(RsCr) Buy Sell OpenInt.
IndexFutures 8832.42 7323.88 29684.48
IndexOptions 331342.70 333546.75 92879.32
StockFutures 29992.45 29701.39 101439.98
StockOptions 7513.06 7670.39 9220.00
Total 377680.63 378242.41 233223.78
28‐Mar Prev_Day Change
PutCallRatio(OI) 1.96 1.49 0.48
PutCallRatio(Vol) 1.04 1.04 0.01
28‐Mar Wk.Ago Mth.Ago YearAgo
CallRate 6.24% 6.20% 6.19% 7.57%
T‐Repo 6.11% 6.20% 6.21% NA
Repo 6.25% 6.25% 6.25% 6.00%
ReverseRepo 6.00% 6.00% 6.00% 5.75%
91DayT‐Bill 6.22% 6.27% 6.39% 6.09%
364DayT‐Bill 6.38% 6.42% 6.55% 6.40%
10YearGilt 7.32% 7.36% 7.41% 7.40%
G‐SecVol.(Rs.Cr) 40627 22332 28598 37511
FBILMIBOR* 6.25% 6.25% 6.35% 6.05%
3MonthCPRate 7.60% 7.50% 7.80% 7.44%
5YearCorpBond 8.36% 8.44% 8.33% 8.08%
1MonthCDRate 8.36% 7.75% 7.19% 7.23%
3MonthCDRate 7.20% 7.28% 7.40% 6.98%
1YearCDRate 7.48% 7.46% 7.95% 7.33%
Currency 28‐Mar Prev_Day Change
USD/INR 69.00 68.90 0.10
GBP/INR 91.03 90.88 0.15
EURO/INR 77.69 77.60 0.08
JPY/INR 0.63 0.62 0.00
Commodity 28‐Mar WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 59.24 60.07 57.16 64.29
BrentCrude($/bl) 66.67 68.79 64.47 67.37
Gold($/oz) 1290 1312 1313 1325
Gold(Rs./10gm) 31854 31812 33250 30630
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• Nifty Mar 2019 Futures settled at spot closing of 11,570.00. Nifty Apr
2019 Futures were at 11,663.60, a premium of 93.60 points, above the
spot closing. The turnover on NSE’s Futures and Options segment rose to
Rs. 22,75,906.54 crore on Mar 28, 2019, compared with Rs. 17,20,336.52
crore on Mar 27, 2019.
• The Put‐Call ratio stood at 0.81 compared with the previous session’s
close of 0.95.
• The Nifty Put‐Call ratio stood at 1.96 compared with the previous
session’s close of 1.49.
• Open interest on Nifty Futures stood at 27.15 million as against the
previous session’s close at 25.85 million.
• Bond yields fell with the fall in U.S. 10‐year Treasury yields that
increased the appeal for local notes. Investors are now awaiting the
release of the government’s borrowing schedule for Apr‐Sep, which is due
on Mar 29, 2019, to take further cues.
• Yield on the existing 10‐year benchmark paper (7.17% GS 2028) fell 2
bps to 7.46% as compared with the previous session’s close of 7.48% after
trading in the range of 7.44% to 7.47%.
• Yield on the upcoming new 10‐year benchmark paper (7.26% GS 2029)
fell 1 bps to close at 7.32% compared with the previous session’s close of
7.33% after trading in the range of 7.29% to 7.33%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 6,461 crore (gross) on Mar 28, 2019, compared
with Rs. 10,888 crore (gross) as on Mar 27, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 40,966
crore on Mar 27, 2019.
• The Indian rupee depreciated against the greenback as rising tension of
slowing global economy dented investors’ appetite for riskier assets. The
rupee closed at 69.34 a dollar compared with the previous close of 68.87.
• The euro declined following European Central Bank (ECB) President’s
comment, which primarily focused on the struggles of banks and how to
mitigate the situation. The ECB is likely to ease its monetary policy. The
euro was last seen trading at 1.1243 a dollar compared with the previous
close of 1.1247.
• Gold prices moved down on dollar strength.
• Brent Crude prices edged lower after data released by Energy
Information Administration showed a surprising surge of 2.8 million
barrels in U.S. crude inventory in the prior week.
• Data from the U.S. Commerce Department, the U.S. trade deficit
$51.1 billion in Jan 2019 from $59.9 billion in Dec 2018. Trade deficit
narrowed as imports fell 2.6% to $258.5 billion in Jan 2019 after
increasing 2.1% to $265.3 billion in Dec 2018. Meanwhile exports grew
0.9% to $207.3 billion in Jan 2019 after falling 1.9% to $205.4 billion in
• Data from the U.S. Labour Department showed that initial jobless claims
in U.S. for the week ended Mar 23 fell 5,000 to 211,000 from the
previous week's revised level of 216,000 (221,000 originally reported for
the previous week).