(RsCr) Buy Sell OpenInt.
IndexFutures 4293.45 4992.99 18494.99
IndexOptions 153317.75 154675.08 65980.73
StockFutures 14339.67 14389.22 83525.17
StockOptions 6142.19 6095.12 4491.89
Total 178093.06 180152.41 172492.78
04‐Oct Prev_Day Change
PutCallRatio(OI) 1.21 1.36 ‐0.15
PutCallRatio(Vol) 0.67 0.89 ‐0.22
04‐Oct Wk.Ago Mth.Ago YearAgo
CallRate 6.32% 6.46% 6.32% 5.87%
CBLO 5.86% 5.98% 6.22% 5.78%
Repo 6.50% 6.50% 6.50% 6.00%
ReverseRepo 6.25% 6.25% 6.25% 5.75%
91DayT‐Bill 7.09% 7.05% 6.75% 6.07%
364DayT‐Bill 7. 73% 7.64% 7.32% 6.20%
10YearGilt 8.16% 8.03% 8.06% 6.70%
G‐SecVol.(Rs.Cr) 27393 34665 41362 46873
FBILMIBOR 6.45% 6.55% 6.45% 6.00%
3MonthCPRate 8.40% 8.35% 7.70% 6.62%
5YearCorpBond 9.09% 8.90% 8.81% 7.51%
1MonthCDRate 7.13% 7.63% 6.94% 6.06%
3MonthCDRate 7.38% 7.75% 7.29% 6.15%
1YearCDRate 8.59% 8.40% 8.06% 6.57%
Currency 04‐Oct Prev_Day Change
USD/INR 73.75 73.03 0.72
GBP/INR 95.39 94.99 0.40
EURO/INR 84.63 84.58 0.05
JPY/INR 0.64 0.64 0.00
Commodity 04‐Oct WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 74.39 72.13 69.77 49.95
BrentCrude($/bl) 86.41 82.03 77.58 56.09
Gold($/oz) 1199 1182 1191 1274
Gold(Rs./10gm) 31057 30575 30191 29428
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• Nifty Oc t 2018 Futures settled at 10,631.25, a premium of 32.00 points,
above the spot closing of 10,599.25. The turnover on NSE’s Futures and
Options segment we nt up to Rs. 20,26,271.53 on Oct 4 compared with
Rs. 11,76,210.85 on Oct 3.
•ThePut‐Call ratio stood at 0.76, compared with the previous session’s
close of 0.77.
•TheNiftyPut‐Call ratio stood at 1.21 compared with the previous
session’s close of 1.36.
• Open interest on Nifty Futures stood at 20.01 million as against the
previous session’s close at 18.14 million.
• Bond yield rose as crude oil prices continued to surge and rupee hit a
record low against the greenback. This led to w orries of rise in domestic
inflationary pressures and concerns over widening trade deficit of the
country. Apprehension of a rate hike by the Monetary Policy Committee
in its monetary policy review due Oct 5, also weighed on the market
•Yieldonthe10‐year benchmark paper (7.17% GS 2028) surged 5 bps t o
8.16% compared wit h the previous closing of 8.11% after trading in the
range of 8.15% to 8.21%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,401 crore (gross) on Oct 4 compared with a
borrowing of Rs. 4,116 crore (gross) on Oct 3. Sale of securities under the
Reserve Bank of India’s (RBI) reverse repo window stood a t Rs. 68,725
crore on Oct 3.
• The Indian rupee hit another record low with persistent surge in global
crude oil prices. The rupee declined 0.32% to close at 73.58 a dollar from
the previous close of 73.34.
• The euro rose against the greenback on reports that the Italian
government is considering cutting the budget deficit for 2020 and 2021,
while working on lowering debt over the next three years. The euro was
last seen trading at 1.1506 a dollar compared with the previous close of
•Goldpricesimprovedonworriesoverthedebt‐ridden Italy’s budget
deficit. However, gains were restricted with the release of strong U.S.
economic d ata that lifted U.S. Treasury yield.
• Brent crude prices remained strong ahead of the looming U.S. sanction
on Iran, which kicks in Nov.
• According to a report released by the Institute for Supply
Management, U.S. non‐manufacturing index unexpectedly rose to 61.6
in Sep 2018 from 58.5 in Aug 2018. The index rose to the highest level
since the inception of the composite index in 2008.
• According to data from the Society of Motor Manufacturers and
Traders, U.K. car registration fell 20.5% in Sep 2018 as against decline of
23.1% in Aug 2018.
• According to data from the IHS Markit, Germany construction
Purchasing Ma nagers' Index (PMI) fell to 50.2 in Sep 2018 from 51.5 in
• A ccording to data from IHS Markit, Hong Kong's Nikkei Purchasing
Manager's Index fell to 47.9 in Sep 2018 from 48.5 in Aug 2018.