(RsCr) Buy Sell OpenInt.
IndexFutures 2175.74 3813.68 15515.48
IndexOptions 192748.27 190740.61 37587.77
StockFutures 12650.32 12459.69 84409.78
StockOptions 5339.50 5359.05 2588.62
Total 212913.83 212373.03 140101.65
30‐Jul Prev_Day Change
PutCallRatio(OI) 0.53 0.40 0.13
PutCallRatio(Vol) 0.85 0.87 ‐0.02
30‐Jul Wk.Ago Mth.Ago YearAgo
CallRate 5.53% 5.58% 5.94% 6.19%
T‐Repo 5.56% 5.55% 5.85% NA
Repo 5.75% 5.75% 5.75% 6.25%
ReverseRepo 5.50% 5.50% 5.50% 6.00%
91DayT‐Bill 5.70% 5.72% 6.02% 6.69%
364DayT‐Bill 5.93% 5.93% 6.08% 6.95%
10YearGilt 6.39% 6.46% 6.88% 7.79%
G‐SecVol.(Rs.Cr) 49385 49145 45259 22108
FBILMIBOR* 5.75% 5.80% 5.97% 6.27%
3MonthCPRate 6.30% 6.30% 7.00% 7.50%
5YearCorpBond 7.72% 7.74% 8.10% 8.66%
1MonthCDRate 5.71% 5.90% 6.07% 6.81%
3MonthCDRate 6.28% 6.28% 6.41% 7.25%
1YearCDRate 6.87% 7.02% 7.16% 7.99%
Currency 30‐Jul Prev_Day Change
USD/INR 68.75 68.90 ‐0.15
GBP/INR 83.54 85.22 ‐1.67
EURO/INR 76.58 76.66 ‐0.08
JPY/INR 0.63 0.63 0.00
Commodity 30‐Jul WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 58.04 56.55 58.17 70.81
BrentCrude($/bl) 61.69 62.47 68.96 75.63
Gold($/oz) 1431 1417 1409 1221
Gold(Rs./10gm) 34801 34852 34006 29773
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• Bond yield declined amid hopes of policy rate cut by the U.S. Federal
Reserve in the two‐day meeting. In addition, the domestic finance
minister’s comment clearing doubts that no review is being conducted
on sovereign bond issue also lifted the market sentiment.
• Yield on the 10‐year benchmark paper (7.26% GS 2029) plunged 2 bps
to close at 6.39% compared with the previous close of 6.41% after
trading in a range of 6.38% to 6.44%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 4,033 crore (gross) on Jul 30, 2019 compared
with Rs. 3,709 crore (gross) borrowed on Jul 29, 2019. Sale of securities
under Reserve Bank of India’s (RBI) reverse repo window stood at Rs.
15,710 crore on Jul 29, 2019.
• Banks borrowed Rs. 199 crore under the central bank’s Marginal
Standing Facility on Jul 29, 2019 compared with Rs. 300 crore borrowed
on Jul 26, 2019.
• A Conference Board report showed that the U.S. consumer confidence
index surged up to 135.7 in Jul after tumbling to 124.3 in Jun 2019.
• A National Association of Realtors report showed pending home sales
in the U.S. surged up by 2.8% to 108.3 in Jun after jumping by 1.1% to
105.4 in May 2019.
• A Commerce Department report showed personal income and
spending in the U.S. rose in line with estimates in Jun 2019. Personal
income climbed 0.4% in Jun, matching the increase in May 2019.
• Nifty Aug 2019 Futures were at 11,095.2, a premium of 9.80 points,
above the spot closing of 11,085.40. The turnover on NSE’s Futures and
Options segment increased to Rs. 13,60,911.98 crore on Jul 30, 2019,
compared with Rs. 8,98,331.92 crore on Jul 29, 2019.
• The Put‐Call ratio remained unchanged compared with previous
session’s close of 0.88.
• The Nifty Put‐Call ratio stood at 0.53 compared with the previous
session’s close of 0.40.
• Open interest on Nifty Futures stood at 18.15 million, compared with
the previous session’s close of 18.22 million.
• The Indian rupee fell against the greenback following losses in the
domestic equity market and concerns of foreign fund outflow from the
domestic economy. The rupee closed at 68.86 a dollar, down 0.19
compared with the previous close of 68.73.
• The euro inched against the greenback as the latter remained unde
pressure ahead of the U.S. Federal Reserve Monetary Policy review. The
euro was last seen trading at 1.1153, up 0.08% compared with the
previous close of 1.1144.
• Gold prices continued with the rally, supported by the weakness in the
international bond yields in response to disappointing Japanese and
European data. .
• Brent Crude prices rose, led by media reports stating that Iranian oil
exports have dropped in Jul.