(RsCr) Buy Sell OpenInt.
IndexFutures 2099.84 2580.67 25361.72
IndexOptions 44192.18 45080.18 55493.57
StockFutures 10323.07 10342.59 82376.73
StockOptions 5048.77 5132.84 7811.44
Total 61663.86 63136.28 171043.46
06‐Aug Prev_Day Change
PutCallRatio(OI) 1.70 1.73 ‐0.03
PutCallRatio(Vol) 1.10 1.12 ‐0.02
06‐Aug Wk.Ago Mth.Ago YearAgo
CallRate 6.29% 6.19% 6.15% 5.90%
CBLO 6.24% 6.24% 4.99% 5.24%
Repo 6.50% 6.25% 6.25% 6.00%
ReverseRepo 6.25% 6.00% 6.00% 5.75%
91DayT‐Bill 6.76% 6.69% 6.33% 6.10%
364DayT‐Bill 7.23% 6.95% 7.16% 6.19%
10YearGilt 7.77% 7.79% 7.87% 6.44%
G‐SecVol.(Rs.Cr) 18937 22108 17580 60615
FBILMIBOR 6.45% 6.26% 6.19% 5.95%
3MonthCPRate 7.55% 7.50% 7.20% 6.55%
5YearCorpBond 8.65% 8.66% 8.86% 7.36%
1MonthCDRate 6.60% 6.81% 6.30% 6.13%
3MonthCDRate 6.98% 7.25% 7.00% 6.19%
1YearCDRate 7.95% 7.99% 8.12% 6.48%
Currency 06‐Aug Prev_Day Change
USD/INR 68.68 68.79 ‐0.11
GBP/INR 89. 26 89.52 ‐0.26
EURO/INR 79.38 79.67 ‐0.29
JPY/INR 0.62 0.62 0.00
Commodity 06‐Aug WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 68.96 70.81 73.73 49.52
BrentCrude($/bl) 72.15 75.63 74. 57 52.97
Gold($/oz) 1206 1221 1254 1258
Gold(Rs./10gm) 29491 29773 30540 28554
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• Nifty August 2018 Futures closed at 11,414.25, a premium of 27.15
points, above the spot closing of 11,387.10. The turnover on NSE’s
Futures and Options segment increased to Rs. 5,38,996.34 on Aug 06
compared with Rs. 4,72,158.52 on Aug 03.
•ThePut‐Call ratio stood at 1.00 against previous session’s close of 0.97.
•TheNiftyPut‐Call ratio s tood at 1.70 compared with t he previous
session’s close of 1.73.
• Open interest on Nifty Futures stood at 27.64 million as against the
previous session’s close at 27.46 million.
• Bond yields inched up following weakness in the domestic currency.
Lack of fresh domestic triggers also weighed on the market sentiment.
Market participants also remained on the sidelines ahead of key retail
inflation data for Jul 2018 due Aug 13, 2018.
• Yield on the 10‐year benchmark paper (7.17% GS 2028) inched up 1
bps to close at 7.77% as against its previous close of 7.76%. 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. 4,416 crore (gross) on Aug 6, compared with
Rs. 5,938 crore (gross) borrowed on Aug 3 Sale of securities under the
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 54,516
crore on Aug 3.
• Banks borrowed Rs. 1,100 crore under the central bank’s Marginal
Standing Facility on Aug 3. On Aug 2, the central bank borrowed none.
• The rupee weakened against the greenback as ongoing trade war
tensions between U.S. and China weighed on the market sentiment.
However, gains in the domestic equity market restricted further losses.
The rupee fell 0.40% to close at 68.88 from the previous close of 68.61.
• The euro fell against the greenback as persisting trade war tensions
between U.S. and China weighed on the common bloc currency. Euro
was last seen trading at $1.1544, down of 0.20% relative to the p revious
close of $1.567.
possibility of continued rate hikes by the U.S. Federal Reserve.
• Brent crude went up after Saudi Arabia registered an unanticipated
drop in crude oil production.
• According to an Institute for Supply Management report, U.S. service
sector activity g rowth slowed more than estimated i n Jul 2018. The non‐
manufacturing index decreased to 55.7 in Jul from 59.1 in J un 2018. New
orders index dropped to 57.0 in Jul from 63.2 in Jun.
• According to the Commerce Department, exports declined and imports
increased, widening the U.S. trade deficit in Jun 2018. Trade deficit
widened to $46.3 billion in Jun from a $43.2 billion in May, which is
slightly lower than estimated.
• A Sentix survey showed eurozone confidence among investors
bettered to a 3‐month high in Aug 2018 amid signs of relief in E.U.‐U.S.
trade dispute. The investor sentiment index i ncreased to 14.7 in Aug
from 12.1 in Jul 2018, the highest score since Jun 2018.