(RsCr) Buy Sell OpenInt.
IndexFutures 2394.79 2145.64 27268.61
IndexOptions 59260.18 58726.61 63992.47
StockFutures 12352.16 11994.97 85851.84
StockOptions 6963.96 6820.90 8576.84
Total 80971.09 79688.12 185689.76
17‐Dec Prev_Day Change
PutCallRatio(OI) 1.61 1.53 0.08
PutCallRatio(Vol) 1.16 1.08 0.08
17‐Dec Wk.Ago Mth.Ago YearAgo
CallRate 6.51% 6.50% 6.36% 5.99%
T‐Repo 6.41% 6.50% 6.29% ‐‐
Repo 6.50% 6.50% 6.50% 6.00%
ReverseRepo 6.25% 6.25% 6.25% 5.75%
91DayT‐Bill 6.60% 6. 67% 6.76% 6.16%
364DayT‐Bill 7. 05% 7.06% 7.24% 6.32%
10YearGilt 7.46% 7.59% 7.82% 7.14%
G‐SecVol.(Rs.Cr) 25648 34033 25907 41341
FBILMIBOR* 6.55% 6.50% 6.50% 6.02%
3MonthCPRate 7.20% 7.35% 8.35% 6.84%
5YearCorpBond 8.34% 8.48% 8.61% 7.83%
1MonthCDRate 6.99% 7.01% 6.93% 6.23%
3MonthCDRate 7.09% 7.12% 7.65% 6.30%
1YearCDRate 8.28% 8.24% 8.17% 6.77%
Currency 17‐Dec Prev_Day Change
USD/INR 71.67 71.74 ‐0.06
GBP/INR 90.20 90.58 ‐0.38
EURO/INR 81.07 81. 46 ‐0.39
JPY/INR 0.63 0.63 0.00
Commodity 17‐Dec WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 49.75 51.02 56.44 57.24
BrentCrude($/bl) 57.53 60.31 64.13 64.55
Gold($/oz) 1246 1245 1221 1255
Gold(Rs./10gm) 31287 31423 30912 28585
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• Nifty Dec 2018 Futures were at 10910.5 points, a premium of 22.15
points, above the spot closing of 10,888.35. The turnover on NSE’s
Futures and Options segment rose to Rs. 5,24,759.66 crore on Dec 17
compared with Rs. 4,80,578.85 crore on Dec 14.
•TheNiftyPut‐Call ratio s tood at 1.61 compared with the previous
session’s close of 1.53.
• India VIX declined 4.07% to 14.5400 compared with 15.1575 at the
previous trading session.
• Open interest on Nifty Futures stood at 22.73 million as against the
previous session’s close at 22.59 million.
• Bond yields rose for the second consecutive session, as market
participants postponed bond buying ahead of the U.S. Federal Reserve
monetary policy meeting review and minutes of the latest M onetary
policy committee’s meeting scheduled to be released later during the
• Yield on the 10‐year benchmark paper (7.17% GS 2028) rose 2 bps to
close at 7.46% as compared to 7.44% in the previous session after
trading in the range of 7.42% to 7.46%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 6,076 crore (gross) on Dec 17 compared with a
borrowing of Rs. 3,546 crore (gross) on Dec 14. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 34,008
crore on Dec 14.
• The Indian rupee rose to a near 1 week high against the U.S. dollar
after India’s trade deficit narrowed in Nov 2018. Lower global crude oil
prices also boosted market sentiments The rupee rose 0.49% to close at
71.55 a dollar compared with the previous close of 71.90.
• The euro rose against the greenback as market participants remained
on the sidelines and awaited the outcome of the U.S. Federal Reserve
monetary policy review due Dec 19, 2018. T he euro was last seen trading
at 1.1337 a dollar, up 0.27% compared with the previous close of 1.1307.
• Gold prices traded higher following weakness in U .S. dollar and as
investors turned their attention to the upcoming U.S. Federal Reserve’s
monetary policy meeting.
• Brent crude prices traded lower amid concerns over global economic
• According to Eurostat data, euro zone consumer price inflation in Nov
2018 eased more than initially estimated. The c onsumer price ind e x
increased 1.9% YoY, slower than 2 % flash estimate on Nov 30, 2018. The
number is the lowest since May 2018. Inflation eased from 2.2% in Oct
2018, the highest since Dec 2012.
• According to IHS Markit data, euro zone private sector grew at the
slowest rate in more than four years in Dec 2018. This could mean the
19‐nation economy ends 2018 on a modest note. The flash composite
purchasing managers' index, or PMI, combining manufacturing and
services, decreased to a 49‐month low of 51.3 from 52.7 in Nov 2018.