(RsCr) Buy Sell OpenInt.
IndexFutures 1560.45 1706.72 26117.55
IndexOptions 51512.43 53460.93 58508.63
StockFutures 11454.08 11105.55 82830.85
StockOptions 6297.87 6441.33 8272.44
Total 70824.83 72714.53 175729.47
07‐Aug Prev_Day Change
PutCallRatio(OI) 1.68 1.70 ‐0.02
PutCallRatio(Vol) 1.15 1.10 0. 05
07‐Aug Wk.Ago Mth.Ago YearAgo
CallRate 6.33% 6.16% 6.15% 5.94%
CBLO 6.34% 6.24% 4.99% 5.97%
Repo 6.50% 6.25% 6.25% 6.00%
ReverseRepo 6.25% 6.00% 6.00% 5.75%
91DayT‐Bill 6.77% 6.69% 6.33% 6.13%
364DayT‐Bill 7. 23% 7.24% 7.16% 6.19%
10YearGilt 7.79% 7.77% 7.87% 6.46%
G‐SecVol.(Rs.Cr) 26784 26766 17580 26304
FBILMIBOR 6.45% 6.25% 6.19% 6.00%
3MonthCPRate 7.55% 7.50% 7.20% 6.57%
5YearCorpBond 8.65% 8.64% 8.86% 7.36%
1MonthCDRate 6.60% 6.89% 6.30% 6.14%
3MonthCDRate 7.20% 7.30% 7.00% 6.18%
1YearCDRate 7.95% 8.06% 8.12% 6.48%
Currency 07‐Aug Prev_Day Change
USD/INR 68.80 68.68 0.12
GBP/INR 89.14 89.26 ‐0.12
EURO/INR 79.56 79.38 0.18
JPY/INR 0.62 0.62 0.00
Commodity 07‐Aug WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 69.12 69.25 73.73 49.32
BrentCrude($/bl) 71.50 74.80 74. 57 51.91
Gold($/oz) 1211 1223 1254 1257
Gold(Rs./10gm) 29521 29660 30540 28554
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• Nifty August 2018 Futures closed at 11,418.35, a p remium of 28.90
points, above the spot closing of 11,389.45. The turnover on NSE’s
Futures and Options seg ment increased to Rs. 5,62,374.58 on Aug 07
compared with Rs. 5,38,996.34 on Aug 06.
•ThePut‐Call ratio stood at .99 against previous session’s close of 1.00.
•TheNiftyPut‐Call ratio stood at 1.68 compared with the previous
session’s close of 1.70.
• Open interest on Nifty Futures stood at 28.02 million as against the
previous session’s close at 27.64 million.
received a sanction from the U.S., which is anticipated to tighten global
oil supply. Further, fresh supply of government bonds worth around Rs
12,700 crore through the auction by 11 Indian states kept the yield at an
• Yield on the 10‐year benchmark paper (7.17% GS 2028) inched up 2
bps to close at 7.79% as against its previous close of 7.77%. During the
session, bond yields traded in the range of 7.76% and 7.79%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 4,281 crore (gross) on Aug 7, compared with
Rs. 4,416 crore (gross) borrowed on Aug 6. Sale of securities under the
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 28,994
crore on Aug 6.
• The rupee strengthened against the greenback supported by dollar
sales by exporters. The rupee appreciated 0.29% to close at 68.68
against the previous close of 68.88.
• The euro edged up against the greenback as market participants
believe that the dollar rally owing to the trade tension between U.S. and
China may cease soon. Euro was last seen trading at $1.1601, up 0.42%
relative to the previous close of $1.553.
• Gold prices moved up as some traders were encouraged to buy the
bullion after its recent losses and a soft dollar.
• Brent crude rose on supply worries after U.S. introduced its economic
sanction against Iran as a result of which it would cease importing crude
oil from the key exporter.
• Data from Destatis showed that trade surplus of Germany fell to a
seasonally adjusted €19.3 billion in Jun from € 20.4 billion in May.
Exports witnessed nil growth on a monthly basis in Jun after rising 1.7%
in May. Imports grew 1.2% on a monthly in Jun 2018 after rising 0.7% in
May 2018. On a yearly basis, exports grew 7.8% in Jun after rising 1.3% in
May. Imports rose at a faster pace of 10.2% in Jun after increasing 0.9%
in the previous month.
• Data from Lloyds bank subsidiary Halifax and IHS Markit showed that
UK house prices increased at a faster pace in July to hit a record high
level. House prices grew 1 .4% on a monthly basis in Jul 2018 after rising
0.9% in Jun 2018. In three months to July, house prices grew 3.3% from
1.8% in the quarter ended June.