(RsCr) Buy Sell OpenInt.
IndexFutures 2710.19 2523.88 22358.88
IndexOptions 97284.06 95806.16 86041.12
StockFutures 12013.78 11695.34 85587.24
StockOptions 7477.41 7310.84 9571.43
Total 119485.44 117336.22 203558.67
17‐Oct Prev_Day Change
PutCallRatio(OI) 1.11 1.24 ‐0.13
PutCallRatio(Vol) 0.94 0.94 0.00
17‐Oct Wk.Ago Mth.Ago YearAgo
CallRate 6.58% 6.45% 6.58% 5.99%
CBLO 6.51% 6.35% 6.54% 6.02%
Repo 6.50% 6.50% 6.50% 6.00%
ReverseRepo 6.25% 6.25% 6.25% 5.75%
91DayT‐Bill 6.93% 6. 90% 7.03% 6.10%
364DayT‐Bill 7. 47% 7.52% 7.63% 6.19%
10YearGilt 7.91% 8.03% 8.10% 6.76%
G‐SecVol.(Rs.Cr) 22510 35386 36157 22788
FBILMIBOR 6.60% 6.51% 6.60% 6.10%
3MonthCPRate 7.90% 7.80% 8.00% 6.71%
5YearCorpBond 8.84% 8.84% 8.88% 7.48%
1MonthCDRate 6.99% 6.82% 7.11% 6.05%
3MonthCDRate 8.23% 7.04% 7.48% 6.19%
1YearCDRate 8.38% 8.45% 8.38% 6.59%
Currency 17‐Oct Prev_Day Change
USD/INR 73.48 73.90 ‐0.42
GBP/INR 96.87 97.33 ‐0.46
EURO/INR 84.98 85.58 ‐0.60
JPY/INR 0.65 0.66 0.00
Commodity 18‐Oct WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 68.58 73.13 68.81 51.82
BrentCrude($/bl) 81.09 84.16 78.16 56.72
Gold($/oz) 1225 1194 1201 1285
Gold(Rs./10gm)* 31722 31021 30614 29671
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• Nifty Oct 2018 Futures settled at 10,443.95, a discount of 9.10 points,
below the spot closing of 10,453.05. The turnover on NSE’s Futures and
Options segment increased to Rs. 20,89,715.01 on Oct 17 compared with
Rs. 8,07,280.15 on Oct 16.
•ThePut‐Call ratio stood at 0.87, compared with the previous session’s
close of 0.88.
•TheNiftyPut‐Call ratio stood at 1.11 compared with the previous
session’s close of 1.24.
• O p en interest on Nifty Futures st ood at 22.92 million as against the
previous session’s close at 22.96 million.
• Bond yield increased as market participants booked profits following
recent rise in bond prices and ahead of the weekly auction of
government securities on Friday. Losses in the Indian rupee also led to
selling in the debt market.
• Yield on the 10‐year benchmark paper (7.17% GS 2028) increased 4 bps
to 7.91% compared with the previous closing of 7.87% after trading in
the range of 7.86% to 7.93%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 16,708 crore (gross) on Oct 17 compared with a
borrowing of Rs. 7,047 crore (gross) on Oct 17. Sale of securities under
the Reserve Bank of I ndia’s ( RBI) reverse r epo window stood at Rs.
11,436 crore on Oct 16.
• The Indian rupee fell against the greenback following losses in the
domestic equity market. The rupee closed at 73.60 a dollar, 0.18% down
from the previous close of 73.46.
• The euro fell against the greenback after minutes of the U.S. Federal
Reserve monetary policy meeting held in Sep 2018 increased the
possibility of further increase in interest rates in U.S. moving forward.
The euro was last seen trading at 1.1488 a dollar, down 0.10% compared
with the previous close of 1.1499.
• Gold prices traded marginally higher as the safe‐haven appeal of the
bullion, amid recent geopolitical events.
• Brent C rude prices traded lower f ollowing reports by U.S. E nergy
Information Administration showing a larger‐than‐expected build in U.S.
crude stockpiles in the week to Oct 12.
• According to the U.S. Federal Reserve’s latest monetary policy meeting
minutes, the members of central bank continued to favour a "gradual
approach" in increasing interest rates. The minutes also mentioned that
the labour market had continued to strengthen and economic activity
had been rising at a strong r ate.
• Accordi ng to the Labor Department, U.S. initial jobless cla ims in the
week ended O ct 13, 2018 decreased by 5,000 to 210,000 from the
previous week's revised level of 215,000.
• According to a report by the Commerce Department, U.S. housing
starts fell more than expected by 5.3% to an annual rate of 1.201 million
in Sep 2018 after rising 7.1% to a revised rate of 1.268 million in Aug