(RsCr) Buy Sell OpenInt.
IndexFutures 2117.97 1691.74 31987.43
IndexOptions 123086.47 121061.74 54860.16
StockFutures 8948.08 8626.10 82857.50
StockOptions 4803.97 4778.51 7901.72
Total 138956.49 136158.09 177606.81
11‐Jan Prev_Day Change
PutCallRatio(OI) 1.39 1.46 ‐0.07
PutCallRatio(Vol) 0.89 0.95 ‐0.06
11‐Jan Wk.Ago Mth.Ago YearAgo
CallRate 6.35% 6.31% 6.48% 5.88%
T‐Repo 6.38% 6.23% 6.55% ‐‐
Repo 6.50% 6.50% 6.50% 6.00%
ReverseRepo 6.25% 6.25% 6.25% 5.75%
91DayT‐Bill 6.60% 6.58% 6.67% 6.30%
364DayT‐Bill 6.85% 6.85% 7.07% 6.50%
10YearGilt 7.50% 7.45% 7.53% 7.26%
G‐SecVol.(Rs.Cr) 38698 34618 73572 25901
FBILMIBOR 6.50% 6.46% 6.54% 6.00%
3MonthCPRate 7.70% 7.85% 7.40% 7.35%
5YearCorpBond 8.38% 8.38% 8.45% 8.02%
1MonthCDRate 6.71% 6.73% 7.10% 6.24%
3MonthCDRate 7.48% 7.49% 7.19% 6.83%
1YearCDRate 7.90% 8.16% 8.37% 7.09%
Currency 11‐Jan Prev_Day Change
USD/INR 70.47 70.51 ‐0.04
GBP/INR 89.92 90.17 ‐0.25
EURO/INR 81.21 81.49 ‐0.28
JPY/INR 0.65 0.65 0.00
Commodity 11‐Jan WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 51.39 47.71 51.60 63.76
BrentCrude($/bl) 58.88 55.23 59.75 71.18
Gold($/oz) 1288 1285 1243 1322
Gold(Rs./10gm) 32117 31769 31616 29606
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• Bond yield rose as crude oil prices continued to surge on optimism of
US. And China trade talks. The rise in crude prices dampened market
sentiments and added to the fiscal worries.
• Yield on the 10‐year benchmark paper (7.17% GS 2028) increased 2 bps
to close at 7.50% as compared with 7.48% in the previous session after
trading in the range of 7.44% to 7.52%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,327 crore (gross) on Jan 11, 2019 compared
with a borrowing of Rs. 3,311 crore (gross) on Jan 10, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window stood
at Rs. 15,636 crore on Jan 10, 2019.
• Banks borrowed Rs. 225 crore under the central bank’s Marginal
Standing Facility on Jan 10, 2019 compared with borrowing of Rs. 450
crore on Jan 9, 2019.
• According to a Labor Department report, consumer prices in the U.S.
decreased slightly in Dec 2018, reflecting a steep drop in gasoline prices.
The Labor Department said its consumer price index slipped by 0.1% in
Dec after coming in unchanged in Nov 2018. The drop matched
• Office for National Statistics showed U.K. economic growth eased
further in the quarter to Nov 2018. The pace of expansion has slowed to
a six‐month low on the back of weak performance in manufacturing.
Activity was damped by uncertainties linked to global trade and Brexit.
Growth in gross domestic product slowed to 0.3% from 0.4% in the three
months to Oct 2018.
• Nifty Jan 2019 Futures were at 10,827.60, a premium of 32.65 points,
over the spot closing of 10,794.95. The turnover on NSE’s Futures and
Options segment declined to Rs. 5,03,549.10 crore on Jan 11, 2019,
compared with Rs. 16,55,517.69 crore on Jan 10, 2019.
• The Put‐Call ratio stood at 0.92 compared with the previous session’s
close of 0.79.
• The Nifty Put‐Call ratio stood at 1.39 compared with the previous
session’s close of 1.46.
• Open interest on Nifty Futures stood at 26.09 million as against the
previous session’s close at 26.43 million.
• The Indian rupee declined against the greenback tracking the surge in
crude oil prices, which dampened market sentiments by adding to the
fiscal worries. The rupee closed at 70.49 a dollar, down 0.11% compared
with the previous close of 70.41.
• The euro stood gained on greenback weakness following the U.S.
Federal Reserve’s cautious approach on additional interest rate hikes. This
lowered the safe‐haven appeal of dollar, lifting euro. The euro was last
seen trading at 1.1521 a dollar, up 0.20% compared with the previous
close of 1.1498.
• Gold prices strengthened on dollar weakness following the U.S. Federal
Reserve Chairman’s comment that hinted the cautious stance of slowin
the pace of interest rate hikes.
• Brent crude price continues to gains amid optimism on the ongoin
negotiations between U.S. and China.