(RsCr) Buy Sell OpenInt.
IndexFutures 2273.93 3323.13 15256.69
IndexOptions 142282.31 141274.93 34231.55
StockFutures 12711.72 11990.85 85051.37
StockOptions 5571.88 5445.58 2112.87
Total 162839.84 162034.49 136652.48
29‐Jul Prev_Day Change
PutCallRatio(OI) 1.37 0.88 0.49
PutCallRatio(Vol) 0.85 0.87 ‐0.02
29‐Jul Wk.Ago Mth.Ago YearAgo
CallRate 5.60% 5.65% 5.94% 6.14%
T‐Repo 5.56% 5.63% 5.85% NA
Repo 5.75% 5.75% 5.75% 6.25%
ReverseRepo 5.50% 5.50% 5.50% 6.00%
91DayT‐Bill 5.80% 5.72% 6.02% 6.70%
364DayT‐Bill 5.91% 5.92% 6.08% 7.23%
10YearGilt 6.41% 6.42% 6.88% 7.78%
G‐SecVol.(Rs.Cr) 52731 49665 45259 18953
FBILMIBOR* 5.75% 5.70% 5.90% 6.39%
3MonthCPRate 6.25% 6.25% 7.00% 7.50%
5YearCorpBond 7.75% 7.72% 8.10% 8.66%
1MonthCDRate 5.70% 6.02% 6.07% 6.88%
3MonthCDRate 6.31% 6.28% 6.41% 7.33%
1YearCDRate 6.91% 6.99% 7.16% 7.99%
Currency 29‐Jul Prev_Day Change
USD/INR 68.90 69.06 ‐0.16
GBP/INR 85.22 85.85 ‐0.63
EURO/INR 76.66 76.94 ‐0.29
JPY/INR 0.63 0.64 0.00
Commodity 29‐Jul WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 56.85 55.84 58.17 68.61
BrentCrude($/bl) 61.58 62.10 68.96 75.48
Gold($/oz) 1427 1425 1409 1223
Gold(Rs./10gm) 34730 34932 34006 29722
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• Bond yield plummeted and witnessed the biggest single session fall
since Jul 8, 2019 after comments from the finance minister increased
hopes of a rate cut by the Monetary Policy Committee in the near term.
Gains were extended as uncertainty of the sovereign bond issue eased to
some extent after finance minister opined that here are no plans for a
review of the same which was proposed in the Union Budget.
• Yield on the 10‐year benchmark paper (7.26% GS 2029) plunged 12 bps
to close at 6.41% compared with the previous close of 6.53% after
trading in a range of 6.41% to 6.47%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,709 crore (gross) on Jul 29, 2019 compared
with Rs. 3,529 crore (gross) borrowed on Jul 26, 2019. Sale of securities
under Reserve Bank of India’s (RBI) reverse repo window stood at Rs.
35,136 crore on Jul 26, 2019.
• The Bank of England said U.K. mortgage approvals in Jun 2019 declined
to the lowest since Jan 2019. The number of mortgage approvals fell to
66,440 in Jun from 65,647 in May 2019 and were below expectations.
Secured lending increased by GBP 3.7 billion compared with GBP 2.9
billion in May.
• The Confederation of British Industry said U.K. private sector activity
continued to fall in three months to Jul 2019 but at a slightly slower
pace. The balance of firms posting growth came in at ‐9%. This was the
ninth straight rolling quarter of either flat or falling volumes.
• Nifty Aug 2019 Futures were at 11,327.00, a premium of 42.70 points,
above the spot closing of 11,284.30 as on Jul 26. 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 on Jul 26 compared with the
previous session’s close of 0.88.
• Open interest on Nifty Futures stood at 17.66 million on Jul 26,
compared with the previous session’s close of 24.30 million.
• The Indian rupee rose against the greenback following selling of the U.S.
dollar by foreign banks. Inflows into the domestic debt market also aided
market sentiment. The rupee closed at 68.73 a dollar, up 0.24% compared
with the previous close of 68.90.
• The euro was almost steady against the greenback as market
participants remained on the side‐lines and awaited the outcome of the
U.S. Federal Reserve Monetary Policy review which is due on Jul 31, 2019.
The euro was last seen trading at 1.1141, down 0.03% compared with the
previous close of 1.1144.
• Gold prices edged higher as investors remained optimistic ahead of the
highly anticipated U.S. Federal Reserve meeting.
• Brent Crude prices closed lower, dragged by renewed concerns on ove
supply and weak demand outlook from China following disappointin
China industrial profits data for Jun.