(RsCr) Buy Sell OpenInt.
IndexFutures 7658.31 8836.02 14749.76
IndexOptions 374019.19 371314.90 31512.95
StockFutures 25535.75 25118.11 83792.53
StockOptions 3104.96 3018.37 1015.51
Total 410318.21 408287.40 131070.75
26‐Jul Prev_Day Change
PutCallRatio(OI) 1.37 0.88 0.49
PutCallRatio(Vol) 0.85 0.87 ‐0.02
26‐Jul Wk.Ago Mth.Ago YearAgo
CallRate 5.56% 5.70% 5.75% 6.20%
T‐Repo 5.58% 5.70% 5.47% NA
Repo 5.75% 5.75% 5.75% 6.25%
ReverseRepo 5.50% 5.50% 5.50% 6.00%
91DayT‐Bill 5.66% 5.64% 6.00% 6.70%
364DayT‐Bill 5.90% 5.89% 6.10% 7.24%
10YearGilt 6.53% 6.36% 6.93% 7.76%
G‐SecVol.(Rs.Cr) 44495 57810 49545 36463
FBILMIBOR 5.75% 5.74% 5.90% 6.41%
3MonthCPRate 6.25% 6.35% 6.95% 7.80%
5YearCorpBond 7.81% 7.63% 8.13% 8.71%
1MonthCDRate 5.76% 5.85% 6.27% 6.73%
3MonthCDRate 6.30% 6.56% 6.43% 7.18%
1YearCDRate 6.95% 6.78% 7.30% 8.01%
Currency 26‐Jul Prev_Day Change
USD/INR 69.06 68.99 0.07
GBP/INR 85.85 86.07 ‐0.22
EURO/INR 76.94 76.82 0.13
JPY/INR 0.64 0.64 0.00
Commodity 26‐Jul WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 56.03 55.39 59.14 71.34
BrentCrude($/bl) 62.30 61.18 68.29 75.15
Gold($/oz) 1418 1425 1408 1222
Gold(Rs./10gm) 34781 35091 33885 29869
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• Nifty Aug 2019 Futures were at 11,327.00, a premium of 42.70 points,
above the spot closing of 11,284.30. The turnover on NSE’s Futures and
Options segment declined to Rs. 7,07,105.57 crore on Jul 26, 2019,
compared with Rs. 26,03,370.58 crore on Jul 25, 2019.
• The Put‐Call ratio stood at 0.87 compared with the previous session’s
close of 0.81.
• The Nifty Put‐Call ratio stood at 1.37 compared with the previous
session’s close of 0.88.
• Open interest on Nifty Futures stood at 17.66 million, compared with
the previous session’s close of 24.30 million.
• Bond yield continued to rise amid growing ambiguity over the future
policy rate cut plan and uncertainty about issuance of sovereign bonds. A
local media agency report stating the government’s inclination to issue
rupee‐denominated bonds instead of foreign currency notes in the
overseas market has dented the overall market sentiment.
• Yield on the 10‐year benchmark paper (7.26% GS 2029) increased 2 bps
at 6.53% compared with the previous close of 6.51% after trading in a
range of 6.50% to 6.57%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,529 crore (gross) on Jul 26, 2019 compared
with Rs. 8,289 crore (gross) borrowed on Jul 25, 2019. Sale of securities
under Reserve Bank of India’s (RBI) reverse repo window stood at Rs.
21,155 crore on Jul 25, 2019.
• The Indian rupee rose against the greenback on possible inflows from
bond issuance worth $950 million. The rupee closed at 68.90 a dollar, up
0.21% compared with the previous close of 69.04.
• The euro inched lower following the European Central Bank’s meeting
where the ECB President signalled possibility of policy rate cuts in the
Sep meeting, besides considering other ways of monetary easing. The
euro was last seen trading at 1.1125, down 0.18% compared with the
previous close of 1.1145.
• Gold prices rose as the greenback remained under pressure on
expectations of a rate cut by the U.S. Federal Reserve in its upcoming
monetary policy review.
• Brent crude prices fell on concerns that slowdown in global growth
may weigh on the demand of the commodity.
• A report by the Commerce Department showed U.S. economic growth
slowed in the second quarter but still exceeded estimates. Real gross
domestic product climbed 2.1% in the second quarter following 3.1%
jump in the first quarter.
• European Central Bank survey showed euro zone inflation expectations
continued to weaken into the third quarter amid lingering high level of
uncertainties and downside risks. The results support the easing bias
adopted by the central bank in its policy meet as it signalled an interest
rate cut as early as Sep 2019.
• Economic Development Board data showed Singapore's industrial
production declined further in Jun 2019. Manufacturing output dropped
6.9% YoY in Jun, following a 2.0% fall in May 2019.