611 25648 57949
FBILMIBOR^ 6.50% 6.55% 6.55% 6.02%
3MonthCPRate 7.65% 7.70% 7.15% 7.58%
5YearCorpBond 8.42% 8.38% 8.32% 8.04%
1MonthCDRate 6.73% 6.61% 6.99% 6.24%
3MonthCDRate 7.21% 6.64% 7.09% 6.96%
1YearCDRate 7.91% 7.77% 8.28% 7.27%
Currency 17‐Jan Prev_Day Change
USD/INR 71.34 71.18 0.16
GBP/INR 91.86 91.46 0.40
EURO/INR 81.26 81.18 0.08
JPY/INR 0.66 0.66 0.00
Commodity 17‐Jan WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 51.78 52.37 49.75 63.87
BrentCrude($/bl) 59.49 60.31 57.53 69.23
Gold($/oz) 1291 1286 1246 1328
Gold(Rs./10gm) 32396 32116 31287 30094
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• Bond yield eased as market participants resorted to short covering.
However, the underlying market sentiment remains weak amid concerns
• Yield on the 10‐year benchmark paper (7.17% GS 2028) decreased 1
bps to close at 7.55% as compared with 7.56% in the previous session
after trading in the range of 7.53% to 7.59%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,141 crore (gross) on Jan 17, 2019 compared
with a borrowing of Rs. 4,564 crore (gross) on Jan 16, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window stood
at Rs. 6,556 crore on Jan 16, 2019.
• Banks borrowed Rs. 2 crore under the central bank’s Marginal Standing
Facility on Jan 16, 2019 compared with borrowing of Rs. 632 crore on Jan
• According to the U.S. Federal Reserve's Beige Book, economic activity
has continued to increase in most of the U.S. But the report has hinted at
a deterioration in optimism. The Beige Book said eight of the 12 districts
reported modest to moderate growth. Non‐auto retail sales grew
modestly while auto sales were flat.
• A Labor Department report showed another significant decrease in U.S.
import prices in Dec 2019, reflecting a continued decrease in fuel prices.
Import prices fell 1.0% in Dec after decreasing 1.9% in Nov 2018.
• Nifty Jan 2019 Futures were at 10,925.85, a premium of 20.65 points,
over the spot closing of 10,905.20. The turnover on NSE’s Futures and
Options segment rose to Rs. 17,48,184.90 crore on Jan 17, 2019,
compared with Rs. 7,45,712.00 crore on Jan 16, 2019.
• The Put‐Call ratio stood at 0.82 compared with the previous session’s
close of 0.86.
• The Nifty Put‐Call ratio stood at 1.52 compared with the previous
session’s close of 1.54.
• Open interest on Nifty Futures stood at 28.03 million as against the
previous session’s close at 28.07 million.
• The Indian rupee rebound following the dollar sales by state‐run banks
and private banks. However, sluggish growth in the Chinese economy and
the ongoing trade feud between U.S. and China limited gains.
• The euro extended losses from the previous session on concerns ove
eurozone’s weak economic outlook. Data reveals that Germany gre
1.5% in 2018, which is the lowest in last five year.
• Gold prices remained steady following a report from the U.S. Fed that
suggested that the business outlook of the economy remains soft.
• Brent crude price were subdued due to fears of a global supply glut.