(RsCr) Buy Sell OpenInt.
IndexFutures 2239.13 1447.51 19814.87
IndexOptions 103376.32 103306.98 74626.41
StockFutures 9800.76 9536.39 80951.65
StockOptions 7329.85 7344.24 7953.41
Total 122746.06 121635.12 183346.34
20‐Apr Prev_Day Change
PutCallRatio(OI) 1.62 1.63 ‐0.02
PutCallRatio(Vol) 1.30 1.44 ‐0.14
20‐Apr Wk.Ago Mth.Ago YearAgo
CallRate 5.97% 5.86% 5.92% 5.91%
CBLO 6.01% 4.86% 5.83% 6.07%
Repo 6.00% 6.00% 6.00% 6.25%
ReverseRepo 5.75% 5.75% 5.75% 6.00%
91DayT‐Bill 6.13% 6.05% 6.06% 6.04%
364DayT‐Bill 6.00% 6.47% 6.45% 6.28%
10YearGilt 7.72% 7.43% 7.62% 6.88%
G‐SecVol.(Rs.Cr) 43122 37876 25012 28343
FBILMIBOR 6.01% 6.00% 6.00% 6.20%
3MonthCPRate 7.05% 6.90% 7.25% 6.72%
5YearCorpBond 8.42% 8.12% 7.95% 7.42%
1MonthCDRate 6.56% 6.47% 6.89% 6.14%
3MonthCDRate 6.79% 6.67% 6.82% 6.37%
1YearCDRate 7.43% 7.30% 7.27% 6.70%
Currency 20‐Apr Prev_Day Change
USD/INR 66.02 65.78 0.23
GBP/INR 92.73 93.42 ‐0.69
EURO/INR 81.46 81.39 0.07
JPY/INR 0.61 0.61 0.00
Commodity 20‐Apr WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 68.21 67.30 63.36 50.21
BrentCrude($/bl) 75.36 73.62 65.24 50.19
Gold($/oz) 1335 1345 1311 1281
Gold(Rs./10gm) 31298 30874 30251 29249
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• Nifty Apr 2018 Futures we re at 10,585.5 points, a premium of 21.45
points, over the spot closing of 10,564.05. The turnover on NSE’s Futures
and Options segment went down to Rs. 5,87,393.11 crore on Apr 20
from R s. 12,15,965.45 crore on Apr 19.
•ThePut‐Call ratio stood at 0.98 against previous session’s close of 0.94.
• The Nifty Put‐Call ratio stood at 1.62 against the previous session’s
close of 1.63.
• Open interest on Nifty Futures stood at 29.59 million as against the
previous session’s close of 29.06 million.
• Bond yields rose after the minutes of the Monetary Policy Committee’s
latest meeting showed that it may adopt m ore hawkish stance in future.
Rise in crude oil prices and r upee’s losses further weighed on investor
• Yield on the 10‐year benchmark paper (7.17% GS 2028) rose 9 bps to
close at 7.72% from the previous close of 7.63%. During the session,
bond yields traded in the range of 7.65% and 7.80%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 17,282 crore (gross) on Apr 20 compared with
Rs. 10,335 crore on Apr 19. Sale of securities under Reserve Bank of
India’s (RBI) reverse repo window stood at Rs. 4,591 crore on Apr 19.
• Banks borrowed Rs. 476 crore under the ce ntral bank’s Marginal
Standing Facility on Apr 19 compared wi th Rs. 35 crore borrowed on Apr
• The Indian rupee weakened against the greenback on growing
possibility that the Monetary Policy Committee may adopt a more
hawkish stance moving forward. The rupee fell 0.50% to close at 66.12
per dollar from the previous close of 65.79.
• Euro weakened against the greenback on expectations that the
European Central Bank will maintain status quo i n a meeting due next
week. Euro was trading at $1.2283, down 0.49% compared with the
previous close of $1.2344.
• Gold prices closed lower amid easing geopolitical concerns and as
dollar gained against the euro.
• Brent crude prices slipped amid news of an increase in the number of
operating oil rigs in the U.S. indicating an expansion in U.S. output.
• Data from the Conference Board showed U.S. leading economic index
rose 0.3% in Mar 2018, in line with market estimates but slower than
upwardly revised 0.7% growth in Feb 2018. The increase reflects positive
contributions from six of the 10 indicators.
• According to the Federal Reserve Bank of Philadelphia, manufacturing
activity in Philadelphia, known as diffusion index for current general
activity, rose u nexpectedly to 23.2 in Apr 2018 from 22.3 in M ar 2018.
The uptick was due to stronger job growth, which was partially offset by
weakness in new orders and shipments index.
• The Labor Department said U.S. initial jobless claims declined by 1,000
to 232,000 from the previous week's unrevised level of 233,000. Four‐
week moving average rose by 1,250 to 231,250 from the previous week's
unrevised average of 230,000.