(RsCr) Buy Sell OpenInt.
IndexFutures 2589.73 3300.08 22232.32
IndexOptions 67175.64 65480.54 75100.33
StockFutures 10237.60 10519.73 84973.39
StockOptions 7708.87 7625.20 10321.31
Total 87711.84 86925.55 192627.35
20‐Jun Prev_Day Change
PutCallRatio(OI) 1.56 1.47 0.08
PutCallRatio(Vol) 1.00 0.96 0.04
20‐Jun Wk.Ago Mth.Ago YearAgo
CallRate 6.24% 6.08% 5.97% 6.08%
CBLO 6.28% 6.14% 5.98% 6.20%
Repo 6.25% 6.25% 6.00% 6.25%
ReverseRepo 6.00% 6.00% 5.75% 6.00%
91DayT‐Bill 6.44% 6.43% 6.30% 6.20%
364DayT‐Bill 7.07% 7.02% 6.80% 6.38%
10YearGilt 7.83% 7.93% 7.83% 6.45%
G‐SecVol.(Rs.Cr) 27777 27689 37693 55434
FBILMIBOR 6.30% 6.25% 6.04% 6.25%
3MonthCPRate 7.55% 7.75% 8.30% 6.70%
5YearCorpBond 8.71% 8.72% 8.55% 7.52%
1MonthCDRate 6.86% 6.99% 6.90% 6.28%
3MonthCDRate 6.89% 7.16% 7.70% 6.35%
1YearCDRate 8.10% 8.44% 8.14% 6.66%
Currency 20‐Jun Prev_Day Change
USD/INR 68.08 68.15 ‐0.07
GBP/INR 89.60 90.31 ‐0.71
EURO/INR 78.83 79.16 ‐0.33
JPY/INR 0.62 0.62 0.00
Commodity 20‐Jun WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 65.92 66.63 71.18 43.29
BrentCrude($/bl) 73.59 74.16 79.37 43.02
Gold($/oz) 1268 1299 1292 1243
Gold(Rs./10gm) 30589 30385 30921 28531
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• Nifty Jun 2018 Futures were at 10790.65 points, a premium of 18.60
points, above the spot closing of 10,772.05. The turnover on NSE’s
Futures and Options segment we nt up to Rs. 8,87,651.18 crore on Jun 20
from Rs. 6,67,240.74 crore on Jun 19.
•ThePut‐Call ratio stood at 0.94 against previous session’s close of 0.95.
• The Nifty Put‐Call ratio stood at 1.56 against the previous session’s
close of 1.47.
• Open interest on Nifty Futures stood at 26.00 million as against the
previous session’s close of 25.97 million.
• Bond yields fell after the Reserve Bank of India (RBI) announced to buy
government securities to the tune of Rs. 10,000 crore t hrough an open
market operation on Jun 21, 2018, to inject liquidity into the banking
system. However, further gains were capped as market participants
remained on the sidelines and awaited the minutes of the Monetary
Policy Committee’s Jun meeting for further cues on the extent and pace
of future rate hikes.
•Yieldonthe10‐year benchmark paper (7.17% GS 2028) dropped 3 bps
to close at 7 .83% from the previous close of 7.86%. During the session,
bond yields traded in the range of 7.79% and 7.85%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 19,796 crore (gross) on Jun 20, compared with
Rs. 12,201 crore (gross) on Jun 19. Sale of securities un der RBI’s reverse
repo window stood at Rs. 7,890 crore on Jun 19.
• The rupee rose against the greenback following gains in the domestic
equity market. Selling of the greenback by banks and ex porters further
boosted the domestic currency. The rupee rose 0.45% to close at 68.07
per dollar from the previous close of 68.38 per dollar.
• The euro inched down against the greenback after the U.S. Federal
Reserve chief advocated the c ase for gradual U.S. interest ra te increases
as the economy improves further. Euro was trading at $1.1581, down
0.06% from the previous close of 1.1588.
• Gold prices inched down as the People’s Bank of China hinted that
policymakers would take necessary measures to stabilise the nation’s
stock markets if required.
• Brent crude prices gained after U.S. oil inventories fell by 3.0 million
barrels for the week ended Jun 15.
• According to a report from the Commerce Department, U.S. housing
starts su r passed market expectations and grew 5% to an a n nual rate o f
1.350 million in May 2018 as against a decline of 3.1% to a revised rate of
1.286 million (1.287 million originally reported) in Apr 2018. This marked
the highest annual rate since Jul 2007. The increase reflects significant
increases in both single‐family and multi‐family starts.
• A report from Westpac showed that the Westpac‐Melbourne Institute
Leading index fell to +0.11% in May 2018 from +0.83% in Apr 2018.