(RsCr) Buy Sell OpenInt.
IndexFutures 2080.83 2395.48 37495.08
IndexOptions 104315.68 105111.97 71687.34
StockFutures 11775.19 11942.14 85633.91
StockOptions 8639.47 8902.94 11368.88
Total 126811.17 128352.53 206185.21
24‐Jan Prev_Day Change
PutCallRatio(OI) 1.44 1.43 0.00
PutCallRatio(Vol) 0.96 1.05 ‐0.08
24‐Jan Wk.Ago Mth.Ago YearAgo
CallRate 6.41% 6.39% 6.50% 5.90%
T‐Repo 6.41% 6.48% 6.52% ‐‐
Repo 6.50% 6.50% 6.50% 6.00%
ReverseRepo 6.25% 6.25% 6.25% 5.75%
91DayT‐Bill 6.50% 6.58% 6.60% 6.40%
364DayT‐Bill 6.76% 6.80% 6.95% 6.55%
10YearGilt 7.56% 7.55% 7.29% 7.28%
G‐SecVol.(Rs.Cr) 22173 24913 21720 33457
FBILMIBOR* 6.60% 6.50% 6.60% 6.05%
3MonthCPRate 7.65% 7.65% 7.20% 7.73%
5YearCorpBond 8.47% 8.42% 8.22% 7.98%
1MonthCDRate 6.71% 6.73% 7.13% 6.25%
3MonthCDRate 6.94% 7.21% 7.10% 7.23%
1YearCDRate 7.89% 7.91% 8.17% 7.45%
Currency 24‐Jan Prev_Day Change
USD/INR 71.28 71.20 0.08
GBP/INR 93.15 92.21 0.94
EURO/INR 81.11 80.94 0.17
JPY/INR 0.65 0.65 0.00
Commodity 24‐Jan WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 52.84 51.78 45.33 65.66
BrentCrude($/bl) 61.53 59.49 51.87 70.10
Gold($/oz) 1281 1291 1268 1358
Gold(Rs./10gm) 32226 32396 31190 30239
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• Nifty Jan 2019 Futures were at 10,868.60, a premium of 18.80 points,
over the spot closing of 10,849.80. The turnover on NSE’s Futures and
Options segment increased to Rs. 16,41,864.45 crore on Jan 24, 2019,
compared with Rs. 8,22,817.44 crore on Jan 23, 2019.
• The Put‐Call ratio stood at 0.75 compared with the previous session’s
close of 0.89.
• The Nifty Put‐Call ratio stood at 1.44 compared with the previous
session’s close of 1.43.
• Open interest on Nifty Futures stood at 28.05 million as against the
previous session’s close at 28.00 million.
• Bond yield eased following the decline in crude oil prices, which aided
sentiments on persistent fiscal concerns. However, profit booking by
trader restricted further fall of yield.
• Yield on the 10‐year benchmark paper (7.17% GS 2028) decreased 2
bps to close at 7.56% as compared with 7.58% in the previous session
after trading in the range of 7.55% to 7.61%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,441 crore (gross) on Jan 24, 2019 compared
with a borrowing of Rs. 5,576 crore (gross) on Jan 23, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window stood
at Rs. 11,845 crore on Jan 23, 2019.
• Banks borrowed Rs. 130 crore under the central bank’s Marginal
Standing Facility on Jan 23, 2019 compared with borrowing of Rs. 325
crore on Jan 22, 2019.
• The Indian rupee appreciated against the greenback as crude oil prices
declined over demand concerns. Greenback sale by foreign banks also
helped in lifting the local currency.
• The euro declined against the greenback as market participants stay
wary ahead of the European Central Bank’s monetary policy review
meeting. Policymakers are expected to discuss the economic slowdown
and lay down plans for interest rate changes at the meeting.
• Gold prices declined on positive U.S. corporate earnings and
expectations of positive trade negotiations between U.S. and China.
• Brent crude prices drifted lower on demand concerns after IMF’s MD
remarked that the U.S.‐China trade feud could slowdown the Chinese
• The European Central Bank (ECB) is expected to leave its interest rates
and forward guidance unchanged on Jan 24, 2019. The bank ended its
massive asset purchase programme in Dec 2018. Varied risks including
the slowing of the economy, global trade tensions and Brexit uncertainty
have hampered the outlook for euro zone growth.
• Nikkei latest survey showed the manufacturing sector in Japan fell into
stagnation in Jan 2019. Manufacturing PMI score came in at 50.0, down
from 52.6 in Dec 2018. The score separates expansion from contraction.
Exports declined at the fastest pace in two and a half years, while
production dropped for the first time since Jul 2016.