(RsCr) Buy Sell OpenInt.
IndexFutures 5510.70 4808.39 17644.20
IndexOptions 103745.10 103787.00 57250.55
StockFutures 18196.85 17322.73 80796.66
StockOptions 6672.49 6591.32 2296. 81
Total 134125.14 132509.44 157988.22
03‐Oct Prev_Day Change
PutCallRatio(OI) 1.36 1.41 ‐0.05
PutCallRatio(Vol) 0.89 0.94 ‐0.05
03‐Oct Wk.Ago Mth.Ago YearAgo
CallRate 6.32% 6.45% 6.33% 5.85%
CBLO 5.88% 6.02% 6.22% 5.81%
Repo 6.50% 6.50% 6.50% 6.00%
ReverseRepo 6.25% 6.25% 6.25% 5.75%
91DayT‐Bill 7.08% 7.15% 6.79% 6.06%
364DayT‐Bill 7. 77% 7.70% 7.32% 6.20%
10YearGilt 8.11% 8.07% 8.00% 6.65%
G‐SecVol.(Rs.Cr) 31813 31640 34881 33069
FBILMIBOR 6.49% 6.60% 6.50% 6.00%
3MonthCPRate 8.20% 8.40% 7.70% 6.61%
5YearCorpBond 9.03% 8.96% 8.77% 7.46%
1MonthCDRate 6.58% 7.41% 6.97% 6.08%
3MonthCDRate 7.26% 7.74% 7.27% 6.18%
1YearCDRate 8.58% 8.44% 8.04% 6.57%
Currency 03‐Oct Prev_Day Change
USD/INR 73.03 72.80 0.23
GBP/INR 94.99 94.88 0.11
EURO/INR 84.58 84.38 0.20
JPY/INR 0.64 0.64 0.00
Commodity 03‐Oct WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 76.35 71.84 69.88 50.39
BrentCrude($/bl) 85.79 82.31 77.88 56.21
Gold($/oz) 1197 1194 1200 1272
Gold(Rs./10gm) 30997 30672 30226 29434
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• Nifty Oct 2018 Futures settled at 10,893.6, a premium of 35.35 points,
above the spot closing of 10,858.25. The turnover on NSE’s Futures and
Options segment went up to Rs. 11,76,210.85 on Oct 3 compared with
Rs. 7,74,323.22 on Oct 1.
•ThePut‐Call ratio stood at 0.77, compared with the p revious session’s
close of 0.82.
•TheNiftyPut‐Call ratio st ood at 1.36 compared with t he previous
session’s close of 1.41.
• Open interest on Nifty Futures stood at 18.14 million as against the
previous session’s close at 17.21 million.
• Bond yield rose with the surge in crude oil prices above the $85 per
barrel mark and the decline in rupee. These factors weighed down on
the market sentiments, raising concerns over widening trade deficit and
higher inflationary pressure.
•Yieldonthe10‐year benchmark paper (7.17% GS 2028) s urged 12 bps
to 8.11% compared with t he previous closing of 7.99% after trading in
the range of 8.02% to 8.12%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 4,116 crore (gross) on Oct 3 compared with a
borrowing of Rs. 3,793 crore (gross) on Oct 1. Sale of securities under the
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 63,873
crore on Oct 1.
• Banks borrowed Rs. 1,640 crore under the central bank’s Marginal
Standing Facility on Oct 1 compared with borrowings of Rs. 4,200 crore
on Sep 28.
• The Indian rupee plunged to a record low against the greenback as
global crude oil prices continued to remain at elevated levels which
weighed on the market sentiment. The rupee declined 0.59% to close at
73.34 per dollar from the previous close of 72.91.
• The euro fell against the greenback after U.S. private sector jobs data
for Sep 2018 came better than market expectations. Concerns about
Italy’s budget negotiations also weighed on the common bloc currency.
The euro fell 0.17% to cl ose at 1.1526 compared to the previous close of
Reserves moving forward.
• Brent crude prices moved down on persisting trade war tension
between U.S. and China and as China has hinted to stop importing of U.S.
• Data from payroll processor ADP showed that private sector
employment in U.S. jumped by 230,000 jobs in Sep 2018 after climbing
by an upwardly revised 168,000 jobs in Aug 2018 (163,000 jobs originally
reported for the previous month).
• A report from the Eurostat showed that Eurozone’s retail sales fell
0.2% MoM in Aug 2018 as against a decline of 0.6% in Jul 2018. This
marked the second consecutive decline in a row. Food, drinks and
tobacco turnover fell 0.3% and non‐food product sales remained flat in
Aug. Growth in retail trade surged to 1.8% on yearly basis as against 1%
growth in Jul 2018.