(RsCr) Buy Sell OpenInt.
IndexFutures 5862.19 5871.47 26131.40
IndexOptions 188471.70 185458.96 73372.78
StockFutures 17014.31 17379.00 92365.26
StockOptions 8534.36 8493.64 8519.08
Total 219882.56 217203.07 200388.52
27‐May Prev_Day Change
PutCallRatio(OI) 1.26 1.23 0.03
PutCallRatio(Vol) 0.91 0.78 0.13
27‐May Wk.Ago Mth.Ago YearAgo
CallRate 5.94% 5.96% 6.12% 5.93%
T‐Repo 5.95% 5.96% 6.01% NA
Repo 6.00% 6.00% 6.00% 6.00%
ReverseRepo 5.75% 5.75% 5.75% 5.75%
91DayT‐Bill 6.20% 6.35% 6.37% 6.20%
364DayT‐Bill 6.30% 6.40% 6.46% 6.25%
10YearGilt 7.17% 7.29% 7.41% 7.79%
G‐SecVol.(Rs.Cr) 58585 54331 35362 30646
FBILMIBOR* 6.00% 6.05% 6.26% 6.10%
3MonthCPRate 6.85% 7.10% 7.50% 8.35%
5YearCorpBond 8.20% 8.30% 8.52% 8.65%
1MonthCDRate 6.46% 6.82% 7.22% 6.79%
3MonthCDRate 6.56% 7.13% 7.11% 7.83%
1YearCDRate 7.38% 7.54% 7.47% 8.22%
Currency 24‐May Prev_Day Change
USD/INR 69.61 69.67 ‐0.09
GBP/INR 88.30 87.92 0.43
EURO/INR 77.97 77.65 0.41
JPY/INR 0.64 0.63 0.57
Commodity 27‐May WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) Closed 63.07 63.24 67.87
BrentCrude($/bl) Closed 74.20 70.72 77.14
Gold($/oz) 1285 1277 1286 1301
Gold(Rs./10gm) 31708 31550 31764 31171
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• Nifty May 2019 Futures were at 11,918.50, a discount of 6.25 points,
below the spot closing of 11,924.75. The turnover on NSE’s Futures and
Options segment decreased to Rs. 8,80,648.43 crore on May 27, 2019,
compared with Rs. 9,81,157.78 crore on May 24, 2019.
• The Put‐Call ratio stood at 0.94 compared with the previous session’s
close of 0.84.
• The Nifty Put‐Call ratio stood at 1.26 compared with the previous
session’s close of 1.23.
• Open interest on Nifty Futures stood at 23.59 million as against the
previous session’s close at 22.76 million.
• Bond yields fell as foreign investors are continuing to purchase notes
following the outcome of the general elections, which brought political
stability with the second five‐year term of the government. In addition,
fall in crude oil prices improved inflation outlook and lifted the market
• Yield on the 10‐year benchmark paper (7.26% GS 2029) declined 6 bps
to 7.17% compared with the previous close of 7.23% after trading in a
range of 7.16% to 7.23%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 18,331 crore (gross) on May 27, 2019, compared
with Rs. 4,846 crore (gross) as on May 24, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 29,588
crore on May 24, 2019.
• The Indian rupee was flat to marginally higher following a likely inflow
in the debt market. However, most of the gains were offset by importers’
month end greenback demand. The rupee closed at 69.50 a dollar
compared with the previous close of 69.53.
• The euro was steady to slightly lower following the European
Parliamentary elections where pro‐EU parties split, however retained
their majority. The euro was last seen trading at 1.1191, down from
1.1202 in the previous session.
• Gold prices were up with rising U.S.‐China trade conflict. In addition,
feeble U.S. economic data increased expectations of a rate cut by the
• Oil markets remained closed due to public holiday.
• Commerce Department data showed U.S. durable goods orders pulled
back in Apr 2019. The report said durable goods orders declined 2.1% in
Apr after increasing 1.7% in Mar 2019.
• National Bureau of Statistics data showed China's industrial profits
decreased in Apr 2019. Profits of large industrial firms declined 3.7% YoY
in contrast to an increase of 13.9% in Mar 2019. Industrial profits fell 3.4%
in the first four months of 2019 from the same period of last year
compared with a decrease of 3.3% in three months to Mar 2019.