(RsCr) Buy Sell OpenInt.
IndexFutures 7257.41 6902.31 25070.10
IndexOptions 126115.70 125871.74 76019.34
StockFutures 34178.85 33603.47 79121.11
StockOptions 5522.97 5392.55 7711.08
Total 173074.93 171770.07 187921.63
28‐Mar Prev_Day Change
PutCallRatio(OI) 1.10 1.15 ‐0.04
PutCallRatio(Vol) 1.01 1.00 0.01
28‐Mar Wk.Ago Mth.Ago YearAgo
CallRate 7.57% 5.94% 5.93% 5.96%
CBLO 6.24% 5.95% 5.84% 5.83%
Repo 6.00% 6.00% 6.00% 6.25%
ReverseRepo 5.75% 5.75% 5.75% 5.75%
91DayT‐Bill 6.09% 6.07% 6.31% 5.80%
364DayT‐Bill 6.40% 6.50% 6.64% 5.90%
10YearGilt 7.40% 7.58% 7.73% 6.71%
G‐SecVol.(Rs.Cr) 37511 38439 19186 51905
1MonthCPRate 7.74% 7.75% 6.88% 6.56%
3MonthCPRate 7.44% 7.26% 7.92% 6.65%
5YearCorpBond 7.80% 7.93% 8.06% 7.46%
1MonthCDRate 6.88% 6.90% 6.25% 6.21%
3MonthCDRate 6.80% 6.82% 7.25% 6.30%
1YearCDRate 7.22% 7.30% 7.58% 6.69%
Currency 28‐Mar Prev_Day Change
USD/INR 65.04 64.80 0.25
GBP/INR 92.28 92.26 0.03
EURO/INR 80.62 80.76 ‐0.14
JPY/INR 0.62 0.61 0.00
Commodity 29‐Mar WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 64.86 65.79 61.42 50.25
BrentCrude($/bl) 68.21 68.62 66. 72 52.21
Gold($/oz) 1324 1347 1318 1243
Gold(Rs./10gm)* 30630 30300 30398 28834
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• Bond yields rose due to profit booking and amid concerns that the
expected widening of limits for foreign investment in government debt
might come with conditions that will favour long‐term investors.
• Yield on the 10‐year benchmark paper (7.17% GS 2028) rose 7 bps to
close at 7.40% from the previous close of 7.33%. During the session,
bond yields traded in the range of 7.29% and 7.41%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 9,717 crore (gross) on Mar 28 compared with
Rs. 8,427 crore on Mar 27. Sale of securities under Reserve Bank of
India’s (RBI) reverse repo window stood at Rs. 68,110 crore on Mar 27.
• Banks borrowed Rs. 865 crore under the central bank’s Marginal
Standing Facility on Mar 23 compared with Rs. 7,600 crore b o rrowed on
• According to a report from the Commerce Department, U.S. personal
income came in line with market expectations and grew 0.4% in Feb
2018, which matched the increases witnessed in the two previous
months. Disposable personal income also grew by 0.4% in Feb as against
a gain of 1% in Jan 2018. Also, personal spending grew 0.2% for the
second consecutive month.
• A report from the Office for National Statistics showed that U.K. GDP
grew 0.4% quarter‐on‐quarter in the fourth quarter slightly down as
against 0.5% gain in the third quarter. However, it was in line with
• Nifty Mar 2018 Futures settled at spot closing of 10,113.70. Nifty Apr
2018 Futures were at 10,151.95 points, a premium of 38.25 points, over
the spot closing. The turnover on NSE’s Futures and Options segment
went up from Rs. 11,31,391.77 crore on Mar 27 to Rs. 14,45,042.93 crore
on Mar 28.
•ThePut‐Call ratio stood unchanged from previous session’s close of
• The Nifty Put‐Call ratio stood at 1.10 against the previous session’s
close of 1.15.
• Open interest on Nifty Futures s tood at 30.51 million as against the
previous session’s close of 28.88 million.
• The Indian rupee fell for the second consecutive session against the U.S.
dollar due to month‐end dollar demand from importers and after India’s
fiscal deficit for the 11‐month period ended Feb 2018 reached 120% o
the revised budgeted target of FY18.
• Euro was trading slightly higher against the U.S dollar amid muted
trading activity as major markets in the U.S. and Europe were closed fo
•Goldpricesincheddownassomebetter‐than‐expected U.S. economi
data dampened the safe haven demand of the bullion.
• Brent crude prices gained after data from energy services firm Bake
Hughes indicated that U.S. oil rigs count fell by 6 to 798, marking the first
fall in three weeks.