(RsCr) Buy Sell OpenInt.
IndexFutures 1758.82 2078.01 28116.06
IndexOptions 55742.80 55721.69 65520.24
StockFutures 10239.52 10233.49 86347.69
StockOptions 6195.49 6149.86 8816.04
Total 73936.63 74183.05 188800.03
18‐Dec Prev_Day Change
PutCallRatio(OI) 1.59 1.61 ‐0.02
PutCallRatio(Vol) 1.03 1.16 ‐0.13
18‐Dec Wk.Ago Mth.Ago YearAgo
CallRate 6.48% 6.54% 6.36% 6.02%
T‐Repo 6.40% 6.54% 6.29% ‐‐
Repo 6.50% 6.50% 6.50% 6.00%
ReverseRepo 6.25% 6.25% 6.25% 5.75%
91DayT‐Bill 6.60% 6.67% 6.76% 6.15%
364DayT‐Bill 7. 03% 7.07% 7.24% 6.32%
10YearGilt 7.35% 7.53% 7.82% 7.18%
G‐SecVol.(Rs.Cr) 53465 73572 25907 41416
FBILMIBOR* 6.55% 6.54% 6.50% 6.25%
3MonthCPRate 7.10% 7.40% 8.35% 6.88%
5YearCorpBond 8.28% 8.45% 8.61% 7.86%
1MonthCDRate 6.79% 7.10% 6.93% 6.22%
3MonthCDRate 6.92% 7.19% 7.65% 6.30%
1YearCDRate 8.27% 8.37% 8.17% 6.75%
Currency 18‐Dec Prev_Day Change
USD/INR 71.19 71.67 ‐0.48
GBP/INR 89.88 90.20 ‐0.32
EURO/INR 80.76 81. 07 ‐0.32
JPY/INR 0.63 0.63 0.00
Commodity 18‐Dec WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 46.07 51.60 56.44 57.12
BrentCrude($/bl) 55.20 59.75 64.13 64.82
Gold($/oz) 1249 1243 1221 1261
Gold(Rs./10gm) 31205 31616 30912 28555
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• Nifty Dec 2018 Futures were at 10935.05 points, a premium of 26.35
points, above the spot closing of 10,908.70. The turnover on NSE’s
Futures and Options segment rose to Rs. 6,95,867.95 crore on Dec 18
compared with Rs. 5,24,759.66 crore on Dec 17.
•ThePut‐Call ratio stood at 0.91.
•TheNiftyPut‐Call ra tio stood at 1.59 compared with the previous
session’s close of 1.61.
• India VIX declined 4.07% to 14.5400 compared with 15.1575 at the
previous trading session. (not updatedon NSE site)
• Open interest on Nifty Futures stood at 23.26 million as against the
previous session’s close at 22.73 million.
• Bond yields fell amid optimism amongst investors owing to strength in
domestic currency and fall in crude oil prices as a result of oversupply
concerns. Investors remained focused on the U.S. Federal Reserve policy
decision and India’s latest policy meeting minutes, both due on Dec 19,
• Yield on t he 10‐year be nc hmark paper (7.17% GS 2028) fell 11 bps to
close at 7.35% as compared to 7.46% in the previous session after
trading in the range of 7.35% to 7.44%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 6,087 crore (gross) on De c 18 compared with a
borrowing of Rs. 6,076 crore (gross) on Dec 17. Sale of sec u rities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 8,324
crore on Dec 17.
• The Indian rupee surged against the greenback and witnessed the
biggest single session gain in more than five years as global crude oil
prices plummeted to a fourteen‐month low which boosted market
• The euro rose against t he greenback as the l atter remained under
pressure ahead of the outcome of the U.S. Federal Reserve monetary
policy review due Dec 19, 2018.
• Gold prices traded flat as traders turned their attention to the U.S.
Federal Reserve monetary policy meeting, which commenced on Dec 18.
• Brent crude price dropped to more than one year low amid indications
of swelling global inventories.
• According to the National Association of Home Builders, U.S. housing
market index continued to deteriorate and fell to 56 in Dec 2018 after
falling to 60 in Nov 2018. The current reading was lowest since May
• According to the Commerce Department, U.S. housing starts surged
3.2% to an annual rate of 1.256 million in Nov 2018 from the revised
estimate of 1.217 million in Oct 2018. The increase came as construction
of multi‐family homes which was more than decrease in new
construction of single‐family homes.
• According to data from Ifo, Germany's business confidence index fell to
101 in Dec 2018 from 102 in Nov 2018. The c urrent assessment index of
the survey also fell to 104.7 in Dec from 105.4 Nov.