(RsCr) Buy Sell OpenInt.
IndexFutures 2861.01 2720.10 20479.87
IndexOptions 252742.15 252344.11 44967.09
StockFutures 10396.27 10615.90 85054.31
StockOptions 5814.61 5889.18 3585.35
Total 271814.04 271569.29 154086.62
11‐Jul Prev_Day Change
PutCallRatio(OI) 1.03 0.85 0.18
PutCallRatio(Vol) 0.97 0.73 0.24
11‐Jul Wk.Ago Mth.Ago YearAgo
CallRate 5.58% 5.67% 5.70% 6.17%
T‐Repo 5.66% 5.46% 5.67% NA
Repo 5.75% 5.75% 5.75% 6.25%
ReverseRepo 5.50% 5.50% 5.50% 6.00%
91DayT‐Bill 5.80% 5.95% 5.95% 6.52%
364DayT‐Bill 5.95% 6.09% 6.03% 7.20%
10YearGilt 6.49% 6.75% 7.04% 7.87%
G‐SecVol.(Rs.Cr) 92654 87530 51147 20274
FBILMIBOR* 5.85% 5.90% 5.80% 6.26%
3MonthCPRate 6.80% 6.90% 6.65% 7.55%
5YearCorpBond 7.79% 7.94% 8.07% 8.84%
1MonthCDRate 5.80% 5.81% 5.68% 6.40%
3MonthCDRate 6.90% 6.35% 6.31% 6.97%
1YearCDRate 6.89% 7.69% 7.25% 7.98%
Currency 11‐Jul Prev_Day Change
USD/INR 68.37 68.53 ‐0.16
GBP/INR 85.65 85.30 0.35
EURO/INR 77.04 76.79 0.25
JPY/INR 0.63 0.63 0.00
Commodity 11‐Jul WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 59.90 57.03 53.25 70.42
BrentCrude($/bl) 68.43 64.21 65.00 74.96
Gold($/oz) 1404 1415 1327 1242
Gold(Rs./10gm) 34575 34134 32331 30403
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• Bond yield declined following strength in the local currency after the
U.S. Federal Reserve’s Chairman signalled a policy rate cut. In addition,
investors’ expectation that the retail inflation would come in below the
RBI’s target also buoyed market sentiments.
• Yield on the 10‐year benchmark paper (7.26% GS 2029) went down 5
bps to 6.49% compared with the previous close of 6.54% after trading in
a range of 6.48% to 6.56%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,632 crore (gross) on Jul 11, 2019, compared
with Rs. 4,132 crore (gross) as on Jul 10, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 5,990
crore on Jul 10, 2019.
• Banks borrowed Rs. 50 crore under the central bank’s Marginal
Standing Facility on Jul 10, 2019 compared with borrowings of Rs. 2,550
crore on Jul 9, 2019.
• The minutes of U.S. Federal Reserve’s Jun 2019 meeting said many
participants believe the case for lowering interest rates has
strengthened. This mirrors Federal Reserve chairman’s remarks in
Congressional testimony earlier in the day.
• A report released by the Commerce Department showed wholesale
inventories in the U.S. increased in line with estimates in May 2019. The
Commerce Department said wholesale inventories rose 0.4% in May
after climbing 0.8% in Apr 2019, matching expectations.
• Nifty Jul 2019 Futures stood at 11,582.05, a discount of 0.85 points,
below the spot closing of 11,582.90. The turnover on NSE’s Futures and
Options segment increased to Rs. 19,43,857.18 crore on Jul 11, 2019,
compared with Rs. 12,87,147.73 crore on Jul 10, 2019.
• The Put‐Call ratio stood at 0.92 compared with the previous session’s
close of 0.84.
• The Nifty Put‐Call ratio stood at 1.03 compared with the previous
session’s close of 0.85.
• Open interest on Nifty Futures stood at 20.43 million, compared with
the previous session’s close of 21.19.
• The Indian rupee appreciated against the greenback after the U.S.
Federal Reserve Chairman’s dovish remark, which raised optimism on
deeper interest rate cuts in the U.S. The rupee closed at 68.44 a dolla
compared with the previous close 68.57.
• The euro edged higher amid dollar weakness after the U.S. Federal
Reserve Chairman hinted of interest rate cut, citing broader global
outlook and U.S.‐China trade tension. The euro was last seen trading at
1.1267, up 0.16% compared with the previous close of 1.1249.
• Gold prices edged higher against the greenback after the latte
weakened when the U.S. Fed Chairman indicated a policy rate cut.
• Brent crude prices surged after oil rigs at the Gulf of Mexico had to be
evacuated ahead of a likely storm, which is forecast to churn into a