(RsCr) Buy Sell OpenInt.
IndexFutures 1913.93 1848.01 21751.64
IndexOptions 47779.28 47630.31 52163.13
StockFutures 13604.89 12993.71 80043.86
StockOptions 6818.34 6531.08 5859.60
Total 70116.44 69003.11 159818.23
01‐Aug Prev_Day Change
PutCallRatio(OI) 1.73 1.72 0.02
PutCallRatio(Vol) 1.11 1.07 0.04
01‐Aug Wk.Ago Mth.Ago YearAgo
CallRate 6.17% 6.24% 6.21% 6.11%
CBLO 6.19% 6.31% 6.20% 6.19%
Repo 6.50% 6.25% 6.25% 6.25%
ReverseRepo 6.25% 6.00% 6.00% 6.00%
91DayT‐Bill 6.77% 6.69% 6.48% 6.11%
364DayT‐Bill 7.26% 7.26% 7.11% 6.22%
10YearGilt 7.70% 7.79% 7.90% 6.44%
G‐SecVol.(Rs.Cr) 55981 15005 27152 61724
FBILMIBOR 6.25% 6.41% 6.25% 6.25%
3MonthCPRate 7.65% 7.85% 7.55% 6.59%
5YearCorpBond 8.58% 8.73% 8.79% 7.42%
1MonthCDRate 6.78% 6.75% 6.81% 6.23%
3MonthCDRate 7.40% 7.24% 7.00% 6.21%
1YearCDRate 8.10% 8.02% 8.08% 6.53%
Currency 01‐Aug Prev_Day Change
USD/INR 68.61 68.61 0.00
GBP/INR 89.93 90.09 ‐0.15
EURO/INR 80.12 80.37 ‐0.25
JPY/INR 0.61 0.62 0.00
Commodity 01‐Aug WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 68.42 70.78 74.08 49.14
BrentCrude($/bl) 72.92 74.31 76. 78 51.04
Gold($/oz) 1215 1231 1252 1269
Gold(Rs./10gm) 29664 29904 30341 28544
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• Nifty August 2018 Futures closed at 11,374.30, a premium of 28.10
points, above the spot closing of 11,346.20. The turnover on NSE’s
Futures and Options segment increased to Rs. 9,15,343.18 on Aug 01
compared with R s. 5,29,372.26 on Jul 31.
•ThePut‐Call ratio stood at 0.94 against previous session’s close of 0.97.
•TheNiftyPut‐Call ratio stood at 1.72 compared with the previous
session’s clo se of 1.73.
• Open interest on Nif ty Futures st ood at 27.01 million as against the
previous session’s close at 26. 10 million.
• Bond yields declined after the Monetary Policy Committee’s (MPC)
commentary in the third bi‐monthly monetary policy for FY19 pacified
concerns regarding the pace of monetary tightening to some extent.
Meanwhile, MPC increased repo rate by 25 bps as expected and
maintained neutral stance in the third bi‐monthlymonetarypolicyfor
FY19. Moreover, fall in crude oil prices further added to the gains.
• Yield on the 10‐year benchmark paper (7.17% GS 2028) went down 7
bps to close at 7.70% as against its previous close of 7.77%. During the
session, bond yields traded in the range of 7.70% and 7.85%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs.7,756 crore (gross) on Aug 1, compared with Rs.
14,301 crore (gross) borrowed on Jul 31. Sale of securities under the
Reserve Bank of India’s (RBI) reverse repo window s tood at Rs. 15,221
crore on Jul 31.
• The rupee rose against the greenback as the latter remained under
pressure ahead of the outcome of the U.S. Federal Reserve monetary
policy review due Aug 1, 2018. The outcome of the third bi‐monthly
monetary policy review came i n line with market expectations which also
boosted the rupee.
• The euro was n early steady against the greenback as market
participants preferred to stay on sidelines ahead of the U.S. Federal
Reserve monetary policy review due on Aug 1.
• Gold prices marginally fell as market participants were cautious ahead
of the U.S. Federal Reserve p olicy rate decision.
• Brent crude declined after an industry report from American
Petroleum Institute revealed crude oil inventory of 5.59 million barrels
relative to market estimates for 2.8 m illion barrels.
• A report from the Conference Board showed that U.S. consumer
confidence index e dged up to 127.4 in Jul 2018 from an upwardly r evised
127.1 (126.4 originally reported) in Jun 2018. The increase reflects
improvement in consumers' ass essment of present‐day conditions and
the present situation index surged to 165.9 in Jul from 161.7 in Jun 2018.
• A report from the IHS M arkit and Chartered Institute of Procurement &
Supply showed that U.K.’s manufacturing Purchasing Managers' Index
fell to 54.0 in Jul 2018 from 54.3 in Jun 2018.
• According to a report from the IHS Markit, Eurozone’s Purchasing
Managers' Index came in in line with preliminary expectations and
surged to 55.1 in Jul 2018 a s against 54.9 in J un 2018.