(RsCr) Buy Sell OpenInt.
IndexFutures 4889.09 4188.34 11908.01
IndexOptions 196286.48 195262.61 47740.44
StockFutures 14470.86 14652.67 90979.35
StockOptions 4274.88 4297.45 1897.23
Total 219921.31 218401.07 152525.03
01‐Oct Prev_Day Change
PutCallRatio(OI) 1.11 0.96 0.15
PutCallRatio(Vol) 0.79 0.85 ‐0.06
01‐Oct Wk.Ago Mth.Ago YearAgo
CallRate 5.26% 5.32% 5.38% 6.37%
T‐Repo 5.13% 5.30% 5.25% NA
Repo 5.40% 5.40% 5.40% 6.50%
ReverseRepo 5.15% 5.15% 5.15% 6.25%
91DayT‐Bill 5.25% 5.40% 5.35% 6.90%
364DayT‐Bill 5.48% 5.53% 5.70% 7.60%
10YearGilt 6.66% 6.78% 6.56% 7.99%
G‐SecVol.(Rs.Cr) 54358 35197 29394 34997
FBILMIBOR* 5.52% 5.45% 5.45% 6.60%
3MonthCPRate 5.95% 5.90% 5.90% 8.00%
5YearCorpBond 7.52% 7.55% 7.54% 8.94%
1MonthCDRate 5.47% 5.54% 5.26% 6.78%
3MonthCDRate 5.71% 5.71% 5.49% 7.46%
1YearCDRate 6.40% 6.50% 6.50% 8.35%
Currency 01‐Oct Prev_Day Change
USD/INR 70.91 70.69 0.23
GBP/INR 87.06 86.93 0.13
EURO/INR 77.18 77.33 ‐0.15
JPY/INR 0.65 0.66 0.00
Commodity 02‐Oct WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 52.62 56.32 55.02 75.11
BrentCrude($/bl) 58.81 63.30 58.74 86.02
Gold($/oz) 1499 1504 1530 1203
Gold(Rs./10gm)^ 37201 37771 38405 30499
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• Nifty Oct 2019 Futures stood at 11,429.85, a premium of 69.95 points
above the spot closing of 11,359.90. The turnover on NSE’s Futures and
Options segment fell to Rs. 18,54,590.62 crore on October 01, 2019,
compared with Rs.9,93,216.12 crore on September 30, 2019.
• The Put‐Call ratio stood at 0.96 compared with the previous session’s
close of 0.92.
• The Nifty Put‐Call ratio stood at 0.96 compared with the previous
session’s close of 1.11.
• Open interest on Nifty Futures stood at 16.4 million, compared with
the previous session’s close of 15.51 million.
• Bond yields declined following the announcement of 10‐year note
auction, which lifted investor sentiments. The market is optimistic of a
policy rate cut at the upcoming policy meeting, particularly after the
country’s borrowing plan for the Oct‐Mar period, which came in line with
• Yield on the 10‐year benchmark paper (7.26% GS 2029) decreased 4
bps to 6.66% compared with the previous close of 6.70% after trading in
a range of 6.66% to 6.71%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,907 crore (gross) on Oct 1, 2019 compared
with borrowings of Rs. 7,978 crore (gross) on Sep 30, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window stood
at Rs. 59,442 crore on Sep 30, 2019.
• The Indian rupee fell against the greenback following losses in the
domestic equity market.
• The euro rose against the greenback after data showed that U.S.
private sector employment rose less than expected in Sep 2019 which
fuelled concerns of an economic slowdown in the U.S. economy and
weakened the latter.
• Gold prices surged following weaker‐than‐expected hiring by U.S.
private employers in Sep 2019.
• Brent crude prices plunged after data from the Energy Information
Administration showed that U.S. crude supplies rose for a third week in a
row, by 3.1 million barrels for the week ended Sept 27, 2019.
• Payroll processor ADP report showed private sector employment rose
by slightly less than expected in Sep 2019. ADP said private sector
employment climbed by 135,000 jobs in Sep. The report also showed a
significant downward revision to the increase in private sector jobs in
Aug 2019 to 157,000 jobs from the originally reported 195,000 jobs.
• A Institute for Supply Management report showed U.S. manufacturing
activity continued to contract in Sep 2019. The ISM said its purchasing
managers index dropped to 47.8 in Sep from 49.1 in Aug.