(RsCr) Buy Sell OpenInt.
IndexFutures 6970.38 7123.23 25924.56
IndexOptions 128205.15 124588.06 85655.71
StockFutures 28350.08 29135.30 95466.98
StockOptions 5722.17 5802.47 9590.26
Total 169247.78 166649.06 216637.51
26‐Mar Prev_Day Change
PutCallRatio(OI) 1.64 1.46 0.18
PutCallRatio(Vol) 0.96 0.86 0.10
26‐Mar Wk.Ago Mth.Ago YearAgo
CallRate 6.15% 6.20% 6.19% 5.98%
T‐Repo 5.98% 6.14% 6.19% NA
Repo 6.25% 6.25% 6.25% 6.00%
ReverseRepo 6.00% 6.00% 6.00% 5.75%
91DayT‐Bill 6.26% 6.26% 6.28% 6.12%
364DayT‐Bill 6.36% 6.40% 6.43% 6.47%
10YearGilt 7.34% 7.38% 7.42% 7.62%
G‐SecVol.(Rs.Cr) 38231 30753 19749 16519
FBILMIBOR* 6.25% 6.30% 6.39% 6.05%
3MonthCPRate 7.55% 7.45% 7.75% 7.39%
5YearCorpBond 8.41% 8.48% 8.37% 8.24%
1MonthCDRate 7.49% 7.22% 6.73% 7.02%
3MonthCDRate 7.18% 7.29% 7.33% 6.83%
1YearCDRate 7.42% 7.41% 7.68% 7.39%
Currency 26‐Mar Prev_Day Change
USD/INR 68.85 68.99 ‐0.14
GBP/INR 90.77 90.87 ‐0.10
EURO/INR 77.87 77.97 ‐0.11
JPY/INR 0.63 0.63 0.00
Commodity 26‐Mar WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 59.82 59.07 55.35 65.48
BrentCrude($/bl) 68.10 67.47 65.05 68.40
Gold($/oz) 1315 1306 1329 1353
Gold(Rs./10gm) 31987 31952 33264 30756
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• Nifty Mar 2019 Futures were at 11,510.70, a premium of 27.45 points,
over the spot closing of 11,483.25. The turnover on NSE’s Futures and
Options segment rose to Rs. 11,71,155.12 crore on Mar 26, 2019,
compared with Rs. 8,26,876.46 crore on Mar 25, 2019.
• The Put‐Call ratio stood at 0.80, compared with the previous session’s
close of 0.81.
• The Nifty Put‐Call ratio stood at 1.64 compared with the previous
session’s close of 1.46.
• Open interest on Nifty Futures stood at 25.00 million as against the
previous session’s close at 24.24 million.
• Bond yields rose as market participants resorted to profit booking
ahead of the release of the government’s heavy borrowing schedule of
Rs. 7.1 trillion for the next fiscal starting Apr 1, 2019.
• Yield on the new 10‐year benchmark paper (7.26% GS 2029) rose 2 bps
to close at 7.34% compared with the previous session’s close of 7.32%
after trading in the range of 7.32% to 7.34%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,881 crore (gross) on Mar 26, 2019, compared
with Rs. 5,819 crore (gross) as on Mar 25, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 55,932
crore on Mar 25, 2019.
• Banks borrowed Rs. 201 crore under the central bank’s Marginal
Standing Facility on Mar 25, 2019 compared with no borrowings on Mar
• The Indian rupee appreciated against the U.S. dollar following
greenback sales by exporters. However, the local unit’s upside was
limited by dollar/rupee swap auction conducted by the RBI. The rupee
closed at 68.86 a dollar compared with the previous close of 68.94.
• The euro improved against the greenback, supported by better‐than‐
expected data on business climate index from Germany for Mar 2019.
The euro was last seen trading at 1.1319 a dollar compared with the
previous close of 1.1311.
• Gold prices edged lower as investors risk taking appetite improved with
the recovery in U.S. 10‐year Treasury yields.
• Brent Crude prices surged as tension over a likely U.S. recession
alleviated following improvement in U.S. 10‐year Treasury yields.
• According to a report from GfK, Germany’s forward‐looking consumer
confidence index declined to 10.4 for Apr 2019 from revised 10.7 in Mar
2019. The decline reflects easing in households' income expectations and
the propensity to buy. Meanwhile, the economic expectations index of
the survey rose seven points to 11.2 in Mar 2019 and the income
expectations index fell 4.1 points to 55.9 in Mar.
• A report from the statistical office INSEE showed that France’s factory
confidence indicator declined to 102 from 103 in the previous month.
Manufacturers' assessment of the past activity, export order books, and
employment weakened and the production expectations slightly