(RsCr) Buy Sell OpenInt.
IndexFutures 2390.13 1904.75 38727.87
IndexOptions 68389.40 67744.03 64955.74
StockFutures 12408.28 12019.51 86225.63
StockOptions 10850.12 11012.46 10815.89
Total 94037.93 92680.75 200725.13
22‐Jan Prev_Day Change
PutCallRatio(OI) 1.53 1.59 ‐0.06
PutCallRatio(Vol) 0.96 0.95 0.01
22‐Jan Wk.Ago Mth.Ago YearAgo
CallRate 6.43% 6.42% 6.45% 5.92%
T‐Repo 6.52% 6.44% 6.48% ‐‐
Repo 6.50% 6.50% 6.50% 6.00%
ReverseRepo 6.25% 6.25% 6.25% 5.75%
91DayT‐Bill 6.54% 6.58% 6.65% 6.34%
364DayT‐Bill 6.80% 6.81% 6.95% 6.31%
10YearGilt 7.53% 7.47% 7.28% 7.26%
G‐SecVol.(Rs.Cr) 30725 22219 34307 32334
FBILMIBOR* 6.55% 6.50% 6.59% 6.01%
3MonthCPRate 7.60% 7.65% 7.20% 7.58%
5YearCorpBond 8.44% 8.46% 8.21% 8.03%
1MonthCDRate 6.75% 6.66% 6.97% 6.23%
3MonthCDRate 7.09% 7.13% 6.95% 7.15%
1YearCDRate 7.95% 8.13% 8.16% 7.41%
Currency 22‐Jan Prev_Day Change
USD/INR 71.38 71.38 0.00
GBP/INR 91.90 91.89 0.01
EURO/INR 81.04 81.23 ‐0.19
JPY/INR 0.65 0.65 0.00
Commodity 22‐Jan WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 52.54 51.75 45.33 63.61
BrentCrude($/bl) 61.24 58.29 51.87 69.56
Gold($/oz) 1285 1289 1256 1334
Gold(Rs./10gm) 32324 32117 31114 29965
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• Nifty Jan 2019 Futures were at 10,936.20, a premium of 13.45 points,
over the spot closing of 10,922.75. The turnover on NSE’s Futures and
Options segment increased to Rs. 5,55,380.73 crore on Jan 22, 2019,
compared with Rs. 5,47,130.74 crore on Jan 21, 2019.
• The Put‐Call ratio stood at 0.88 compared with the previous session’s
close of 0.82.
• The Nifty Put‐Call ratio stood at 1.53 compared with the previous
session’s close of 1.59.
• Open interest on Nifty Futures stood at 27.95 million as against the
previous session’s close at 28.42 million.
• Bond yield fell as concerns over widening fiscal deficit eased following
the farm package news, which is not expected to bear major impact on
the fiscal consolidation program. In addition, fall in crude oil prices also
lifted the bond market sentiment.
• Yield on the 10‐year benchmark paper (7.17% GS 2028) decreased 4
bps to close at 7.53% as compared with 7.57% in the previous session
after trading in the range of 7.51% to 7.55%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 9,072 crore (gross) on Jan 22, 2019 compared
with a borrowing of Rs. 18,973 crore (gross) on Jan 21, 2019. Sale of
securities under RBI's reverse repo window stood at Rs. 10,268 crore on
Jan 21, 2019.
• Banks borrowed Rs. 400 crore under the central bank’s Marginal
Standing Facility on Jan 21, 2019 compared with borrowing of Rs. 504
crore on Jan 18, 2019.
• The Indian rupee continued to depreciate against the greenback as
investor sentiments remain subdued for risk assets ahead of the general
elections, tension over fiscal deficit and global growth concerns. The
rupee closed at 71.44 a dollar, down 0.22% compared with the previous
close of 71.28.
• The euro declined against the greenback as investor sentiments were
dampened by poor eurozone growth outlook, stalling inflation and the
ongoing political unrest.
• Gold prices were steady to slightly higher amid rising concerns over
global economic slowdown. Investors’ risk‐taking appetite was
dampened after IMF trimmed its global growth forecast .
• Brent crude prices edged lower after IMF cautioned of sluggish global
• Office for National Statistics data showed, U.K. budget deficit for Dec
2018 came in more than expectations and was the second lowest figure
for the month in 18 years. The public sector net borrowing was GBP 3
billion in Dec, which is GBP 0.3 billion more than a year ago.
• Data from the ZEW ‐ Leibniz Centre for European Economic Research
Germany's showed investor confidence improved further at the start of
the year to its highest level in four months. This came despite
expectations for a weakening. The ZEW Indicator of Economic Sentiment
for Germany increased to ‐15.0 points from ‐17.5 in Dec 2018.