(RsCr) Buy Sell OpenInt.
IndexFutures 4241.89 5387.21 14780.77
IndexOptions 325508.78 324195.74 42247.61
StockFutures 13913.25 13226.66 85976.36
StockOptions 5760.26 5723.56 3076.39
Total 349424.18 348533.17 146081.13
01‐Aug Prev_Day Change
PutCallRatio(OI) 1.09 0.98 0.12
PutCallRatio(Vol) 0.79 0.88 ‐0.08
01‐Aug Wk.Ago Mth.Ago YearAgo
CallRate 5.56% 5.61% 5.74% 6.17%
T‐Repo 5.59% 5.61% 5.55% NA
Repo 5.75% 5.75% 5.75% 6.50%
ReverseRepo 5.50% 5.50% 5.50% 6.25%
91DayT‐Bill 5.53% 5.73% 5.90% 6.77%
364DayT‐Bill 5.88% 5.90% 6.10% 7.26%
10YearGilt 6.42% 6.51% 6.88% 7.70%
G‐SecVol.(Rs.Cr) 55044 63985 35844 55981
FBILMIBOR* 5.75% 5.70% 5.97% 6.25%
3MonthCPRate 6.10% 6.30% 6.90% 7.65%
5YearCorpBond 7.83% 7.81% 8.03% 8.57%
1MonthCDRate 5.44% 5.76% 5.92% 6.78%
3MonthCDRate 6.20% 6.29% 6.40% 7.40%
1YearCDRate 6.62% 6.77% 7.11% 8.10%
Currency 01‐Aug Prev_Day Change
USD/INR 69.06 68.86 0.20
GBP/INR 83.75 83.74 0.01
EURO/INR 76.31 76.84 ‐0.54
JPY/INR 0.63 0.63 0.00
Commodity 01‐Aug WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 53.59 55.85 58.88 68.42
BrentCrude($/bl) 62.04 63.31 65.66 72.92
Gold($/oz) 1445 1414 1384 1215
Gold(Rs./10gm) 34572 34943 33549 29664
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• Nifty Aug 2019 Futures stood at 11,015.35, a premium of 35.35 points
above the spot closing of 10,980.00. The turnover on NSE’s Futures and
Options segment rose to Rs. 27,99,622.77 on August 01, 2019, compared
with Rs. 15,25,426.99 crore on July 31, 2019.
• The Put‐Call ratio stood at 0.73 compared with the previous session’s
close of 0.79.
• The Nifty Put‐Call ratio stood at 0.82 compared with the previous
session’s close of 1.09.
• Open interest on Nifty Futures stood at 20.01 million, compared with
the previous session’s close of 18.55 million.
• Bond yields increased following a finance ministry official’s comment,
which increased ambiguity regarding the government’s plan for issuing
sovereign bond in the overseas market. In addition, uncertainty whether
the borrowing plan will form part of the current fiscal further dampened
• Yield on the 10‐year benchmark paper (7.26% GS 2029) rose 5 bps to
close at 6.42% compared with the previous close of 6.37% after trading
in a range of 6.38% to 6.43%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,508 crore (gross) on Aug 1, 2019 compared
with Rs. 4,645 crore (gross) borrowed on Jul 31, 2019. Sale of securities
under Reserve Bank of India’s (RBI) reverse repo window stood at Rs.
18,528 crore on Jul 31, 2019.
• The Indian rupee weakened against the greenback following U.S.
Federal Reserve chairman’s remarks that tempered expectations of a
rate easing cycle. The rupee closed at 69.05 a dollar compared with the
previous close 68.79.
• The euro gained against the greenback as the latter weakened after
U.S President reportedly stated that he would levy an additional 10%
tariff on $300 billion worth of Chinese imports on Sep 1. The euro closed
at 1.1061 compared with the previous close of 1.1074.
• Gold prices surged following renewed trade tensions between the two
• Brent crude prices fell due to concerns that the global economy would
weaken further following renewed trade tensions between U.S. and
• An Institute for Supply Management report showed growth in U.S.
manufacturing activity unexpectedly continued slowdown in Jul 2019.
The ISM Purchasing managers index dipped to 51.2 in Jul after edging
down to 51.7 in Jun 2019.
• Survey data from IHS Markit showed U.K. manufacturing sector shrank
at the fastest pace in almost six‐and‐a‐half years in Jul 2019. The factory
Purchasing Managers' Index remained unchanged at 48.0 in Jul. This is
the lowest level in almost six‐and‐a‐half years.
• Survey data from IHS Markit showed China's manufacturing sector
contracted slightly in Jul with Caixin factory PMI coming in at 49.9 from
49.4 in Jun 2019.