(RsCr) Buy Sell OpenInt.
IndexFutures 3635.43 3131.64 23027.26
IndexOptions 206892.50 206634.36 58797.71
StockFutures 11811.19 12373.16 91426.52
StockOptions 5433.22 5402.67 5535.56
Total 227772.34 227541.83 178787.05
21‐Aug Prev_Day Change
PutCallRatio(OI) 0.95 1.12 ‐0.17
PutCallRatio(Vol) 0.74 0.83 ‐0.09
21‐Aug Wk.Ago Mth.Ago YearAgo
CallRate 5.32% 5.33% 5.70% 6.42%
T‐Repo 5.23% 5.35% 5.70% NA
Repo 5.40% 5.40% 5.75% 6.50%
ReverseRepo 5.15% 5.15% 5.50% 6.25%
91DayT‐Bill 5.45% 5.40% 5.64% 6.81%
364DayT‐Bill 5.70% 5.74% 5.89% 7.29%
10YearGilt 6.57% 6.63% 6.36% 7.83%
G‐SecVol.(Rs.Cr) 57433 53470 57810 26516
FBILMIBOR* 5.30% 5.45% 5.70% 6.50%
3MonthCPRate Closed 5.85% 6.35% 7.75%
5YearCorpBond 7.77% 7.92% 7.63% 8.62%
1MonthCDRate 5.56% 5.50% 5.85% 6.54%
3MonthCDRate 5.77% 5.54% 6.56% 7.18%
1YearCDRate 6.70% 6.73% 6.78% 8.03%
Currency 21‐Aug Prev_Day Change
USD/INR 71.55 71.65 ‐0.10
GBP/INR 86.89 86.78 0.11
EURO/INR 79.39 79.37 0.03
JPY/INR 0.67 0.67 0.00
Commodity 21‐Aug WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 55.60 55.11 55.39 67.27
BrentCrude($/bl) 60.89 57.35 61.18 70.84
Gold($/oz) 1502 1516 1425 1196
Gold(Rs./10gm) 37550 37574 35091 29529
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• Nifty Aug 2019 Futures stood at 10,932.65, a premium of 13.95 points
above the spot closing of 10,918.70. The turnover on NSE’s Futures and
Options segment rose to Rs.13,16,964.46 on August 21, 2019, compared
with Rs.10,69,260.44 crore on August 20, 2019.
• The Put‐Call ratio stood at 0.82 compared with the previous session’s
close of 0.87.
• The Nifty Put‐Call ratio stood at 0.95 compared with the previous
session’s close of 1.12.
• Open interest on Nifty Futures stood at 22.38 million, compared with
the previous session’s close of 21.77 million.
• Bond yields fell on expectations that Monetary Policy Committee might
cut interest rates again to boost the slowing economy. However, further
gains were capped as the investors remained on the sidelines ahead of
the release of U.S. Federal Reserve’s Jul 2019 monetary policy meeting
• Yield on the 10‐year benchmark paper (7.26% GS 2029) fell 2 bps to
6.57% compared with the previous close of 6.59% after trading in a
range of 6.54% to 6.59%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,815 crore (gross) on Aug 21, 2019 compared
with borrowings of Rs. 3,754 crore (gross) on Aug 20, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window stood
at Rs. 13,757 crore on Aug 20, 2019.
• After falling in the last two sessions, the Indian rupee rose against the
U.S. dollar as the dollar index fell from its three‐week highs ahead of the
release of the U.S. Federal Reserve’s Jul 2019 policy minutes. The rupee
rose 0.20% to close at 71.56 per dollar against the previous close of
• Euro was little changed against the U.S. dollar since Italy's Prime
Minister resigned on Aug 20,2019. Euro rose 0.03% to close at $1.1086
compared with the previous close of $1.1083.
• Gold prices dipped after the minutes of U.S. Fed’s latest policy meet
dampened speculations over a planned series of rate cuts.
• Brent crude prices regained its $60 per barrel level with investors
focusing on the political situation between U.S. and Iran.
• The minutes of U.S. Federal Reserve's latest monetary policy meeting
held in Jul 2019 showed the central bank intends to remain flexible
regarding future changes to interest rates. This comes as there is a lack
of clarity about when the risks to the U.S. economy will be resolved, Fed
• National Association of Realtors data showed U.S. existing home sales
notable rebound in Jul 2019. NAR said existing home sales jumped 2.5%
to an annual rate of 5.42 million in Jul after slumping by 1.3% to a revised
rate of 5.29 million in Jun 2019.