(RsCr) Buy Sell OpenInt.
IndexFutures 2663.76 2941.92 20237.72
IndexOptions 364413.93 362272.62 54757.49
StockFutures 11135.30 11232.84 86339.86
StockOptions 4917.73 4760.26 4683.72
Total 383130.72 381207.64 166018.79
14‐Jun Prev_Day Change
PutCallRatio(OI) 1.26 1.37 ‐0.11
PutCallRatio(Vol) 0.90 0.85 0.05
14‐Jun Wk.Ago Mth.Ago YearAgo
CallRate 5.83% 5.69% 5.91% 6.09%
T‐Repo 5.66% 5.74% 5.84% NA
Repo 5.75% 5.75% 6.00% 6.25%
ReverseRepo 5.50% 5.50% 5.75% 6.00%
91DayT‐Bill 5.98% 5.91% 6.34% 6.50%
364DayT‐Bill 6.10% 6.05% 6.46% 7.05%
10YearGilt 6.92% 6.97% 7.38% 7.94%
G‐SecVol.(Rs.Cr) 92107 48346 56075 27770
FBILMIBOR 5.80% 5.94% 6.05% 6.25%
3MonthCPRate 6.70% 6.60% 7.50% 7.65%
5YearCorpBond 8.00% 7.91% 8.52% 8.82%
1MonthCDRate 6.03% 5.77% 6.85% 6.99%
3MonthCDRate 6.33% 6.13% 7.41% 7.38%
1YearCDRate 7.15% 7.12% 7.54% 8.46%
Currency 14‐Jun Prev_Day Change
USD/INR 69.56 69.36 0.30
GBP/INR 88.20 88.02 0.20
EURO/INR 78.43 78.37 0.07
JPY/INR 0.64 0.64 0.31
Commodity 14‐Jun WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 52.42 53.90 61.77 66.91
BrentCrude($/bl) 64.57 65.54 73.52 73.86
Gold($/oz) 1341 1340 1297 1302
Gold(Rs./10gm) 33061 32607 32245 31049
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• Nifty Jun 2019 Futures were at 11,838.05, a premium of 14.75 points,
above the spot closing of 11,823.30. The turnover on NSE’s Futures and
Options segment decreased to Rs. 7,63,021.64 crore on Jun 14, 2019,
compared with Rs. 24,76,549.11 crore on Jun 13, 2019.
• The Put‐Call ratio stood at 0.92 compared with the previous session’s
close of 0.73.
• The Nifty Put‐Call ratio stood at 1.26 compared with the previous
session’s close of 1.37.
• Open interest on Nifty Futures stood at 20.13 million, compared with
the previous session’s close of 19.82.
• Bond yield eased with fall in crude oil prices. In addition, inflation of
3.05% for May was well below the central bank’s target of 4%. These
factors strengthened speculations on monetary easing. Besides, RBI’s
unexpected announcement of bond purchase under open market
operation indicated liquidity infusion.
• Yield on the 10‐year benchmark paper (7.26% GS 2029) declined 9 bps
to close at 6.92% compared with the previous close of 7.01% after trading
in a range of 6.92% to 7.03%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 12,457 crore (gross) on Jun 14, 2019, compared
with Rs. 5,142 crore (gross) as on Jun 13, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 11,970
crore on Jun 13, 2019.
• The Indian rupee depreciated against the greenback on deepening trade
worries between the U.S. and China. This dampened investors’
sentiments on riskier assets, thus weighing down on the local currency.
• The euro declined following weaker‐than‐expected growth in German
wholesale price index. This raised speculations of muted inflationary
pressure across the eurozone. Besides, strengthening greenback amid the
upcoming U.S. Federal Reserve’s policy meeting also weighed on the
• Gold prices went north of $1,350 an ounce with deepening U.S.‐China
trade tussle, slowdown in Chinese industrial output growth, and rising
U.S.‐Iran geopolitical worries.
• Brent crude prices declined as the International Energy Agency (IEA)
lowered the demand outlook for oil in 2019.
• A preliminary report from University of Michigan showed that U.S.
consumer sentiment index fell to 97.9 in Jun 2019 from 100.0 in May
2019 due to deterioration in expectations. Index of consumer
expectations fell to 88.6 in Jun from 93.5 in May. The fall reflects
concerns about the impact of higher tariffs.
• A report from National Bureau of Statistics showed that China’s
industrial production missed market expectations and grew 5% YoY in
May 2019. It was expected to remain stable at 5.4%. The weaker pace
reflected higher tariffs imposed by the U.S. Meanwhile, retail sales grew
8.6% in May after surging 7.2% in Apr.