(RsCr) Buy Sell OpenInt.
IndexFutures 2245.33 3315.32 23048.57
IndexOptions 92652.94 89304.18 54815.29
StockFutures 11490.31 11774.77 81313.23
StockOptions 5458.77 5477.64 7282.45
Total 111847.35 109871.91 166459.54
03‐Aug Prev_Day Change
PutCallRatio(OI) 1.73 1.65 0.08
PutCallRatio(Vol) 1.12 1.04 0.09
03‐Aug Wk.Ago Mth.Ago YearAgo
CallRate 6.37% 6.14% 6.11% 5.83%
CBLO 5.21% 6.21% 6.00% 5.87%
Repo 6.50% 6.25% 6.25% 6.00%
ReverseRepo 6.25% 6.00% 6.00% 5.75%
91DayT‐Bill 6.76% 6.70% 6.35% 6.07%
364DayT‐Bill 7. 25% 7.23% 7.11% 6.17%
10YearGilt 7.76% 7.78% 7.88% 6.43%
G‐SecVol.(Rs.Cr) 28593 18953 18157 85796
FBILMIBOR 6.46% 6.27% 6.25% 6.00%
3MonthCPRate 7.60% 7.50% 7.30% 6.61%
5YearCorpBond 8.66% 8.66% 8.83% 7.34%
1MonthCDRate 6.69% 6.88% 6.55% 6.14%
3MonthCDRate 7.03% 7.33% 6.78% 6.20%
1YearCDRate 7.96% 7.99% 8.11% 6.48%
Currency 03‐Aug Prev_Day Change
USD/INR 68.79 68.36 0.44
GBP/INR 89.52 89.52 ‐0.01
EURO/INR 79.67 79.57 0.10
JPY/INR 0.62 0.61 0.00
Commodity 03‐Aug WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 68.44 68.61 74.14 48.98
BrentCrude($/bl) 73.12 75.48 75. 46 53.34
Gold($/oz) 1213 1223 1252 1268
Gold(Rs./10gm) 29428 29722 30282 28374
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• Nifty August 2018 Futures c losed at 11,395.75, a premium of 34.95
points, above the spot closing of 11,360.80. The turnover on NSE’s
Futures and Options segment decreased to Rs. 4,72,158.52 on Aug 03
compared with Rs. 14,44,021.12 on Aug 02.
•ThePut‐Call ratio stood at 0.97 against previous session’s close of 0.81.
•TheNiftyPut‐Call ratio stood at 1.73 compared with the previous
session’s close of 1.65.
• Open interest on Nifty Futures stood at 27.46 million as against the
previous session’s close at 26.64 million.
• Bond yields rose due to fresh supply of government bonds worth Rs.
12,000 crore that came in from the auction of five government stock.
Though the Monetary Policy Committee has held a neutral stance,
alleviating concerns over the pace of monetary tightening, the inflow of
government bonds kept the yield at an elevated level.
• Yield on the 10‐year benchmark paper (7.17% GS 2028) we nt up 4 bps
to close at 7.76% as against its previous close of 7.72%. During the
session, bond yields traded in the range of 7.74% and 7.77%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 5,938 crore (gross) on Aug 3, compared with
Rs. 4,896 crore (gross) borrowed on Aug 02. Sale of securities under the
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 43,070
crore on Aug 02.
• The rupee appreciated against the greenback after the central bank of
China announced to undertake measures that would aid in maintaining
stability in yuan. The rupee improved 0.14% to close at 68.61 against t h e
previous close of 68.70.
• The euro saw a marginal rise against the greenback after a data
revealed lower‐than‐expected growth in U.S. jobs in July. Euro was last
seen trading at $1.1584, an improvement of 0.02% relative to the
previous close of $1.582.
• Gold prices improved af te r dollar edged lower as a data sh owed lower‐
than‐expected growth in the U.S. jobs market in July.
• Brent crude saw a marginal improvement though prices continued to
remain below the 74‐mark.
• Commerce Department report showed a rise in imports and fall in
exports. Thus, U.S. trade deficit widened in Jun 2018 to $46.3 billion
from $43.2 billion i n May 2018. Expectations were for $46.5 billion trade
• U.S. jobs growth came in weaker than expected in Jul 2018 as
government employment dropped. Non‐farm payroll employment
increased 157,000 jobs in J ul a fter spiking 248,000 jobs in Jun 2018.
Expectations were for employment to rise by 190,000 jobs.
• IHS Markit data showed British services sector grew at its weakest pace
in three months in Jul 2018. The IHS Markit/Chartered Institute of
Procurement & Supply Purchasing Managers' I ndex decreased more than
expected to 53.5 in Jul from 55.1 in Jun 2018.