(RsCr) Buy Sell OpenInt.
IndexFutures 2945.37 2579.81 20532.56
IndexOptions 158008.75 156952.88 56940.56
StockFutures 9811.55 10484.32 85562.43
StockOptions 4809.40 4854.46 4692.03
Total 175575.07 174871.47 167727.58
17‐Jun Prev_Day Change
PutCallRatio(OI) 1.09 1.26 ‐0.17
PutCallRatio(Vol) 0.82 0.90 ‐0.08
17‐Jun Wk.Ago Mth.Ago YearAgo
CallRate 5.78% 5.69% 5.99% 6.10%
T‐Repo 5.62% 5.71% 5.95% NA
Repo 5.75% 5.75% 6.00% 6.25%
ReverseRepo 5.50% 5.50% 5.75% 6.00%
91DayT‐Bill 5.93% 5.87% 6.32% 6.50%
364DayT‐Bill 6.11% 6.02% 6.43% 7.05%
10YearGilt 6.93% 7.08% 7.36% 7.89%
G‐SecVol.(Rs.Cr) 52427 56839 32164 28561
FBILMIBOR* 5.80% 5.80% 6.05% 6.25%
3MonthCPRate 6.70% 6.65% 7.25% 7.65%
5YearCorpBond 8.04% 8.09% 8.38% 8.78%
1MonthCDRate 6.06% 5.68% 7.24% 7.00%
3MonthCDRate 6.56% 6.37% 7.07% 7.04%
1YearCDRate 7.15% 7.15% 7.29% 8.46%
Currency 17‐Jun Prev_Day Change
USD/INR 69.56 69.36 0.21
GBP/INR 88.20 88.02 0.18
EURO/INR 78.43 78.37 0.06
JPY/INR 0.64 0.64 0.00
Commodity 17‐Jun WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 51.89 53.28 62.72 65.01
BrentCrude($/bl) 64.00 65.75 74.93 71.11
Gold($/oz) 1339 1328 1277 1279
Gold(Rs./10gm) 32733 32527 31911 31068
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• Bond yield fell as market participants preferred to book profits from the
recent bond rally. Investors also preferred to remain cautious and await
the outcome of the U.S. Federal Reserve monetary policy review which is
due on Jun 19, 2019.
• Yield on the 10‐year benchmark paper (7.26% GS 2029) inched up 1 bps
to close at 6.93% compared with the previous close of 6.92% after trading
in a range of 6.91% to 6.95%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 4,662 crore (gross) on Jun 17, 2019, compared
with Rs. 12,457 crore (gross) as on Jun 14, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 13,571
crore on Jun 14, 2019.
• Banks borrowed Rs. 2,055 crore under the central bank’s Marginal
Standing Facility on Jun 14, 2019 compared to that of Rs. 900 crore
borrowed on Jun 13, 2019.
• A Federal Reserve report showed U.S. industrial production rose by
more than expected in May 2019. The Fed said industrial production
climbed 0.4% in May following a revised 0.4% decrease in Apr 2019.
• Eurostat said euro zone labor costs increased at a slightly faster pace in
the first quarter. Hourly labor costs grew 2.4% YoY, slightly faster than the
2.3% increase seen in the fourth quarter. The two main components of
labor costs are wages and salaries, and non‐wage costs.
• Nifty Jun 2019 Futures were at 11,697.55, a premium of 25.40 points
above the spot closing of 11,672.15. The turnover on NSE’s Futures an
Options segment increased to Rs. 8,02,265.21crore on Jun 17, 2019
compared with Rs. 7,63,021.64 crore on Jun 14, 2019.
• The Put‐Call ratio stood at 0.86 compared with the previous session’
close of 0.92.
• The Nifty Put‐Call ratio stood at 1.09 compared with the previou
session’s close of 1.26.
• Open interest on Nifty Futures stood at 20.92 million, compared wit
the previous session’s close of 20.13.
• The Indian rupee weakened against the greenback following losses in the
domestic equity market after India imposed tariffs on certain U.S.
products. The rupee closed at 69.90 a dollar, down 0.14% compared with
the previous close of 69.80.
• The euro rose against the greenback as the latter remained under
pressure on growing possibility that the U.S. Federal Reserve might lower
interest rates in its upcoming monetary policy review. The euro was last
seen trading at 1.1241, up 0.30% compared with the previous close of
• Gold prices inched down as investors turned cautious ahead of the
Federal Reserve policy meeting.
• Brent crude prices declined on worries over economic slowdown due to
international trade disputes.