(RsCr) Buy Sell OpenInt.
IndexFutures 3334.73 3446.11 31076.87
IndexOptions 91943.64 91423.03 73115.41
StockFutures 12264.24 12868.15 81532.15
StockOptions 6800.64 6794.32 8970.19
Total 114343.25 114531.61 194694.62
14‐Nov Prev_Day Change
PutCallRatio(OI) 1.57 1.60 ‐0.03
PutCallRatio(Vol) 0.95 0.98 ‐0.02
14‐Nov Wk.Ago Mth.Ago YearAgo
CallRate 6.34% 6.43% 6.42% 5.84%
CBLO 6.31% 6.39% 4.86% 5.93%
Repo 6.50% 6.50% 6.50% 6.00%
ReverseRepo 6.25% 6.25% 6.25% 5.75%
91DayT‐Bill 6. 90% 6.93% 6.87% 6.10%
364DayT‐Bill 7.32% 7.42% 7.51% 6.24%
10YearGilt 7.73% 7.80% 7.98% 7.05%
G‐SecVol.(Rs.Cr) 42329 15785 35220 43621
FBILMIBOR 6.49% 6.50% 6.49% 6.00%
3MonthCPRate 8.40% 8.55% 7.14% 6.74%
5YearCorpBond 8.52% 8.58% 8.86% 7.71%
1MonthCDRate 6.91% 7.02% 6.82% 6.07%
3MonthCDRate 7.55% 7.63% 7.14% 6.21%
1YearCDRate 8.22% 8.34% 8.42% 6.60%
Currency 14‐Nov Prev_Day Change
USD/INR 72.10 72.59 ‐0.48
GBP/INR 93.70 93.49 0. 21
EURO/INR 81.44 81.61 ‐0.17
JPY/INR 0.63 0.64 0.00
Commodity 14‐Nov WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 56.11 62.11 71.36 55.62
BrentCrude($/bl) 63.72 69.73 81.05 61.40
Gold($/oz) 1211 1226 1218 1281
Gold(Rs./10gm) 30759 31773 31565 29397
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• Nifty Nov 2018 Futures settled at 10,605.00, a premium of 28.70
points, above the spot closing of 10,576. 30. The turnover on NSE’s
Futures and Options segment improved to Rs. 10,00,274. 55 cr ore o n Nov
14 compared with Rs. 7,36,361.70 crore on Nov 13.
•ThePut‐Call ratio stood at 0.95 compared with the previous session’s
close of 0.90.
•TheNiftyPut‐Call ratio stood at 1.57 compared with the previous
session’s close of 1.60.
• Open interest on Nifty Futures stood at 25.05 million as against the
previous session’s close at 25.26 m illion.
• Bond yield fell with the gain in rupee. The fall in crude oil prices on
oversupply concerns and worries over global economic slowdown also
helped ease the yield, while reducing concerns over expanding current
account deficit and inflationary pressure.
• Yield on the 10‐year benchmark paper (7.17% GS 2028) decreased 3
bps to 7.73% compared with the previous close of 7.76% after trading in
the range of 7. 70% to 7.75%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,756 crore (gross) on Nov 14 co m pared with a
borrowing of Rs. 3,856 crore (gross) on Nov 13. Sale of securities under
the Reserve Bank of India’s (RBI) reverse repo w i ndow stood at Rs.
33,674 crore on Nov 13.
• Banks did not borrow under the central bank’s Marginal Standing
Facility on Nov 13 compared with borrowing of Rs. 745 crore on Nov 12.
• The Indian rupee improved against the greenback as decline in crude
oil prices eased inflationary concerns and worries over widening current
account deficit. The rupee closed at 72.31 a dollar, up 0.50% compared
with the previous close of 72. 67.
• The euro moved down against the dollar after Italy re‐submitted a
2019 draft budget to the European Union, where all growth numbers
and deficit projection were kept unchanged. The euro was last seen
trading at 1.1271 a dollar, down 0.16% compared with t he previous c lose
• Gold prices weakened amid alleviating concerns over the Italian budget
and Brexit deal.
• Brent crude prices remained weak on fears of oversupply. The
slowdown in the global economy owing to geopolitical factors also
maintained downward pressure on the commodity’s price.
• A report from the Eurostat showed that eurozone’s gross domestic
product grew 0.2% in the third quarter 2018 from the second quarter
2018. The economy grew 0.4% in the second quarter.
• A report from the Office for National Statistics showed that U.K.’s
consumer price index grew 2.4% year‐on‐year in Oct 2018, thereby
remaining unchanged against Sep 2018. The CPI inched up 0.1% MoM in
• A preliminary report from the Cabinet office showed that Japan's gross
domestic product fell a seasonally adjusted 0.3% on quarter in the third
quarter of 2018 as against a gain of 0.7% in t he second q uarter 2018. On
an annualized seasonally adjusted basis, GDP fell 1.2% on year as against
a gain o f 3% in the second quarter of 2018.