(RsCr) Buy Sell OpenInt.
IndexFutures 3282.32 4489.86 22138.14
IndexOptions 93985.01 92451.98 84062.70
StockFutures 14401.75 13927.89 84459.28
StockOptions 7125.87 7220.48 9015. 84
Total 118794.95 118090.21 199675.96
16‐Oct Prev_Day Change
PutCallRatio(OI) 1.24 1.20 0.04
PutCallRatio(Vol) 0.94 0.80 0. 15
16‐Oct Wk.Ago Mth.Ago YearAgo
CallRate 6.54% 6.39% 6.43% 6.01%
CBLO 6.47% 6.34% 5.57% 6.04%
Repo 6.50% 6.50% 6.50% 6.00%
ReverseRepo 6.25% 6.25% 6.25% 5.75%
91DayT‐Bill 6.87% 6.85% 7.05% 6.02%
364DayT‐Bill 7.49% 7.40% 7.65% 6.18%
10YearGilt 7.87% 8.08% 8.13% 6.73%
G‐SecVol.(Rs.Cr) 42832 32789 32969 25855
FBILMIBOR 6.57% 6.50% 6.50% 6.01%
3MonthCPRate 7.80% 7.80% 7.95% 6.74%
5YearCorpBond 8.80% 8.96% 8.93% 7.47%
1MonthCDRate 6.88% 6.87% 6.99% 6.05%
3MonthCDRate 7.46% 7.01% 7.40% 6.19%
1YearCDRate 8.41% 8.37% 8.40% 6.59%
Currency 16‐Oct Prev_Day Change
USD/INR 73.90 73.97 ‐0.07
GBP/INR 97.33 97.08 0.25
EURO/INR 85.58 85.49 0.09
JPY/INR 0.66 0.66 0.00
Commodity 16‐Oct WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 71.88 74.90 68. 93 51.81
BrentCrude($/bl) 80.97 85.50 77.81 56.58
Gold($/oz) 1224 1189 1193 1294
Gold(Rs./10gm) 31869 31049 30558 29868
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• Bond yield eased following fall in crude oil prices and rise in rupee. This
alleviated inflationary concerns and worries over hike in interest rates,
thus lifting the market sentiment.
• Yield on the 10‐year benchmark paper (7.17% GS 2028) reduced 5 bps
to 7.87% compared with the previous closing of 7.92% after trading in
the range of 7.87% to 7.95%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 7,047 crore (gross) on Oct 16 compared with a
borrowing of Rs. 19,722 crore (gross) on Oct 15. Sale of securities under
the Reserve Bank of India’s (RBI) reverse repo window stood at Rs.
11,236 crore on Oct 15.
• Banks borrowed Rs. 6,035 crore under the central bank’s Marginal
Standing Facility on Oct 15 compared with borrowing of Rs. 1,215 crore
on Oct 12.
• According to media reports, the trade surplus of euro zone rose to a
seasonally adjusted € 16.6 billion in Aug 2018 from €12.6 billion in Jul
2018. Exports increased 2.1% monthly in Aug 2018 while imports
remained stable. On a yearly basis, exports grew 5.6% and imports grew
8.4% in Aug 2018.
• UK unemployment rate remained at the lowest level seen since early
1975, in three months to Aug 2018. The ILO jobless rate came in at 4%
and this was in line with market expectations. The number of
unemployed decreased by 47,000 from t he previous quarter to 1.36
• Nifty Oct 2018 Futures settled at 10,589.85, a premium of 5.10 points,
above the spot closing of 10,584.75. The turnover on NSE’s Futures and
Options segment increased to Rs. 8,07,280.15 on Oct 16 compared with
Rs. 6,92,766.23 on Oct 15.
•ThePut‐Call ratio stood at 0.88, compared with the previous session’s
close of 0.79.
•TheNiftyPut‐Call ratio stood at 1.24 compared with the previous
session’s close of 1.20.
• Open interest on Nifty Futures stood at 22.96 million as against the
previous session’s close at 22.05 million.
• The Indian rupee appreciated against the greenback as crude oil prices
and U.S. Treasury yield eased. The rupee closed at 73.46 a dollar from the
previous close of 73.83.
• The euro was steady to slightly higher against the greenback due to
weak U.S. retail sales data and strong U.S. Treasury yield. However, the
Italian cabinet’s approval on the expansionary budget maintained a
downward pressure on the currency. The euro was last seen trading at
1.1581 a dollar compared with the previous close of 1.1577.
• Gold prices increased on global geopolitical unrest and market volatilit
which increased the its safe‐haven demand.
• Brent crude prices declined after the U.S. President’s remark on the
disappearance of a well‐known Saudi journalist indicated that U.S. is not
going to take any retaliatory action against the kingdom.