(RsCr) Buy Sell OpenInt.
IndexFutures 2583.78 2525.75 20918.64
IndexOptions 156689.82 153932.39 59737.97
StockFutures 9731.03 10220.81 84906.48
StockOptions 5154.33 5263.12 4487.19
Total 174158.96 171942.07 170050.28
18‐Jun Prev_Day Change
PutCallRatio(OI) 1.14 1.09 0.05
PutCallRatio(Vol) 0.92 0.82 0.10
18‐Jun Wk.Ago Mth.Ago YearAgo
CallRate 5.75% 5.70% 5.99% 6.17%
T‐Repo 5.64% 5.67% 5.95% NA
Repo 5.75% 5.75% 6.00% 6.25%
ReverseRepo 5.50% 5.50% 5.75% 6.00%
91DayT‐Bill 5.92% 5.95% 6.32% 6.41%
364DayT‐Bill 6.07% 6.03% 6.43% 7.06%
10YearGilt 6.81% 7.04% 7.36% 7.88%
G‐SecVol.(Rs.Cr) 137594 51147 32164 30799
FBILMIBOR* 5.90% 5.80% 6.05% 6.24%
3MonthCPRate 6.70% 6.65% 7.25% 7.60%
5YearCorpBond 7.99% 8.07% 8.38% 8.78%
1MonthCDRate 5.98% 5.68% 7.24% 6.78%
3MonthCDRate 6.36% 6.31% 7.07% 7.06%
1YearCDRate 7.21% 7.25% 7.29% 8.07%
Currency 17‐Jun Prev_Day Change
USD/INR 69.84 69.56 0.39
GBP/INR 87.89 88.20 ‐0.35
EURO/INR 78.27 78.43 ‐0.20
JPY/INR 0.64 0.64 0.12
Commodity 18‐Jun WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 53.81 53.25 62.72 65.91
BrentCrude($/bl) 64.79 65.00 74.93 74.34
Gold($/oz) 1346 1327 1277 1278
Gold(Rs./10gm) 32918 32331 31911 30693
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• Bond yield fell as market sentiments were high ahead of the two‐day
Federal Reserve policy meeting. Traders and banks were found making
bond purchases in anticipation for further rally in bond prices.
• Yield on the 10‐year benchmark paper (7.26% GS 2029) moved down 12
bps to close at 6.81% compared with the previous close of 6.93% after
trading in a range of 6.81% to 6.92%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 13,523 crore (gross) on Jun 18, 2019, compared
with Rs. 4,662 crore (gross) as on Jun 17, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 8,393
crore on Jun 17, 2019.
• Banks borrowed Rs. 6,511 crore under the central bank’s Marginal
Standing Facility on Jun 17, 2019 compared to that of Rs. 2,055 crore
borrowed on Jun 14, 2019.
• A National Association of Home Builders report showed U.S.
homebuilder confidence unexpectedly pulled back in Jun 2019. The
report said the NAHB/Wells Fargo Housing Market Index dropped to 64 in
Jun after jumping to 66 in May 2019.
• Latest data from Eurostat showed euro zone inflation slowed sharply in
May 2019 to its lowest level in over a year and core price growth eased
below 1%. Inflation slowed to 1.2% in May from 1.7% in Apr 2019. The
latest inflation rate was the lowest since Apr last year, when it was at the
• Nifty Jun 2019 Futures were at 11,700.50, a premium of 9.00 points,
above the spot closing of 11,691.50. The turnover on NSE’s Futures and
Options segment increased to Rs. 11,74,332.30 crore on Jun 18, 2019,
compared with Rs. 8,02,265.21 crore on Jun 17, 2019.
• The Put‐Call ratio stood at 0.88 compared with the previous session’s
close of 0.86.
• The Nifty Put‐Call ratio stood at 1.14 compared with the previous
session’s close of 1.09.
• Open interest on Nifty Futures stood at 20.95 million, compared with
the previous session’s close of 20.92.
• The Indian rupee strengthened against the greenback ahead of the U.S.
Federal Reserve policy meeting, which is expected to adopt policy easing
measures. The rupee closed at 69.70 a dollar, up 0.29% compared with the
previous close of 69.90.
• The euro edged lower against the greenback after the European Central
Bank’s chief hinted at policy easing bets through policy rate cuts or asset
acquisition in case inflation does not come in around the target. The euro
was last seen trading at 1.1193, down 0.21% compared with the previous
close of 1.1217.
• Gold prices inched up as greenback weakened ahead of the Federal
Reserve’s two‐day policy meeting.
• Brent crude prices continued to move down on worries over economic
slowdown amid rising international trade disputes. This raised demand
concerns for oil.