(RsCr) Buy Sell OpenInt.
IndexFutures 3196.81 3460.17 27102.81
IndexOptions 177535.09 174617.48 56626.41
StockFutures 17121.95 16164.98 81859.46
StockOptions 6767.25 6678.85 6566.44
Total 204621.10 200921.48 172155.12
02‐Nov Prev_Day Change
PutCallRatio(OI) 1.63 1.53 0.09
PutCallRatio(Vol) 1.03 0.95 0.08
02‐Nov Wk.Ago Mth.Ago YearAgo
CallRate 6.41% 6.48% 6.37% 5.84%
CBLO 6.30% 5.13% 5.94% 5.80%
Repo 6.50% 6.50% 6.50% 6.00%
ReverseRepo 6.25% 6.25% 6.25% 5.75%
91DayT‐Bill 6.90% 6.91% 6.90% 6.10%
364DayT‐Bill 7.42% 7.41% 7.60% 6.23%
10YearGilt 7.78% 7.88% 7.99% 6.86%
G‐SecVol.(Rs.Cr) 52876 26216 34997 41821
FBILMIBOR 6.55% 6.55% 6.50% 6.00%
3MonthCPRate 8.60% 8.45% 8.00% 6.77%
5YearCorpBond 8.64% 8.84% 8.94% 7.55%
1MonthCDRate 6.97% 7.19% 6.78% 6.08%
3MonthCDRate 7.56% 7.34% 7.46% 6.21%
1YearCDRate 8.34% 8.34% 8.35% 6.57%
Currency 02‐Nov Prev_Day Change
USD/INR 72.88 73.83 ‐0.95
GBP/INR 94.75 94.82 ‐0.07
EURO/INR 83.23 83.73 ‐0.50
JPY/INR 0.64 0.65 ‐0.01
Commodity 02‐Nov WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 63.07 67.53 75.32 54.50
BrentCrude($/bl) 70.20 78.29 85.33 60.98
Gold($/oz) 1232 1233 1188 1276
Gold(Rs./10gm) 31565 31868 30499 29206
The information herein is meant only for general reading purposes and contains all factual and statistical information pertaining to Industry and markets which have been obtained from independent
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information. Some of the statements & assertions contained in these materials m ay reflect RNAM’s views or opinions, which in turn may have been formed on the b asis of such data or information.
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affiliates or r epresentatives sh all be liable in any way for any direct, indirect, special, incidental, consequential, punitive or exemplary damages, including on account of lost profits arising from the
prices, alleviating inflationary pressure and worries over foreign outflow.
• Yield on the 10‐year benchmark paper (7.17% GS 2028) decreased 4
bps to 7.78% compared with the previous close of 7.82% after trading in
the range of 7.75% to 7.79%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,846 crore (gross) o n Nov 2 compared with a
borrowing of Rs. 3,871 crore (gross) on Nov 1. Sale of securities under
the Reserve Bank of India’s (RBI) reverse repo window stood at Rs.
28,616 crore on Nov 1.
• Banks borrowed Rs. 103 crore under the central bank’s Marginal
Standing Facility on Nov 1 compared with borrowing of Rs. 405 crore on
• A report from t he Labor department showed that U.S. non‐farm payroll
employment surged up by 250,000 jobs in Oct 2018 as against
downwardly revised 118,000 jobs (134,000 jobs originally reported) i n
Sep 2018. Meanwhile, the unemployment rate remained unchanged in
Oct 2018 as against the previous month at 3.7%. This marked the lowest
level since Dec 1969.
• According to the Commerce Department, U.S. construction spending
was estimated at an annual rate of $1.33 trillion, thereby remaining
nearly unchanged as against revised rate in Aug 2018. Increase in
spending on private construction was offset by a drop in spending on
• Nifty Nov 2018 Futures settled at 10,577.05, a premium of 24.05 points,
above the spot closing of 10,553. 00. Th e turnover on NSE’s Futures a nd
Options s egment decreased to Rs. 7,00,968.41 on Nov 2 compared with
Rs. 18,17,981.83 on Nov 1 .
•ThePut‐Call ratio stood at 0.92 compared with the previous session’s
close of 0.89.
•TheNiftyPut‐Call ratio stood at 1.63 compared with the previous
session’s close of 1.53.
• Open interest on Nifty Futures s tood at 24.62 million as against the
previous session’s close at 23.97 million.
• The Indian rupee saw a sharp rise against the greenback following the
decline in crude oil price, which improved the market sentiment and
investors’ risk‐taking appetite. The rupee closed at 72.44 a dollar, up
1.38% compared with the previous close of 73.45.
• The euro drifted higher ahead of the U.S. job data and on optimism ove
improving trade relations between U.S. and China. The euro was last seen
trading at 1.1445 a dollar, up 0.33% compared with the previous close o
• Gold prices remained nearly steady after a rise of over 1.5% in the last
• Brent Crude prices rebound following the U.S. and Chinese presidents’
expression of optimism for resolving their trade war, which lifted the
demand outlook for oil.