(RsCr) Buy Sell OpenInt.
IndexFutures 11733.74 11111.96 23503.09
IndexOptions 314010.16 311948.47 63571.69
StockFutures 31484.95 30742.02 95320.53
StockOptions 8307.69 8227.23 5498.06
Total 365536.54 362029.68 187893.37
27‐Aug Prev_Day Change
PutCallRatio(OI) 1.23 1.21 0.03
PutCallRatio(Vol) 0.92 0.84 0.08
27‐Aug Wk.Ago Mth.Ago YearAgo
CallRate 5.35% 5.28% 5.56% 6.34%
T‐Repo 5.21% 5.22% 5.58% NA
Repo 5.40% 5.40% 5.75% 6.50%
ReverseRepo 5.15% 5.15% 5.50% 6.25%
91DayT‐Bill 5.42% 5.40% 5.66% 6.77%
364DayT‐Bill 5.60% 5.71% 5.90% 7.28%
10YearGilt 6.53% 6.59% 6.53% 7.89%
G‐SecVol.(Rs.Cr) 68807 54572 44495 23721
FBILMIBOR* 5.45% 5.40% 5.75% 6.55%
3MonthCPRate 5.90% 5.98% 6.35% 7.80%
5YearCorpBond 7.69% 7.77% 7.81% 8.68%
1MonthCDRate 5.33% 5.50% 5.76% 6.69%
3MonthCDRate 5.70% 5.66% 6.30% 7.23%
1YearCDRate 6.45% 6.71% 6.95% 7.99%
Currency 27‐Aug Prev_Day Change
USD/INR 71.82 72.18 ‐0.36
GBP/INR 87.75 88.60 ‐0.85
EURO/INR 79.74 80.47 ‐0.73
JPY/INR 0.68 0.69 ‐0.01
Commodity 27‐Aug WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 54.94 56.13 56.03 69.62
BrentCrude($/bl) 58.53 59.32 62.30 73.60
Gold($/oz) 1542 1507 1418 1211
Gold(Rs./10gm) 38404 37688 34781 29869
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• Bond yields rose as investors resorted to profit booking amid rumours
that a fiscal stimulus package may increase market borrowing.
• Yield on the 10‐year benchmark paper (7.26% GS 2029) rose 5 bps to
6.53% compared with the previous close of 6.48% after trading in a
range of 6.35% to 6.54%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,854 crore (gross) on Aug 27, 2019 compared
with borrowings of Rs. 4,354 crore (gross) on Aug 26, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window stood
at Rs. 20,296 crore on Aug 26, 2019.
• Banks borrowed Rs. 55 crore under the central bank’s Marginal
Standing Facility on Aug 26, 2019 compared with borrowings of Rs. 2,250
crore on Aug 26, 2019.
• A Conference Board report showed consumer confidence in the U.S.
slightly deteriorated in Aug 2019. The consumer confidence index edged
down to 135.1 in Aug after surging up to 135.8 in Jul 2019.
• Detailed results from Destatis showed Germany's economy contracted
as initially estimated in the second quarter ended Jun 2019 by 0.1% QoQ,
reversing the first quarter's 0.4% expansion, due to weak foreign
demand. There are signs that the shrinking continued into the third
quarter, pushing the biggest euro area economy to the verge of
• Nifty Aug 2019 Futures stood at 11,103.90, a discount of 1.45 points
below the spot closing of 11,105.35. The turnover on NSE’s Futures and
Options segment fell to Rs.12,57,676.17 on August 27, 2019, compared
with Rs.15,13,497.60 crore on August 26, 2019.
• The Put‐Call ratio stood at 0.87 compared with the previous session’s
close of 0.81.
• The Nifty Put‐Call ratio stood at 1.23 compared with the previous
session’s close of 1.21.
• Open interest on Nifty Futures stood at 22.61 million, compared with
the previous session’s close of 22.49 million.
• The Indian rose against the greenback following gains in the domesti
equity market as investors remained optimistic that the ongoing trade
war between U.S. and China may soon be resolved. The rupee closed at
71.48 per dollar, up 0.75% compared with the previous close 72.02.
• The euro weakened against the greenback as concerns of a worldwide
recession and global economic slowdown weighed on the market
sentiment. The euro closed at 1.1090, down 0.09% compared with the
previous close of 1.1100.
• Gold prices edged higher amid uncertainty over the fate of U.S.‐China
trade war and concerns over the global economy.
• Brent Crude prices slipped compared with its previous trading close as
concerns over the demand outlook amid the ongoing U.S.‐ China trade
war dented market sentiments.