(RsCr) Buy Sell OpenInt.
IndexFutures 3117.64 3143.64 24486.94
IndexOptions 78803.23 78131.50 87952.86
StockFutures 13742.75 12432.91 75141.40
StockOptions 12174.31 12269.44 9654.30
Total 107837.93 105977.49 197235.50
22‐Jan Prev_Day Change
PutCallRatio(OI) 1.79 1.74 0.05
PutCallRatio(Vol) 1.17 1.27 ‐0.10
22‐Jan Wk.Ago Mth.Ago YearAgo
CallRate 5.92% 5.91% 5.97% 6.02%
CBLO 5.98% 5.92% 5.71% 4.98%
Repo 6.00% 6.00% 6.00% 6.25%
ReverseRepo 5.75% 5.75% 5.75% 5.75%
91DayT‐Bill 6.34% 6.32% 6.18% 6.21%
364DayT‐Bill 6. 31% 5.75% 6.37% 6.17%
10YearGilt 7.46% 7.44% 7. 27% 6.46%
G‐SecVol.(Rs.Cr) 32334 26753 38674 41918
1MonthCPRate 6.89% 6.88% 6.89% 6.75%
3MonthCPRate 7.58% 7.39% 7.03% 7.08%
5YearCorpBond 7.76% 7.74% 7.62% 7.13%
1MonthCDRate 6.23% 6.23% 6.35% 6.21%
3MonthCDRate 7.15% 6.89% 6.45% 6.40%
1YearCDRate 7.41% 7.15% 6.90% 6.54%
Currency 22‐Jan Prev_Day Change
USD/INR 63.89 63.72 0.17
GBP/INR 88.60 88.64 ‐0.05
EURO/INR 78.12 78.14 ‐0.02
JPY/INR 0.58 0.57 0.00
Commodity 22‐Jan WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 63.61 64.17 58.24 52.28
BrentCrude($/bl) 69.56 71.13 64.95 54.98
Gold($/oz) 1334 1340 1275 1210
Gold(Rs./10gm) 29965 29838 28686 29024
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• Bond yields fell as decrease in crude oil prices eased concerns about
inflation ahead of next week's annual budget. Also, shift to the new
benchmark paper by the traders added to the gains.
• Yield on the existing 10‐year b e nchmark paper (6.79% GS 2027) fell 2
bps to close at 7.46% as against previous session’s close of 7.48%. During
the session, bond yields traded in the range of 7.45% and 7.51%.
•Yieldonthenew10‐year benchmark paper (7.17% GS 2028) fell 3 bps
to close at 7.26% as against previous session close of 7.29%. During the
session, bond yields traded in the range of 7.25% and 7.32%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 11,722 crore (gross) on Jan 22 as compared
with Rs. 2,805 crore on Jan 19. Sale of securities under Reserve Bank of
India’s (RBI) reverse repo window stood at Rs. 29,973 crore on Jan 19.
• A preliminary report from the University of Michigan showed that U.S.
consumer sentiment index fell to 94.4 i n Jan 2018 from the final reading
of 95.9 in Dec 2017. Consumer confidence decreased as consumers
evaluated current economic conditions less favorable. The index of
consumer expectations rose to 84.8 in Jan from 84.3 in Dec.
• According to the Bank of Greece, Greece's current account deficit
narrowed significantly to EUR 954 million in Nov 2017 from EUR 1.25
billion in the corresponding month last year. The deficit on goods trade
declined to EUR 1.35 billion from EUR 1.64 billion last year.
• Nifty Jan 2018 Futures were at 10,968.00, a premium of 1.80 points
above the spot closing of 10,966.20. Th e turnover on NSE’s Fu t ures and
Options segment went down from Rs. 7,56,949.97 crore on Jan 19 to Rs.
7,31,631.19 crore on Jan 22.
•ThePut‐Call ratio closed at 0.91 against the previous session’s close of
• The Nifty Put‐Call ratio stood at 1.79 against previous session’s close of
• Open interest on Nifty Futures stood at 34.96 million as against the
previous session’s close of 34.22 million.
• The Indian rupee ended almost steady as initial losses were offset b
gains in the domestic equity market. Also, investors preferred to wait fo
a U.S. Senate vote on a stopgap funding for federal agencies. The rupee
inched down 0.03% to close at 63.87 per dollar from the previous close o
• The euro strengthened against the U.S. dollar as the latter weakened on
concerns of U.S. government shutdown. Euro grew 0.16% and was tradin
at $1.2239, up from the previous close of $1.2220.
• Gold prices traded higher as investors continued to follow the
developments on U.S. government shutdown.
• Brent crude prices traded a tad higher following comments from Saudi
Arabia that cooperation between oil producers who have cut production
to boost prices would continue beyond 2018.