(RsCr) Buy Sell OpenInt.
IndexFutures 2943.47 4619.57 25947.97
IndexOptions 152196.32 151416.41 85596.93
StockFutures 12829.09 13189.59 87308.46
StockOptions 9274.14 9262.39 8789.10
Total 177243.02 178487.96 207642.46
12‐Sep Prev_Day Change
PutCallRatio(OI) 1.29 1.25 0.04
PutCallRatio(Vol) 0.87 0.85 0. 01
12‐Sep Wk.Ago Mth.Ago YearAgo
CallRate 6.45% 6.31% 6.37% 5.83%
CBLO 6.32% 6.21% 6.40% 5.84%
Repo 6.50% 6.50% 6.50% 6.00%
ReverseRepo 6.25% 6.25% 6.25% 5.75%
91DayT‐Bill 7.09% 6.78% 6.69% 6.08%
364DayT‐Bill 7. 66% 7.35% 7.21% 6.23%
10YearGilt 8.13% 8.05% 7.75% 6.56%
G‐SecVol.(Rs.Cr) 41095 42961 45273 33424
FBILMIBOR 6.59% 6.40% 6.55% 6.00%
3MonthCPRate 7.95% 7.65% 7.50% 6.65%
5YearCorpBond 8.95% 8.80% 8.61% 7.33%
1MonthCDRate 7.12% 6.36% 6.62% 6.09%
3MonthCDRate 7.25% 7.18% 7.18% 6.14%
1YearCDRate 8.39% 8.07% 8.02% 6.50%
Currency 12‐Sep Prev_Day Change
USD/INR 72.75 72.32 0.43
GBP/INR 94.62 94.42 0.20
EURO/INR 84.32 84.08 0.25
JPY/INR 0.65 0.65 0.00
Commodity 13‐Sep WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 68.55 67.76 67. 20 49.25
BrentCrude($/bl) 77.60 75.74 69.81 56.41
Gold($/oz) 1201 1200 1193 1323
Gold(Rs./10gm)* 30478 30274 29477 29876
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• Bond yields lowered as rupee rebound and concerns over inflationary
pressure eased. The August inflation number is expected to be lower‐
than‐anticipated. These factors coupled together more than
compensated the adverse impact of the surge in crude oil price.
• Yield on the 10‐year benchmark paper (7.17% GS 2028) eased 5 bps to
close at 8.13% from the previous closing of 8.18% after trading in a range
of 8.11% to 8.23%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,696 crore (gross) on Sep 12 compared with a
borrowing of Rs. 15,579 crore (gross) on Sep 11. Sale of securities under
the Reserve Bank of India’s (RBI) reverse repo window stood at Rs.
29,300 crore on Sep 11.
• Banks borrowed Rs. 101 crore under the central bank’s Marginal
Standing Facility on Sep 11 compared with borrowing of Rs. 6,110 crore
on Sep 10.
• Gold prices were slightly higher on the back of rising U.S.‐China trade
• Brent crude prices lowered following a report from International
Energy Agency that revealed global oil supply touched record high in
August, reaching 100 million barrels a day.
• According to Federal Reserve’s Beige Book, the
U.S. economy expanded at a moderate pace till the end of Aug 2018.
Dallas registered relatively brisk growth. Philadelphia, St. Louis, and
Kansas City saw below average growth.
• According to the Bank of Japan, producer prices in Japan were flat in
Aug 2018 and below expectations for a 0.1% rise. Producer prices had
increased 0.4% in Jul 2018. On an annual basis, producer prices increased
3%, which is less than expectations for 3.1%.
• Nifty Sep 2018 Futures settled at 11,417.35, a premium of 47.45 points,
above the spot closing of 11,369.90. The turnover on NSE’s Futures and
Options segment improved to Rs. 22,61,844.45 on Sep 12 compared with
Rs. 12,62,935.13 on Sep 11.
•ThePut‐Call ratio stood at 0.75, compared with the previous session’s
close of 0.80.
•TheNiftyPut‐Call ratio stood at 1.29 compared with the previous
session’s close of 1.25.
• Open interest on Nifty Futures stood at 28.43 million as against the
previous session’s close at 28.86 million.
• The Indian rupee recovered against the greenback following news that
the Indian Prime Minister may consider undertaking steps to address the
recent slide witnessed by the domestic currency.
• The euro gained against the greenback as the latter weakened afte
data revealed that the U.S. consumer prices rose 0.2% in Aug, which was
lower than the forecast. Euro was last seen at $1.1642, up 0.15% from the
previous close of $1.1624.