(RsCr) Buy Sell OpenInt.
IndexFutures 4340.36 7242.32 17890.99
IndexOptions 197371.12 194300.76 41339.59
StockFutures 12939.83 13837.35 83179.41
StockOptions 7042.20 7106.46 2981.61
Total 221693.51 222486.89 145391.60
09‐Jul Prev_Day Change
PutCallRatio(OI) 0.91 0.88 0.03
PutCallRatio(Vol) 0.74 0.68 0.05
09‐Jul Wk.Ago Mth.Ago YearAgo
CallRate 5.62% 5.71% 5.69% 6.18%
T‐Repo 5.70% 5.49% 5.74% NA
Repo 5.75% 5.75% 5.75% 6.25%
ReverseRepo 5.50% 5.50% 5.50% 6.00%
91DayT‐Bill 5.85% 5.94% 5.91% 6.34%
364DayT‐Bill 6.03% 6.11% 6.05% 7.13%
10YearGilt 6.59% 6.85% 6.97% 7.89%
G‐SecVol.(Rs.Cr) 56708 42158 48346 12798
FBILMIBOR* 5.79% 5.90% 5.80% 6.19%
3MonthCPRate 6.80% 6.90% 6.60% 7.15%
5YearCorpBond 7.88% 8.02% 7.91% 8.86%
1MonthCDRate 5.93% 5.91% 5.77% 6.33%
3MonthCDRate 6.77% 6.38% 6.13% 7.01%
1YearCDRate 6.94% 7.50% 7.12% 8.15%
Currency 09‐Jul Prev_Day Change
USD/INR 68.73 68.70 0.03
GBP/INR 85.88 86.06 ‐0.18
EURO/INR 77.05 77.11 ‐0.06
JPY/INR 0.63 0.63 0.00
Commodity 09‐Jul WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 57.54 55.97 53.90 73.88
BrentCrude($/bl) 64.89 62.86 65.54 76.87
Gold($/oz) 1398 1418 1340 1257
Gold(Rs./10gm) 34075 33577 32607 30622
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• Bond yield rose as market participants sold notes to capitalize on the
recent rally after the government proposed to raise funds through bond
sales in the overseas market and keep the fiscal deficit target under
• Yield on the 10‐year benchmark paper (7.26% GS 2029) went up 3 bps
to 6.59% compared with the previous close of 6.56% after trading in a
range of 6.55% to 6.61%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,267 crore (gross) on Jul 9, 2019, compared
with Rs. 9,992 crore (gross) as on Jul 8, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 14,018
crore on Jul 8, 2019.
• Banks borrowed Rs. 526 crore under the central bank’s Marginal
Standing Facility on Jul 8, 2019 compared with borrowings of Rs. 1,150
crore on Jul 5, 2019.
• A U.S. Federal Reserve report showed consumer credit in the U.S.
increased by more than expected in May 2019. The Fed said consumer
credit surged up by $17.1 billion in May after jumping by $17.5 billion in
• Data from the British Retail Consortium showed U.K. retail sales logged
its worst Jun on record. Like‐for‐like sales decreased 1.6% YoY in June.
Total sales were down 1.3%.
• The firing of the central bank governor by Turkey's President sent the
Turkish Lira spiralling down against the U.S. dollar.
• Nifty Jul 2019 Futures stood at 11,552.60, a discount of 3.30 points,
below the spot closing of 11,555.90. The turnover on NSE’s Futures and
Options segment decreased to Rs. 11,41,869.90 crore on Jul 9, 2019,
compared with Rs. 11,59,947.41 crore on Jul 8, 2019.
• The Put‐Call ratio stood at 0.81 compared with the previous session’s
close of 0.79.
• The Nifty Put‐Call ratio stood at 0.91 compared with the previous
session’s close of 0.88.
• Open interest on Nifty Futures stood at 20.94 million, compared with
the previous session’s close of 20.15.
• The Indian rupee rose following greenback sales by foreign banks.
Investors are now awaiting the U.S. Federal officials’ speech this week fo
cues on its rate cut plan, particularly after the Fed Chair’s last speech
where he was not as dovish. The rupee closed at 68.54 a dollar, up 0.17
compared with the previous close 68.66.
• The euro declined as dollar strengthened since prospects of deep rate
cuts by the U.S. Federal Reserve weakened after U.S. jobs report came in
stronger than expected. The euro was last seen trading at 1.1198, down
0.14% compared with the previous close of 1.1214.
• Gold prices slipped ahead of the U.S. Federal Reserve officials’ speech.
• Brent crude prices stood above the $65‐a‐barrel mark on rising suppl
concerns. OPEC’s production cut extension to the second half of the yea
supported the commodity.