(RsCr) Buy Sell OpenInt.
IndexFutures 2816.76 3178.89 24655.04
IndexOptions 83915.58 83806.58 79533.78
StockFutures 14759.93 14547.34 88424.62
StockOptions 9139.96 9014.59 8206.88
Total 110632.23 110547.40 200820.32
10‐Sep Prev_Day Change
PutCallRatio(OI) 1.33 1.49 ‐0.16
PutCallRatio(Vol) 0.96 0.98 ‐0.02
10‐Sep Wk.Ago Mth.Ago YearAgo
CallRate 6.54% 6.33% 6.37% 5.86%
CBLO 6.54% 6.22% 6.40% 5.87%
Repo 6.50% 6.50% 6.50% 6.00%
ReverseRepo 6.25% 6.25% 6.25% 5.75%
91DayT‐Bill 6.87% 6.79% 6.69% 6.08%
364DayT‐Bill 7.45% 7.32% 7.21% 6.24%
10YearGilt 8.16% 8.00% 7.75% 6.54%
G‐SecVol.(Rs.Cr) 42665 34881 45273 52260
FBILMIBOR 6.54% 6.50% 6.55% 6.00%
3MonthCPRate 7.70% 7.70% 7.50% 6.64%
5YearCorpBond 8.91% 8.77% 8.61% 7.34%
1MonthCDRate 6.97% 6.97% 6.62% 6.10%
3MonthCDRate 7.30% 7.27% 7.18% 6.15%
1YearCDRate 8.25% 8.04% 8.02% 6.48%
Currency 10‐Sep Prev_Day Change
USD/INR 72.57 71.90 0.67
GBP/INR 93.74 93.04 0.70
EURO/INR 83.81 83.67 0.13
JPY/INR 0.65 0.65 0.00
Commodity 10‐Sep WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 67.50 69.88 67. 56 47.39
BrentCrude($/bl) 76.76 77.88 70.19 55.09
Gold($/oz) 1195 1200 1211 1346
Gold(Rs./10gm) 30402 30226 29477 30388
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• Nifty Sep 2018 Futures settled at 11,492.7, a premium of 54.60 points,
above the spot closing of 11,438.10. The turnover on NSE’s Futures and
Options segment improved to Rs. 8,01,491.44 on Sep 10 compared with
Rs. 6 ,78,182.09 on Sep 7 .
•ThePut‐Call ratio stood at 0.82, compared with the previous session’s
close of 0.79.
•TheNiftyPut‐Call ratio stood at 1.33 compared with t he previous
session’s close of 1 .49.
• O p en interest on Nif ty Futures stood at 29.09 million as against the
previous session’s close a t 29.21 million.
greenback, closing above the 72‐mark. The r ise in crude oil prices and
the anticipated rate hike in U.S. Treasury yield also kept the yield at
• Yield on th e 10‐year benchmark paper (7.17% GS 2028) increased 13
bps to close at 8.16% from the previous closing of 8.03% after trading in
a range of 8.06% t o 8.16%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 24,684 crore ( gross) on Sep 10 compared with a
borrowing of Rs. 3,956 crore (gross) on Sep 7. Sale of securities under the
Reserve Bank of India’s (RBI) r everse repo window stood at Rs. 13,200
crore on Sep 7.
• Banks bo rrowed Rs. 120 crore unde r the c entral bank’s Marginal
Standing Facility on Sep 7. On Sep 6, banks did not borrow.
• The Indian rupee fell to a lifetime low against the greenback following
losses in t he domestic equity market. Upbeat U.S. j obs data for Aug 2018
and persisting co ncerns of escalating tr ade tensions be tween U.S . and
China also strengthened the safe haven greenback.
• The euro surged against the greenback on hopes that the new
government in Italy will start to implement its policies with prudent fiscal
measures to boost the growth prospects of the Italian economy.
• Gold prices drop ped amid views of high possibility of i nterest rate hike
by the Federal Reserve, particularly after a strong U.S. job report.
• Brent crude prices increased as market participants stayed worried
ahead of the U.S. sanction on Iran oil supplies.
• The Office for National Statistics monthly GDP estimate showed that
the U.K. economy expanded at a faster pace in Jul 2018. Gross domestic
product grew 0 .3% MoM in Jul, more than the 0.1% i ncrease in Jun 2018.
In the three months ended Jul 2018, economic growth enhanced to 0.6%
from 0.4% in the three months ended Jun 2018.
• The Office for National Statistics said U.K. visible trade deficit narrowed
in Jul 2018. The deficit on trade in goods decreased to GBP 9.97 billion
from GBP 10.68 billion in Jun 2018. Surplus on services rose to GBP 9.8
billion from GBP 9.7 billion a month ago. Total trade showed a negative
balance of GBP 111 million compared with ‐GBP 942 million in Jun.