(RsCr) Buy Sell OpenInt.
IndexFutures 10137.29 11229.19 29338.98
IndexOptions 435062.52 436065.00 73285.26
StockFutures 21950.23 21475.55 95118.32
StockOptions 2349.27 2281.84 4002.41
Total 469499.31 471051.58 201744.97
30‐Aug Prev_Day Change
PutCallRatio(OI) 1.38 1.00 0.38
PutCallRatio(Vol) 0.84 0.80 0.04
30‐Aug Wk.Ago Mth.Ago YearAgo
CallRate 5.38% 5.34% 5.53% 6.34%
T‐Repo 5.30% 5.19% 5.56% NA
Repo 5.40% 5.40% 5.75% 6.50%
ReverseRepo 5.15% 5.15% 5.50% 6.25%
91DayT‐Bill 5.35% 5.40% 5.70% 6.80%
364DayT‐Bill 5.70% 5.65% 5.93% 7.31%
10YearGilt 6.56% 6.57% 6.39% 7.93%
G‐SecVol.(Rs.Cr) 29394 27556 49385 32339
FBILMIBOR 5.45% 5.40% 5.75% 6.46%
3MonthCPRate 5.90% 5.90% 6.30% 7.70%
5YearCorpBond 7.56% 7.70% 7.71% 8.75%
1MonthCDRate 5.26% 5.49% 5.71% 6.98%
3MonthCDRate 5.49% 5.50% 6.28% 7.25%
1YearCDRate 6.50% 6.64% 6.87% 8.03%
Currency 30‐Aug Prev_Day Change
USD/INR 71.76 72.00 ‐0.24
GBP/INR 87.43 87.94 ‐0.51
EURO/INR 79.24 79.79 ‐0.56
JPY/INR 0.67 0.68 0.00
Commodity 02‐Sep WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) Closed 53.51 55.62 69.79
BrentCrude($/bl) 58.74 58.93 60.26 77.01
Gold($/oz) 1530 1526 1440 1201
Gold(Rs./10gm)* 38405 37599 34801 30099
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• Nifty Sep 2019 Futures stood at 11,058.90, a premium of 35.65 points
above the spot closing of 11,023.25. The turnover on NSE’s Futures and
Options segment fell to Rs. 9,28,907.05 on August 30, 2019, compared
with Rs.28,04,687.29 crore on August 29, 2019.
• The Put‐Call ratio stood at 0.83, compared with the previous session’s
close of 0.78.
• The Nifty Put‐Call ratio stood at 1.38 compared with the previous
session’s close of 1.00.
• Open interest on Nifty Futures stood at 18.19 million, compared with
the previous session’s close of 26.23 million.
• Bond yields were up as market participants remain worried about the
government’s spending plans, which in turn is expected to widen the
fiscal deficit and breach the target. Besides, weakness in the local
currency also dampened sentiments.
• Yield on the 10‐year benchmark paper (7.26% GS 2029) rose 1 bps to
6.56% compared with the previous close of 6.55% after trading in a
range of 6.55% to 6.59%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,834 crore (gross) on Aug 30, 2019 compared
with borrowings of Rs. 3,849 crore (gross) on Aug 29, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window stood
at Rs. 19,336 crore on Aug 29, 2019.
• Banks borrowed Rs. 67 crore under the central bank’s Marginal
Standing Facility on Aug 29, 2019 compared with borrowings of Rs. 8
crore on Aug 28, 2019.
• A Commerce Department report showed U.S. personal income
increased by less than expected in Jul 2019. The report showed a bigger
than expected increase in personal spending during the month. Personal
income inched up 0.1% in Jul after climbing by 0.5% in Jun 2019.
• Federal Employment Agency preliminary data showed Germany's
number of unemployed grew by a seasonally adjusted 4,000 persons
after a 1,000 increase in Jul 2019. The rise was in line with expectations.
• The Indian rupee rose against the U.S. dollar following selling of the
greenback by foreign banks. Renewed optimism over progress in trade
talks between U.S. and China and gains in the domestic equity market
also boosted market sentiments.
• The euro weakened against the greenback as concerns of an
intensifying trade war between U.S. and China and worries of a global
economic slowdown increased the possibility of a rate cut by the
European Central Bank.
marking the next step in the ongoing trade dispute between the two
largest economies in the world.
• Brent crude prices slumped as both U.S. and China imposed new import