(RsCr) Buy Sell OpenInt.
IndexFutures 2892.08 3390.98 15392.86
IndexOptions 74570.83 75336.76 60517.12
StockFutures 12840.41 13668.58 79500.38
StockOptions 5922.83 5903.45 6043.88
Total 96226.15 98299.77 161454.24
06‐Jun Prev_Day Change
PutCallRatio(OI) 1.40 1.33 0.07
PutCallRatio(Vol) 0.90 0.89 0.01
06‐Jun Wk.Ago Mth.Ago YearAgo
CallRate 5.88% 5.90% 5.92% 6.10%
CBLO 5.71% 5.84% 5.93% 6.19%
Repo 6.25% 6.00% 6.00% 6.25%
ReverseRepo 6.00% 5.75% 5.75% 6.00%
91DayT‐Bill 6.52% 6.40% 6.23% 6.28%
364DayT‐Bill 6.99% 6.90% 6.60% 6.40%
10YearGilt 7.92% 7.78% 7.73% 6.64%
G‐SecVol.(Rs.Cr) 25056 23584 14125 38503
FBILMIBOR 5.96% 5.99% 6.00% 6.25%
3MonthCPRate 7.80% 7.90% 7.65% 6.68%
5YearCorpBond 8.72% 8.59% 8.45% 7.71%
1MonthCDRate 7.35% 6.82% 6.62% 6.29%
3MonthCDRate 7.54% 7.33% 7.17% 6.40%
1YearCDRate 8.32% 8.25% 7.84% 6.82%
Currency 06‐Jun Prev_Day Change
USD/INR 67.04 67.18 ‐0.14
GBP/INR 89.95 89.43 0.52
EURO/INR 78.68 78.54 0.14
JPY/INR 0.61 0.61 0.00
Commodity 06‐Jun WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 64.75 68.24 69.66 48.08
BrentCrude($/bl) 72.32 76.18 75.74 47.75
Gold($/oz) 1296 1301 1315 1294
Gold(Rs./10gm) 30660 30924 31003 29323
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• Nifty June 2018 Futures were at 10686.25 points, a premium of 1.60
points, over the s pot closing of 10,684.65. The turnover on NSE’s Futures
and Options segment went up to Rs. 8,29,823.12 crore on June 6 from
Rs. 6,15,927.64 crore on June 5.
•ThePut‐Call ratio stood at 0.78 against previous session’s close of 0.77.
• The Nifty Put‐Call ratio stood at 1.40 against the previous session’s
close of 1.33.
• Open interest on Nifty Futures stood at 21.39 million as against the
previous session’s close at 21.10 million.
• Bond yields surged after the Monetary Policy Committee (MPC) hiked
key interest rate for the first time since Jan 2014. MPC increased repo
rates b y 25 basis points to 6.25%.
• Yield on t he 10‐year benchmark paper (7.17% GS 2028) rose 9 bps to
close at 7.92% from the previous close of 7.83%. During the session,
bond yields traded in the range of 7.82% and 7.93%.
• RBI conducted the auction of 91‐, 182‐ and 364‐days Treasury Bills f or
the notified amount of Rs. 7,000 crore, Rs. 4,000 crore and Rs. 4,000
crore, respectively. The cut‐off for 91‐, 182‐ and 364‐days T‐Bill stood at
Rs. 98.40 (6.52%), Rs. 96.71 (6.82%) and Rs. 93.48 (6.99%), respectively.
• RBI has announced the rate of interest on the Floating Rate Bonds,
2031 (FRB 2031) applicable for the half y ear Jun 7, 2018 to Dec 6 , 2018 at
6.79% per annum.
• The Indian rupee rose against the greenback after the Monetary Policy
Committee retained its neutral stance on monetary policy even though it
increased key policy rate by 25 bps. The rate hike was already factored in
by market participants.
• The euro surged against the greenback amid reports that the European
Central Bank may tighten its monetary stimulus program as euro zone
inflation was rising back to its target.
• Gold prices inched up on weak dollar against the euro.
• Brent crude prices gained ahead of the U.S. crude oil inventories data
from the U.S. Energy Information Administration (EIA). Additionally, the
American Petroleum Institute said that U.S. oil inventories fell by 2
million barrels last week.
• According to a report released by the Institute for Supply
Management, the U.S. non‐manufacturing index rose more than
expected to 58.6 in May 2018 from 56.8 in Apr 2018. The more than
expected rise was due to significant increase in business activity i ndex
during the month.
• According to data from IHS Markit, Germany’s construction Purchasing
Managers’ Index rose to 53.9 in May 2018 from 50.9 in Apr 2018.
Amongst its components, both residential and commercial sectors rose
in May, while civil engineering activity fell.