(RsCr) Buy Sell OpenInt.
IndexFutures 3599.06 3045.57 14443.08
IndexOptions 68440.24 68883.96 58084.43
StockFutures 11832.82 13419.85 79104.90
StockOptions 5374.75 5359.57 5376.64
Total 89246.87 90708.95 157009.05
05‐Jun Prev_Day Change
PutCallRatio(OI) 1.33 1.39 ‐0.06
PutCallRatio(Vol) 0.89 0.90 0.00
05‐Jun Wk.Ago Mth.Ago Yea rAgo
CallRate 5.89% 5.89% 5.92% 6.07%
CBLO 5.70% 5.84% 5.93% 6.05%
Repo 6.00% 6.00% 6.00% 6.25%
ReverseRepo 5.75% 5.75% 5.75% 6.00%
91DayT‐Bill 6.45% 6.27% 6.23% 6.21%
364DayT‐Bill 6.00% 6.77% 6.60% 6.29%
10YearGilt 7.83% 7.76% 7.73% 6.65%
G‐SecVol.(Rs.Cr) 21761 23959 14125 39770
FBILMIBOR 5.99% 6.00% 6.00% 6.25%
3MonthCPRate 8.10% 8.20% 7.65% 6.70%
5YearCorpBond 8.62% 8.62% 8.45% 7.71%
1MonthCDRate 7.55% 6.51% 6.62% 6.28%
3MonthCDRate 7.91% 7.65% 7.17% 6.39%
1YearCDRate 8.26% 8.24% 7.84% 6.80%
Currency 05‐Jun Prev_Day Change
USD/INR 67.18 67.05 0.13
GBP/INR 89.43 89.62 ‐0.19
EURO/INR 78.54 78.36 0.18
JPY/INR 0.61 0.61 0.00
Commodity 05‐Jun WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 65.51 66.80 69.66 47.35
BrentCrude($/bl) 72.10 74.80 75.74 47.89
Gold($/oz) 1296 1298 1315 1279
Gold(Rs./10gm) 30623 31185 31003 29081
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• Nifty June 2018 Futures were at 10,596.45 points, a pre mium of 3.30
points, over the spot closing of 10,593.15. The turnover on NSE’s Futures
and Options segment went down to Rs. 6,15,927.64 crore on June 5 from
Rs. 6,43,117.05 crore on June 4.
•ThePut‐Call ratio stood at 0.77 against previous session’s close of 0.78.
• The Nifty Put‐Call ratio stood at 1.33 against the previous session’s
close of 1.39.
• Open interest on Nif ty Futu res st ood at 21.10 million as a gainst the
previous session’s close at 20.97 million.
• Bond yields fell on hopes that the Monetary Police Committee (MPC)
might keep interest rates on hold in the monetary policy meeting due on
May 6 as it may wait to see how monsoon pans out.
•Yieldonthe10‐y ear benchmark paper ( 7.17% GS 2028) fell 5 bps to
close at 7.83% from the previous close of 7.88%. During the session,
bond yields traded in the range of 7.82% and 7.87%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stoo d at Rs. 3,661 crore (gross) on Jun 5 compared with Rs.
3,753 (gross) on Jun 4. Sale of securities under RBI’s reverse repo
window stood at Rs. 77,125 crore on Jun 4.
• Banks did not borrow under the central bank’s Marginal Standing
Facility on Jun 4 as against borrowing of Rs. 60 crore on Jun 1.
• RBI conducted a 14‐day variable rate repo auction for a notified
amount of Rs. 22,000 crore for which Rs. 22,005 crore was allotted at a
cut‐off rate of 6.01%.
• The Indian rupee inched down against the greenback as market
participants awaited the outcome of the second bi‐monthly monetary
policy review of FY19 due Jun 6, 2018. The rupee fell 0.05% to close at
67.15 per dollar from the previous close of 67.11 per dollar.
• The euro fell against the greenback as the investor risk sentiment
dampened on increasing concerns of a global trade war. Euro fell 0.25%
and was trading at $1.1669, down 0.25% from the previous close of
investors remained cautious ahead of upcoming G‐7summitaswellas
meeting between North Korea and U.S.
• Brent crude prices fell ahead of U.S. crude oil inventories data.
• According to a report from the Commerce Department, U.S. factory
orders declined 0.8% in Apr 2018 as against an upwardly revised gain of
1.7% (1.6% gain originally reported) in Mar 2018. The decline reflects
steep fall in orders for durable goods of 1.6% in Apr as against an
increase of 2.7% in Mar 2018.
• A report from the Eurostat showed that Eurozone retail sales inched up
0.1% MoM in Apr 2018, down from 0.4% gain i n Mar 2018. Sales of food,
drinks and tobacco fell 0.7% and non‐food product sales grew 1.7%.
• A report from the IHS Markit showed that U.K.’s IHS Markit/Chartered
Institute of Procurement & Supply Purchasing Managers' Index
surpassed market expectations and grew to 54.0 in May 2018 as against
an increase of 52.8 in Apr 2018.