(RsCr) Buy Sell OpenInt.
IndexFutures 3265.99 3757.47 15905.29
IndexOptions 91174.06 92803.45 62886.63
StockFutures 11628.65 11314.96 80970.80
StockOptions 5405.41 5526.77 6492.50
Total 111474.11 113402.65 166255.22
07‐Jun Prev_Day Change
PutCallRatio(OI) 1.49 1.40 0.09
PutCallRatio(Vol) 0.97 0.90 0.07
07‐Jun Wk.Ago Mth.Ago YearAgo
CallRate 6.03% 5.94% 5.94% 6.19%
CBLO 5.95% 5.88% 6.00% 6.27%
Repo 6.25% 6.00% 6.00% 6.25%
ReverseRepo 6.00% 5.75% 5.75% 6.00%
91DayT‐Bill 6. 48% 6.40% 6.22% 6.29%
364DayT‐Bill 6.99% 6.90% 6.48% 6.43%
10YearGilt 7.99% 7.83% 7.62% 6.56%
G‐SecVol.(Rs.Cr) 43352 19565 25757 109410
FBILMIBOR 6.11% 6.00% 6.00% 6.30%
3MonthCPRate 7.80% 7.95% 7.70% 6.68%
5YearCorpBond 8.79% 8.64% 8.41% 7.63%
1MonthCDRate 7.11% 6.50% 6.65% 6.28%
3MonthCDRate 7.26% 7.40% 7.16% 6.39%
1YearCDRate 8.38% 8.23% 7.76% 6.81%
Currency 07‐Jun Prev_Day Change
USD/INR 67.02 67.04 ‐0.02
GBP/INR 90.05 89.95 0.10
EURO/INR 79.10 78.68 0.42
JPY/INR 0.61 0.61 0.00
Commodity 07‐Jun WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 65.96 66.98 70.69 45.75
BrentCrude($/bl) 74.32 76.74 75.74 46.72
Gold($/oz) 1297 1298 1314 1286
Gold(Rs./10gm) 30690 31026 31191 29232
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• Nifty June 2018 Futures were at 10765.20 points, a discount of 3.15
points, over t he spot closing o f 10,768.35. The turnover on NSE’s Futures
and Options segment went up to Rs. 18,18,786.62 crore on June 7 f rom
Rs. 8,29,823.12 crore on June 6.
•ThePut‐Call ratio stood at 0.87 against previous session’s close of 0.78.
• The Nifty Put‐Call ratio stood at 1.49 against the previous session’s
close of 1.40.
• Open interest on Nifty Futures stood at 22.73 million as against the
previous session’s close at 21.39 million.
hike of 25 bps by the Monetary Policy Committee on Jun 06 continued to
hurt demand for domestic bonds.
• Yield on the 10‐year benchmark paper (7.17% GS 2028) rose 7 bps to
close at 7.99% from the previous close of 7.92%. During the session,
bond yields traded in the r ange of 7.92% and 8.00%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,243 crore (gross) on Jun 7 compared wit h Rs.
3,881 (gross) on Jun 6. Sale of securities under RBI’s reverse repo
window stood at Rs. 1,07,005 crore on Jun 6.
• Banks borrowed Rs. 150 crore under the central bank’s Marginal
Standing Facility on Jun 6 as compared with no borrowing on Jun 5.
• RBI conducted a 14‐day variable rate reverse repo auction for a
notified amount of Rs. 30,000 crore for which Rs. 1,225 crore was
allotted at a cut‐off rate of 6.24%.
• The Indian rupee weakened against the greenback following rise in U.S.
treasury yields after U.S. trade deficit unexpectedly fell to a seven month
low in Apr 2018. The rupee f ell 0.31% to close at 67.12 per dollar from
the previous close of 66.92 per dollar.
• The euro surged against the greenback on expectations that the
European Central Bank may tighten its monetary stimulus program in its
monetary policy review due next week. Euro rose 0.42% and was trading
at $1.1822, up 0.42% from the previous close of 1.1773.
• Gold prices traded higher following weakness in U.S. dollar against
exports from Venezuela. Currently, it is facing threat of U.S. sanctions
and economic crisis.
• According to a r eport from the Labor Department, U.S. labor
productivity grew 0.4% in the first quarter of 2018 as against previous
expectation of 0.7%. The downside came in as increase in output was
downwardly revised to 2 .7% from 2.8%. Also, i ncrease in hours worked
was upwardly revised to 2.3% from 2.1%.
• A report from the Commerce Department showed that U.S. trade
deficit narrowed to $46.2 billion in Apr 2018 as against revised figure of
$47.2 billion ($49.0 billion originally reported) in Mar 2018. With the
current decrease, trade deficit in Apr 2018 was smallest since Sep 2017.
• A report from the Eurostat showed that Eurozone’s gross domestic
product grew 0.4% sequentially in the first quarter 2018, down from
growth of 0.7% witnessed in fourth quarter of 2017.