(RsCr) Buy Sell OpenInt.
IndexFutures 8829.11 9165.17 26239.33
IndexOptions 111231.78 110036.48 75759.43
StockFutures 29073.95 28667.43 86673.22
StockOptions 10093.83 10174.77 10742.11
Total 159228.67 158043.85 199414.09
31‐May Prev_Day Change
PutCallRatio(OI) 1.67 1.39 0.28
PutCallRatio(Vol) 1.04 0.87 0.17
31‐May Wk.Ago Mth.Ago YearAgo
CallRate 5.94% 5. 92% 6.02% 6.02%
CBLO 5.88% 5. 95% 5.53% 6.10%
Repo 6.00% 6. 00% 6.00% 6.25%
ReverseRepo 5.75% 5.75% 5.75% 6.00%
91DayT‐Bill 6.40% 6.20% 6.19% 6.28%
364DayT‐Bill 6.90% 6.80% 6.45% 6.42%
10YearGilt 7.83% 7. 87% 7.77% 6.66%
G‐SecVol.(Rs.Cr) 19565 17063 23708 22735
FBILMIBOR 6.00% 6.10% 6.00% 6.25%
3MonthCPRate 7. 95% 8.40% 7.40% 6.70%
5YearCorpBond 8.66% 8.72% 8.45% 7.43%
1MonthCDRate 6.50% 6.81% 6.69% 6.21%
3MonthCDRate 7.40% 7.83% 7.07% 6.40%
1YearCDRate 8.23% 8.19% 7.71% 6.83%
Currency 31‐May Prev_Day Change
USD/INR 67.45 67.63 ‐0.18
GBP/INR 89.79 89.70 0.09
EURO/INR 78.79 78.20 0.59
JPY/INR 0.62 0.62 0.00
Commodity 31‐May WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 66.98 70.72 68.51 48.24
BrentCrude($/bl) 76.74 79.89 76.66 49.04
Gold($/oz) 1298 1304 1315 1268
Gold(Rs./10gm) 31026 31164 31033 28839
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• Nifty May 2018 Futures settled at spot closing of 10,736.15 points.
Nifty June 2018 Futures were at 10702.15 points, a discount of 34.00
points, over the spot closing. The turnover on NSE’s Futures and Options
segment went up to Rs. 18,34,938.48 crore on May 31 from Rs.
13,59,131.65 crore on May 30.
•ThePut‐Call ratio stood at 0.89 against previous session’s close of 0.84.
• The Nifty Put‐Call ratio stood at 1.67 against the previous session’s
close of 1.40.
• Open interest on Nifty Futu res stood at 31.28 million as against t h e
previous session’s close at 28.13 million.
• Bond yields rose as increase in crude oil prices renewed fears of rise in
domestic inflation. Investors were also cautious ahead of gross domestic
product (GDP) data for quarter ended Mar 2018 due after market hours.
• Yield on the 10‐year benchmark paper (7.17% GS 2028) rose 5 bps to
close at 7.83% from the previous close of 7.78%. During the session,
bond yields traded in the range of 7.81% and 7.85%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,768 crore (gross) on May 31 compared with
Rs. 3,618 (gross) on May 29. Sale of securities under RBI’s reverse repo
window stood at Rs. 11,925 crore on May 30.
• Banks borrowed Rs. 6,862 crore under the central bank’s Marginal
Standing Facility on May 30 as against no borrowing on May 29.
• The Indian rupee remained flat against the U.S. dollar on lower
volumes due to nationwide banking employees’ strike. Meanwhile,
rebound in global risk appetite amid easing concerns over Italian political
turmoil, supported the rupee. The rupee rose 0.03% to close at 67.41 per
dollar from the previous close of 67.43.
• Euro rose initially against the U.S. dollar on easing concerns over
political crisis in Italy after parties formed a government and avoided
elections. Euro was trading at $1.1666 compared with the previous close
• Gold prices improved marginally on weak dollar against the euro.
• Brent crude prices gained ahead of the weekly U.S. Energy Information
Administration data for the week ending May 25.
• According to a report from ADP, U.S. private sector employment
surged 178,000 jobs in May 2018 as against a downwardly revised
163,000 jobs (increase in 204,000 jobs originally reported) in Apr 2018.
• A flash report from the Eurostat showed that Eurozone’s inflation came
in higher than market expectations and s urged 1.9% in May 2018 as
against a gain of 1.2% in Apr 2018. Meanwhile, the European Central
Bank targets 'below, but close to 2%' inflation. Core inflation that
excludes prices of energy, food, alcohol and tobacco surged to 1.1% in
May as against 0.7% in Apr.
• According to a report from the Bank of England, U.K. Mortgage
approvals for house purchases came in at 62,455 in Apr 2018 as against
62,802 in Mar 2018.