(RsCr) Buy Sell OpenInt.
IndexFutures 3763.93 3836.21 22794.61
IndexOptions 162173.47 162975.14 58489.66
StockFutures 10480.85 10807.84 91168.59
StockOptions 4801.19 4808.33 5630.33
Total 181219.44 182427.52 178083.19
20‐Aug Prev_Day Change
PutCallRatio(OI) 1.12 1.17 ‐0.05
PutCallRatio(Vol) 0.83 1.00 ‐0.17
20‐Aug Wk.Ago Mth.Ago YearAgo
CallRate 5.28% 5.31% 5.70% 6.38%
T‐Repo 5.22% 5.36% 5.70% NA
Repo 5.40% 5.40% 5.75% 6.50%
ReverseRepo 5.15% 5.15% 5.50% 6.25%
91DayT‐Bill 5.40% 5.35% 5.64% 6.79%
364DayT‐Bill 5.71% 5.54% 5.89% 7.28%
10YearGilt 6.59% 6.53% 6.36% 7.84%
G‐SecVol.(Rs.Cr) 54572 36129 57810 17078
FBILMIBOR* 5.40% 5.40% 5.70% 6.46%
3MonthCPRate Closed 5.85% 6.35% 7.75%
5YearCorpBond 7.76% 7.74% 7.63% 8.66%
1MonthCDRate 5.50% 5.53% 5.85% 6.53%
3MonthCDRate 5.66% 5.74% 6.56% 7.18%
1YearCDRate 6.71% 6.67% 6.78% 8.01%
Currency 20‐Aug Prev_Day Change
USD/INR 71.65 71.34 0.31
GBP/INR 86.78 86.80 ‐0.02
EURO/INR 79.37 79.14 0.23
JPY/INR 0.67 0.67 0.00
Commodity 20‐Aug WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 56.13 57.00 55.39 66.45
BrentCrude($/bl) 59.32 60.04 61.18 70.30
Gold($/oz) 1507 1501 1425 1190
Gold(Rs./10gm) 37688 37799 35091 29381
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• Nifty Aug 2019 Futures stood at 11,028.10, a premium of 11.10 points
above the spot closing of 11,017.00. The turnover on NSE’s Futures and
Options segment increased to Rs. 10,69,260.44 on August 20, 2019,
compared with Rs. 8,73,914.63 crore on August 19, 2019.
• The Put‐Call ratio stood at 0.87 compared with the previous session’s
close of 0.93.
• The Nifty Put‐Call ratio stood at 1.12 compared with the previous
session’s close of 1.17.
• Open interest on Nifty Futures stood at 21.77 million, compared with
the previous session’s close of 21.25 million.
• Bond yields remained unchanged amid concerns over the
government’s fiscal package and weakness in the local currency.
• Yield on the 10‐year benchmark paper (7.26% GS 2029) remained
unchanged at 6.59% compared with the previous close after trading in a
range of 6.58% to 6.64%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,754 crore (gross) on Aug 20, 2019 compared
with borrowings of Rs. 3,819 crore (gross) on Aug 19, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window stood
at Rs. 23,937 crore on Aug 19, 2019.
• Banks did not borrow under the central bank’s Marginal Standing
Facility on Aug 19, 2019 compared with borrowings of Rs. 3,611 crore on
Aug 16, 2019.
• The rupee fell against the U.S. dollar following losses in the domestic
equity market and greenback purchases by foreign banks most likely for
• The euro rose against the greenback as the investor risk sentiment
improved on hopes that central banks across the globe may adopt new
stimulus measures to counter a possible global economic slowdown.
• Gold prices rose as the greenback remained under pressure ahead of
the release of the meeting minutes of the U.S. Federal Reserve monetary
policy review which was held in Jul 2019 and Aug 2019.
• Brent crude prices fell after the Organization of the Petroleum
Exporting Countries downgraded global oil demand growth in 2019.
• According to market research group Kantar, U.K. grocery sales were flat
YoY in the 12 weeks to Aug 11, 2019, suggesting that supermarkets are
struggling to grow. In the 12 weeks to July 14, supermarket sales had
dropped 0.5% YoY, marking the first fall since Jun 2016. Kantar said the
tough comparisons with 2018's strong summer continues.
• Eurostat data showed euro zone construction output remained
unchanged in Jun 2019 after easing for three straight months.
Production was flat after decreasing 0.5% in May 2019 and 1.5% in Apr
2019. Building output gained 0.3%, while civil engineering fell 0.5%. On a
yearly basis, construction output growth eased to 1% in Jun from 1.7 % in
May. This was the weakest expansion in five months.