(RsCr) Buy Sell OpenInt.
IndexFutures 6044.13 6631.38 27698.56
IndexOptions 158031.70 156622.01 73332.92
StockFutures 28627.90 29002.38 94272.19
StockOptions 6429.49 6416.93 8302.56
Total 199133.22 198672.70 203606.23
28‐May Prev_Day Change
PutCallRatio(OI) 1.28 1.26 0.01
PutCallRatio(Vol) 0.98 0.91 0.08
28‐May Wk.Ago Mth.Ago YearAgo
CallRate 5.87% 5.94% 6.12% 5.86%
T‐Repo 5.96% 5.98% 6.01% NA
Repo 6.00% 6.00% 6.00% 6.00%
ReverseRepo 5.75% 5.75% 5.75% 5.75%
91DayT‐Bill 6.17% 6.35% 6.37% 6.25%
364DayT‐Bill 6.29% 6.40% 6.46% 6.19%
10YearGilt 7.15% 7.30% 7.41% 7.74%
G‐SecVol.(Rs.Cr) 62378 23486 35362 35810
FBILMIBOR* 6.00% 6.05% 6.22% 6.02%
3MonthCPRate 6.85% 7.20% 7.50% 8.25%
5YearCorpBond 8.21% 8.31% 8.52% 8.68%
1MonthCDRate 6.47% 6.92% 7.22% 6.77%
3MonthCDRate 6.62% 7.07% 7.11% 7.91%
1YearCDRate 7.20% 7.53% 7.47% 8.23%
Currency 27‐May Prev_Day Change
USD/INR 69.43 69.61 ‐0.18
GBP/INR 88.48 88.30 0.18
EURO/INR 77.82 77.97 ‐0.15
JPY/INR 0.63 0.64 0.00
Commodity 28‐May WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 58.86 62.97 63.24 67.87
BrentCrude($/bl) 71.23 73.93 70.72 77.14
Gold($/oz) 1279 1275 1286 1298
Gold(Rs./10gm) 31710 31540 31764 30901
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• Nifty May 2019 Futures were at 11,940.75, a premium of 12.00 points,
above the spot closing of 11,928.75. The turnover on NSE’s Futures and
Options segment increased to Rs. 10,58,882.72 crore on May 28, 2019,
compared with Rs. 8,80,648.43 crore on May 27, 2019.
• The Put‐Call ratio stood at 0.96 compared with the previous session’s
close of 0.94.
• The Nifty Put‐Call ratio stood at 1.24 compared with the previous
session’s close of 1.26.
• Open interest on Nifty Futures stood at 25.40 million as against the
previous session’s close at 23.59 million.
• Bond yields fell on hopes that the Monetary Policy Committee would
lower interest rates in Jun. Expectations that the Reserve Bank of India
could continue to infuse liquidity into the Indian banking system also
added to the gains.
• Yield on the 10‐year benchmark paper (7.26% GS 2029) declined 2 bps
to 7.15% compared with the previous close of 7.17% after trading in a
range of 7.13% to 7.18%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 11,446 crore (gross) on May 28, 2019, compared
with Rs. 18,331 crore (gross) as on May 27, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 8,572
crore on May 27, 2019.
• Banks borrowed Rs. 100 crore under the central bank’s Marginal
Standing Facility on May 27, 2019 compared with borrowing of Rs. 1,615
crore on May 24, 2019.
• The Indian rupee weakened against the U.S. dollar following increase in
global crude oil prices. Month end dollar demand from oil importers and
the ongoing trade tensions further strengthened the greenback. The
rupee closed at 69.69 a dollar, down 0.28% compared with the previous
close of 69.53.
• The euro inched down against the greenback after U.S. consumer
confidence rose more than expected in May. Worries regarding the
ongoing trade tensions and political risks in Europe further strengthened
• Gold prices were nearly steady as the U.S.‐China trade conflict does not
seem to end soon.
• Brent crude prices saw a steep surge of more than 5% over tightened
supplies amid OPEC‐led production cut plan.
• Bank of Japan said producer prices in Japan increased 0.9% YoY in Apr
2019, falling short of expectations. Producer prices had increased 1.1% in
Mar 2019. On a monthly basis, producer prices slipped 0.2% after
advancing 0.7% a month earlier. Individually, prices were up for leading
and office space rental ‐ while they were lower for transportation,
employment agencies, software development, engineering,
communications and advertising.
• European Commission survey data showed euro zone economic
confidence improved for the first time in almost a year in May 2019,
driven by industry and services. The economic sentiment index rose
unexpectedly to 105.1 in May from a revised 103.9 in the previous