(RsCr) Buy Sell OpenInt.
IndexFutures 2585.92 1881.60 19847.72
IndexOptions 120250.33 119486.33 51500.94
StockFutures 10850.71 10658.37 79158.97
StockOptions 6728.09 6617.06 4471. 48
Total 140415.05 138643.36 154979.11
06‐Jul Prev_Day Change
PutCallRatio(OI) 1.51 1.51 0.01
PutCallRatio(Vol) 0.95 0.99 ‐0.04
06‐Jul Wk.Ago Mth.Ago YearAgo
CallRate 6.15% 6.21% 5.88% 6.03%
CBLO 4.99% 6.20% 5.71% 6.04%
Repo 6.25% 6.25% 6.25% 6.25%
ReverseRepo 6.00% 6.00% 6.00% 6.00%
91DayT‐Bill 6.33% 6.48% 6.52% 6.27%
364DayT‐Bill 7.16% 7.11% 6.99% 6.34%
10YearGilt 7.87% 7.90% 7.92% 6.54%
G‐SecVol.(Rs.Cr) 17580 27152 25056 61417
FBILMIBOR 6.19% 6.25% 5.96% 6.17%
3MonthCPRate 7.20% 7.55% 7.80% 6.68%
5YearCorpBond 8.86% 8.79% 8.67% 7.56%
1MonthCDRate 6.30% 6.81% 7.35% 6.30%
3MonthCDRate 7.00% 7.00% 7.54% 6.36%
1YearCDRate 8.12% 8.08% 8.32% 6.67%
Currency 06‐Jul Prev_Day Change
USD/INR 68.88 68.75 0.12
GBP/INR 91.14 91.07 0.07
EURO/INR 80.63 80.48 0.16
JPY/INR 0.62 0.62 0.00
Commodity 06‐Jul WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 73.73 74.08 64. 75 45.47
BrentCrude($/bl) 74.57 76.78 72.32 48.82
Gold($/oz) 1254 1252 1296 1225
Gold(Rs./10gm) 30540 30341 30660 28135
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• Nifty July 2018 Futures were at 10,778.4, a premium of 5.75 points,
above the spot closing of 10,772.65. The turnover on NSE’s Futures and
Options segment went down to Rs. 4,56,642.98 crore on Jul 6 from Rs.
15,18,097.53 crore on Jul 5.
•ThePut‐Call ratio stood at 0.85 against previous session’s close of 0.92.
•TheNiftyPut‐Call ratio remained unchanged at 1.51 against the
previous session’s close.
• Open interest on Nifty Futures stood at 22.42 million as against th e
previous session’s close at 21.99 million.
• Bond yields fell amid lower volumes after robust demand at the weekly
auction of government securities. However, i nvestors rem ained cautious
on escalating trade tensions between the U.S. and China.
•Yieldonthe10‐y ear benchmark paper (7.17% GS 2028) fell 3 bps to
close at 7.87% as against its previous close of 7.90%. During the session,
bond yields traded in the range of 7.87% and 7.90%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs . 4,492 crore ( gross) on Jul 6, compared with Rs.
3,896 crore (gross) borrowed on Jul 5. Sale of securities under the
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 46,425
crore on Jul 5.
• Banks borrowed Rs. 315 crore under the central bank’s Marginal
Standing Facility on Jul 5 compared with borrowing of Rs. 1,450 crore on
• The rupee rose against the U.S. dollar due to intervention by the
Reserve Bank of India and greenback sales by the exporters. Gains in
domestic equity market also supported the rupee. The rupee rose 0.11%
to close at 68.87 per dollar from the previous close of 68.95 per dollar.
• The euro rose against the greenback following less than expected U.S.
wage growth and increase in U.S. unemployment rate in Jun 2018. Euro
was last seen trading at $1.1758, up 0.59% from t he previous close of
• The precious metal lost its sheen after the U.S. nonfarm payrolls rose in
Jun albeit the unemployment rate stood at 4%.
• Brent crude prices moved down on concerns over higher output supply
• According to the minutes of U.S. Federal Reserve’s (Fed) Jun meeting,
despite mounting concerns over a trade war, the bank plans to continue
raising interest rates. In the meeting, it had hiked rates and announced
its projection of four rate increases in 2018 as against previous
expectation of three. The Fed maintained its outlook for three rate hikes
• According to a report from the Labor Department, U.S. non‐farm
payroll employment surged by 213,000 jobs in Jun 2018 as against an
upwardly revised increase of 244,000 jobs (223,000 jobs addition
originally reported) in May 2018. However, the unemployment rate
surged to 4% in Jun as against 3.8% in May.