(RsCr) Buy Sell OpenInt.
IndexFutures 1979.80 2616.63 18649.89
IndexOptions 140156.85 137886.25 76123.05
StockFutures 10046.90 10443.95 84829.10
StockOptions 7243.55 7265.09 9027.65
Total 159427.10 158211.92 188629.69
17‐May Prev_Day Change
PutCallRatio(OI) 1.46 1.52 ‐0.06
PutCallRatio(Vol) 0.90 0.97 ‐0.07
17‐May Wk.Ago Mth.Ago YearAgo
CallRate 5.92% 5. 89% 5.86% 6.04%
CBLO 5.93% 5. 97% 5.91% 6.17%
Repo 6.00% 6. 00% 6.00% 6.25%
ReverseRepo 5.75% 5.75% 5.75% 6.00%
91DayT‐Bill 6.25% 6.26% 6.02% 6.27%
364DayT‐Bill 6.82% 6.64% 6.45% 6.47%
10YearGilt 7.88% 7.72% 7.49% 6.68%
G‐SecVol.(Rs.Cr) 14113 14375 25494 38309
FBILMIBOR 6.05% 6.05% 6.00% 6.25%
3MonthCPRate 8. 20% 7.95% 6.90% 6.81%
5YearCorpBond 8.59% 8.49% 8.18% 7.45%
1MonthCDRate 6.78% 6.68% 6.50% 6.34%
3MonthCDRate 7.46% 7.10% 6.80% 6.45%
1YearCDRate 8.09% 7.94% 7.28% 6.82%
Currency 17‐May Prev_Day Change
USD/INR 67.72 67.83 ‐0.11
GBP/INR 91.65 91.68 ‐0.04
EURO/INR 79.89 80.29 ‐0.40
JPY/INR 0.61 0.62 0.00
Commodity 17‐May WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 71.42 71.31 66.45 48.99
BrentCrude($/bl) 81.08 78.58 72.30 51.40
Gold($/oz) 1290 1321 1347 1260
Gold(Rs./10gm) 30826 31261 31099 28294
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• Nifty May 2018 Futures were at 10,696.2 points, a premium of 13.50
points, above t he spot closing of 10,682.70. The turnover on NSE’s
Futures and Options segment went up to Rs. 14,32,762.88 crore on May
17 from Rs. 11,06,656.89 cr ore on May 16.
•ThePut‐Call ratio stood at 0.87 against previous session’s close of 0.84.
• The Nifty Put‐Call ratio stood at 1.46 against the previous session’s
close of 1.52.
• India VIX moved down 0.74% t o 13.33 50 from 13.4350 in the previous
• Open i n terest on Nifty Futures remained unchanged at 24.90 million
from the previous session’s close.
• Bond yields fell after the Reserve Bank of India’s (RBI) Open Market
Operation (OMO) to purchase bonds was fully accepted, defying market
expectations for a partial subscription. Nonetheless, investors remained
cautious on the back of increasing U.S. Treasury yields and global crude
•Yieldonthe10‐y ear benchmark paper (7.17% GS 2028) fell 2 bps to
close at 7 .88% from the previous close of 7.90%. During the session,
bond yields traded in the range of 7.88% and 7.94%.
• RBI conducted OMO purchase for a notified amount of Rs. 10,000
crore, which was fully accepted. Amount acce pted for 8 .12% GS 2020,
7.72% GS 2025 and 6.79% GS 2027 bonds were Rs. 6,653 crore, Rs. 810
crore and Rs. 3,266 crore, respectively. However, no offers were
accepted for 8.24% GS 2033.
• The Indian rupee strengthened against the U.S. dollar following selling
of the greenback by state‐run banks. The rupee rose 0.14% to close at
67.70 per dollar from the previous close of 67.79.
• The euro inched down against the greenback as market participants
was cautious about the persisting political risks in Italy. Perception that
interest rates in the U.S. may go up further also strengthened the
greenback. Euro was last seen trading at $1.1804, down 0.03% compared
with its previous close $1.1807.
• Gold prices gained marginally ahead of some key economic data in the
U.S. and on uncertainty over pace of rate hike by the U.S. Federal
• Brent crude prices touched a multi‐year high on concerns over fall in
global supply following renewed U.S. sanctions on Iran.
• A report from the U.S. Federal Reserve showed that U.S. industrial
production surpassed market expectations and grew 0.7% in Apr 2018,
but remained unchanged f rom the upwardly revised gain in Ma r 2018
production was partly due to increase in utilities output that grew 1.9%
in Apr as a gainst a gain of 6.1% in Mar. Mining output surged 1.1% in Apr
and manufacturing output surged 0.5%.
• A report from the Commerce Department showed that U.S. housing
starts f ell 3.7% to an an nual rate of 1.287 million in Apr 2018 as against a
gain of 3.6% to an upwardly revised 1.336 million ( 1.319 million originally
reported) in Mar 2018.