(RsCr) Buy Sell OpenInt.
IndexFutures 2015.49 2737.91 28023.56
IndexOptions 71448.39 71852.23 62983.05
StockFutures 11154.74 10676.09 84822.14
StockOptions 8114.83 8194.01 9999.00
Total 92733.45 93460.24 185827.75
14‐Aug Prev_Day Change
PutCallRatio(OI) 1.70 1.66 0.04
PutCallRatio(Vol) 1.14 1.05 0.09
14‐Aug Wk.Ago Mth.Ago YearAgo
CallRate 6.37% 6.33% 6.16% 5.86%
CBLO 6.45% 6.34% 6.23% 5.93%
Repo 6.50% 6.50% 6.25% 6.00%
ReverseRepo 6.25% 6.25% 6.00% 5.75%
91DayT‐Bill 6.80% 6.77% 6. 53% 6.10%
364DayT‐Bill 7.27% 7.23% 7.19% 6.24%
10YearGilt 7.82% 7.79% 7.79% 6.52%
G‐SecVol.(Rs.Cr) 28801 26784 37952 28910
FBILMIBOR 6.50% 6.45% 6.29% 6.00%
3MonthCPRate 7.75% 7.55% 7.55% 6.55%
5YearCorpBond 8.66% 8.63% 8.76% 7.40%
1MonthCDRate 6.56% 6.60% 6.38% 6.12%
3MonthCDRate 7.17% 7.20% 6.98% 6.19%
1YearCDRate 8.04% 7.95% 7.99% 6.47%
Currency 14‐Aug Prev_Day Change
USD/INR 69.77 69.47 0.30
GBP/INR 89.23 88.63 0.60
EURO/INR 79.70 79.19 0.51
JPY/INR 0.63 0.63 0.00
Commodity 14‐Aug WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 66.99 69.12 70.98 47.54
BrentCrude($/bl) 69.96 1213.20 1241.00 1271.38
Gold($/oz) 1194 1211 1241 1282
Gold(Rs./10gm) 29541 29521 30080 28901
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• Bond yields remained steady as market participant stayed on the
sidelines watching the movement of rupee, which has been falling
against the greenback due to the Turkish financial crises. Further, the
market remains cautious ahead of the minutes of the Monetary Policy
Committee’s latest policy meeting, which is due on Aug 16.
• Yield on the 10‐year benchmark paper (7.17% GS 2028) closed steady
at 7.82% as against its previous close. During the session, bond yields
traded in the range of 7.79% and 7.82%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs.12,550 crore (gross) on Aug 14 compared to a
borrowing of Rs. 3,546 crore on Aug 13. Sale of securities under the
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 10,281
crore on Aug 13.
• According to the C ommerce Department, U.S. retail sales increased
more than expected in Jul 2018. Retail sales w ent up 0.5% in Jul
compared with estimates for 0.1% rise. The department downwardly
revised Jun figure to 0.2% from 0.5% reported earlier. The increase in Jul
was helped by modest rise in sales by motor vehicle and parts dealers.
• A Federal Reserve report showed production inched up a tad in Jul
2018 by 0.1% after increasing 1.0% in Jun 2018. Expectations were for
• Nifty August 2018 Futures closed at 11,463.45, a premium of 28.35
points, above the spot closing of 11,435.10. The turnover on NSE’s
Futures and Options segment increased to Rs. 7,49,496.29 on Aug 14
compared with Rs. 6,76,611.05 on Aug 13.
•ThePut‐Call ratio stood at 0.93 against previous session’s close of 0.91.
•TheNiftyPut‐Call ratio stood at 1.70 compared with the previous
session’s close of 1.66.
• India VIX d eclined 1.52% to 13.1950 from 13.4000 in the p revious
• Open interest on Nifty Futures stood at 30.23 million as against the
previous session’s close at 29.67 million.
• The rupee fell initially against the greenback after breaching the 70‐
level for t he first time. However, it managed to neutralise losses followin
a rebound in the T urkish lira. Possible i ntervention by the Reserve Bank o
India also added to the gains.
• The euro fell against the greenback as persisting worries regardin
continued weakness in the Turkish Ira fuelled concerns about European
banks' exposure to Turkey.
• Gold prices traded well below the $1200 level, as U.S. key interest rates
are poised to go higher, and market sentiments are bearish on the
• Brent Crude prices traded lower amid concerns over rising U.S. oil