(RsCr) Buy Sell OpenInt.
IndexFutures 4603.94 6408.31 25913.49
IndexOptions 61227.98 64739.03 90028.85
StockFutures 21715.08 20638.07 75716.35
StockOptions 13600.14 13370.42 9872.60
Total 101147.14 105155.83 201531.29
23‐Jan Prev_Day Change
PutCallRatio(OI) 1.89 1.79 0.10
PutCallRatio(Vol) 1.10 1.17 ‐0.07
23‐Jan Wk.Ago Mth.Ago YearAgo
CallRate 5.89% 5.88% 5.97% 5.96%
CBLO 6.00% 5.93% 5.71% 5.98%
Repo 6.00% 6.00% 6.00% 6.25%
ReverseRepo 5.75% 5.75% 5.75% 5.75%
91DayT‐Bill 6.32% 6.27% 6.18% 6.22%
364DayT‐Bill 6.46% 6.53% 6.37% 6.16%
10YearGilt 7.41% 7.55% 7.27% 6.45%
G‐SecVol.(Rs.Cr) 51143 27684 38674 30220
1MonthCPRate 6.89% 6.89% 6.89% 6.75%
3MonthCPRate 7.58% 7.48% 7.03% 7.08%
5YearCorpBond 7.78% 7.80% 7.62% 7.10%
1MonthCDRate 6.25% 6.23% 6.35% 6.21%
3MonthCDRate 7.16% 6.96% 6.45% 6.41%
1YearCDRate 7.44% 7.23% 6.90% 6.56%
Currency 23‐Jan Prev_Day Change
USD/INR 63.77 63.89 ‐0.12
GBP/INR 89.20 88.60 0.61
EURO/INR 78.22 78.12 0. 09
JPY/INR 0.58 0.58 0.00
Commodity 23 ‐Jan WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 64.40 63.77 58.24 52.72
BrentCrude($/bl) 70.05 69.64 64.95 54.64
Gold($/oz) 1341 1339 1275 1217
Gold(Rs./10gm) 30058 30056 28686 29259
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• Bond yields fell after the government stated that it will sell lower than
scheduled amount of debt at the auction this week. Meanwhile, the
bond sentiment has improved since last week after the government
lowered its additional borrowing for FY18.
• Yield on the existing 10‐year benchmark paper (6.79% GS 2027) fell 5
bps to close at 7.41% as against previous session’s close of 7.46%.
•Yieldonthenew10‐year benchmark paper (7.17% GS 2028) fell 1 bps
to close at 7.25% as against previous session close of 7.26%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 13,572 crore (gross) on Jan 2 3 compared with
Rs. 11,722 crore on Jan 22. Sale of sec u rities under the Reserve Bank of
India’s (RBI) reverse repo window stood at Rs. 6,907 crore on Jan 22.
• The International Monetary Fund (IMF) upgraded its global growth
expectation for 2018 and 2019, reflecting acceleration in global
economic activity and the impact of U.S. tax policy changes. Global
output is expected to grow by 3.9% for both 2018 and 2019 as against
previous expectation of 3.7%.
• The ZEW indicator of economic sentiment in Germany grew 3 points to
20.4 in Jan 2018, thereby marking an ei ght‐month high. The assessment
of the current economic situation also improved in Jan and the
corresponding index surged 5.9 points to 95.2 points.
• Nifty Jan 2018 Futures were at 11,085.45, a p remium of 1.75 poi nts
above the spot closing of 11,083. 70. The turnover on NSE’s Futures and
Options segment went up from Rs. 7,31,631.19 crore on Jan 22 to Rs.
9,98,933.13 crore on Jan 23.
•ThePut‐Call ratio closed at 0.93 against the previous session’s close of
• The Nifty Put‐Call ratio stood at 1.89 against previous session’s close of
• Open interest on Nifty Futures stood at 36.14 million as against the
previous session’s close of 34.2296 million.
• The Indian rupee strengthened amid gains in domestic equity market
and greenback sales. However, gains were slightly capped amid highe
crude oil prices that drove inflation concerns. The rupee gained 0.15% to
close at 63.77 per dollar from the previous close of 63.87.
• The euro weakened against the U.S. dollar as the latter gained amid
reports that a deal to temporarily end the U.S. government shutdown was
made. Euro fell 0.18% and was trading at $1.2238, down from the
previous close of 1.2260.
• Gold prices inched up as investors remained cautious of rate decision b
the European Central Bank (ECB).
• Brent crude prices inched down ahead of the weekly data from the U.S.
on stockpiles of crude and refined products.