(RsCr) Buy Sell OpenInt.
IndexFutures 3142.50 3402.06 12341.97
IndexOptions 138212.69 137610.15 43959.82
StockFutures 11935.23 12990.72 91316.37
StockOptions 3897.90 3887.23 1535.04
Total 157188.32 157890.16 149153.20
30‐Sep Prev_Day Change
PutCallRatio(OI) 1.11 1.19 ‐0.08
PutCallRatio(Vol) 0.79 0.96 ‐0.17
30‐Sep Wk.Ago Mth.Ago YearAgo
CallRate 5.40% 5.36% 5.38% 6.51%
T‐Repo 5.33% 5.33% 5.25% NA
Repo 5.40% 5.40% 5.40% 6.50%
ReverseRepo 5.15% 5.15% 5.15% 6.25%
91DayT‐Bill 5.24% 5.37% 5.35% 6.95%
364DayT‐Bill 5.50% 5.55% 5.70% 7.64%
10YearGilt 6.70% 6.75% 6.56% 8.02%
G‐SecVol.(Rs.Cr) 28071 50815 29394 30033
FBILMIBOR* 5.45% 5.45% 5.45% 6.55%
3MonthCPRate 5.85% 5.75% 5.90% 8.15%
5YearCorpBond 7.48% 7.55% 7.54% 9.02%
1MonthCDRate 5.49% 5.46% 5.26% 6.62%
3MonthCDRate 5.89% 5.48% 5.49% 7.43%
1YearCDRate 6.42% 6.39% 6.50% 8.40%
Currency 30‐Sep Prev_Day Change
USD/INR 70.69 70.84 ‐0.15
GBP/INR 86.93 87.33 ‐0.40
EURO/INR 77.33 77.32 0.01
JPY/INR 0.66 0.66 0.00
Commodity 30‐Sep WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 54.04 58.64 55.02 73.11
BrentCrude($/bl) 61.88 65.55 61.13 83.21
Gold($/oz) 1472 1522 1520 1192
Gold(Rs./10gm) 37475 37743 38405 30296
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• Nifty Oct 2019 Futures stood at 11,534.60, a premium of 60.15 points
above the spot closing of 11,474.45. The turnover on NSE’s Futures and
Options segment stood at Rs. 9,93,216.12 crore on Sep 30, 2019,
compared with Rs. 6,54,635.74 crore on Sep 27, 2019.
• The Put‐Call ratio stood at 0.92 compared with the previous session’s
close of 0.91.
• The Nifty Put‐Call ratio stood at 1.11 compared with the previous
session’s close of 1.19.
• Open interest on Nifty Futures stood at 15.51 million, compared with
the previous session’s close of 15.33 million.
• Bond yields declined amid optimism of policy rate cut in the upcoming
monetary policy meeting. The Monetary Policy Committee is expected to
announce a rate cut in its meeting due on Oct 4, 2019.
• Yield on the 10‐year benchmark paper (7.26% GS 2029) decreased 4
bps to 6.70% compared with the previous close of 6.74% after trading in
a range of 6.68% to 6.72%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 7,978 crore (gross) on Sep 30, 2019 compared
with borrowings of Rs. 4,767 crore (gross) on Sep 27, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window stood
at Rs. 55,727 crore on Sep 27, 2019.
• Banks borrowed Rs. 48 crore under the central bank’s Marginal
Standing Facility on Sep 27, 2019 compared with borrowings of Rs. 560
crore on Sep 26, 2019.
• The Indian rupee fell against the greenback following losses in the
domestic equity market. Dollar purchases by a large corporate and state‐
run bank added to the losses. The rupee closed at 70.87 a dollar, down
0.44% compared with the previous close 70.56.
• The euro weakened against the greenback as concerns about euro
zone growth weighed on the common bloc currency. The euro closed at
1.0898, down 0.37% compared with previous close of 1.0938.
• Gold prices fell on the back of strength in the U.S. dollar as fears of an
escalation in the U.S.‐China trade eased to some extent.
• Brent crude prices fell amid concerns of a slowdown in global growth
after China’s official Purchasing Managers’ Index (PMI) continued to
remain below 50 in Sep 2019.
• Survey data from IHS Markit showed China's manufacturing sector
expanded at the fastest pace since early 2018 in Sep 2019 despite
ongoing trade disputes with the U.S. The Caixin factory Purchasing
Managers' Index rose to 51.4 in Sep from 50.4 in Aug 2019.
• Figures from the Federal Employment Agency showed Germany's
unemployment unexpectedly dropped in Sep 2019. In the wider euro
zone, the jobless rate fell to its lowest in more than a decade. The
seasonally adjusted number of unemployed decreased by 10,000
persons to 2.276 million.
• Flash data from the Federal Statistical Office showed Germany's
consumer price inflation slowed for a second straight month in Sep 2019
to its lowest level in 19 months. The consumer price index rose 1.2% YoY
following a 1.4% increase in Aug 2019.