(RsCr) Buy Sell OpenInt.
IndexFutures 2579.08 1715.49 17515.66
IndexOptions 45282.39 45905.69 68692.03
StockFutures 8848.58 8288.32 83966.72
StockOptions 5662.87 5812.72 8795.34
Total 62372.92 61722.22 178969.75
14‐May Prev_Day Change
PutCallRatio(OI) 1.64 1.66 ‐0.02
PutCallRatio(Vol) 1.17 1.24 ‐0.07
14‐May Wk.Ago Mth.Ago YearAgo
CallRate 5.91% 5. 94% 5.86% 6.11%
CBLO 6.00% 6. 00% 4.86% 5.64%
Repo 6.00% 6. 00% 6.00% 6.25%
ReverseRepo 5.75% 5.75% 5.75% 6.00%
91DayT‐Bill 6.12% 6.22% 6.05% 6.28%
364DayT‐Bill 6. 56% 6.48% 6.47% 6.47%
10YearGilt 7.83% 7.62% 7.43% 6.73%
G‐SecVol.(Rs.Cr) 21083 25757 37876 54208
FBILMIBOR 6.01% 6.00% 6.00% 6.20%
3MonthCPRate 7. 95% 7.70% 6.67% 6.81%
5YearCorpBond 8.55% 8.41% 8.12% 7.47%
1MonthCDRate 6.61% 6.65% 6.47% 6.23%
3MonthCDRate 7.41% 7.16% 6.67% 6.42%
1YearCDRate 7.89% 7.76% 7.30% 6.78%
Currency 14‐May Prev_Day Change
USD/INR 67.32 67.22 0.10
GBP/INR 91.25 90.88 0.37
EURO/INR 80.51 80.09 0.42
JPY/INR 0.62 0.61 0.00
Commodity 14‐May WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 70.96 70.69 67. 30 47.78
BrentCrude($/bl) 79.16 75.74 73. 62 48.29
Gold($/oz) 1312 1314 1345 1228
Gold(Rs./10gm) 31427 31191 30874 28066
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• Bond y ields rose following more than expected rise in wholesale prices
in Apr 2018 and gains in crude oil prices. Both the factors also created
concerns amongst investors over accelerated consumer price inflation in
• Yield on the 10‐y ear benchmark p aper (7.17% GS 2028) r ose 10 bps to
close at 7.83% from the previous close of 7.73%. During the session,
bond yields traded in the range of 7.70% and 7.83%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 7,257 crore (gross) on May 14 compared with
Rs. 7,231 crore on May 11. Sale of securities under Reserve Bank of
India’s (RBI) reverse repo window stood at Rs. 33,950 crore on May 11.
• Banks borrowed Rs. 803 crore unde r the central bank’s Marginal
Standing Facility on May 11 as against no borrowing on May 10.
• According to a report from the Labor Department, U.S. import prices
rose less than expected by 0.3% in Apr 2018 as compared with revised
0.2% fall in Mar 2018. However, export p rices of the country rose mo re
than expected by 0.6% in Apr from 0.3% in Mar.
• According to data from the Hellenic Statistical Authority, import prices
in Greece rose 5.3% YoY in Mar 2018 as compared with 3% rise in Feb
2018. Import prices rose 1% in Mar following 1.6% fall in Feb.
• Nifty May 2018 Futures were at 10814.70 points, a premium of 8.10
points, above the spot closing of 10,806.60. The turnover on NSE’s
Futures and Options segment went up to Rs. 4,04,390.21 crore on May 14
from Rs. 3,87,111.61 crore on May 11.
•ThePut‐Call ratio stood at 0.98 against previous session’s close of 0.89.
• The Nifty Put‐Call ratio stood at 1.64 against the previous session’s
close of 1.66.
• India VIX moved up 1.94% to 14.0425 from 13.9775 in the previous
• Open interest on Nifty Futures stood at 25.68 million as against the
previous session’s close of 26.13 million.
• The Indian rupee weakened for the fourth consecutive session and
touched more than 15 month low against the U.S. dollar due to greenbac
demand from oil importers and foreign banks amid a rebound in global
crude oil prices. The rupee fell 0.27% to close at 67.51 per dollar from the
previous close of 67.33.
• Euro rose for the third consecutive session against the U.S. dollar as ris
appetite returned and m arket participants thought that the recent rally o
greenback may have ran out of steam. Euro was trading at $1.1988
compared with the previous close of $1.1942.
• Gold prices traded higher as dollar weakened against the euro.
• Brent Crude prices traded higher after OPEC stated that excess suppl
has been virtually eliminated, partly due to the ongoing supply cuts b
OPEC and accelerating global demand.