(RsCr) Buy Sell OpenInt.
IndexFutures 1890.18 2187.66 20987.60
IndexOptions 55046.43 55291.21 71683.99
StockFutures 10305.39 10217.06 84429.21
StockOptions 7022.85 7148.41 8762.28
Total 74264.85 74844.34 185863.08
14‐Jun Prev_Day Change
PutCallRatio(OI) 1.55 1.62 ‐0.08
PutCallRatio(Vol) 1.14 1.16 ‐0.02
14‐Jun Wk.Ago Mth.Ago YearAgo
CallRate 6.09% 6.03% 5.91% 6.12%
CBLO 6.06% 5.95% 6.00% 6.11%
Repo 6.25% 6.25% 6.00% 6.25%
ReverseRepo 6.00% 6.00% 5.75% 6.00%
91DayT‐Bill 6.50% 6.48% 6.12% 6.27%
364DayT‐Bill 7.05% 6.99% 6.56% 6.32%
10YearGilt 7.94% 7.99% 7.83% 6.47%
G‐SecVol.(Rs.Cr) 27770 43352 21083 45814
FBILMIBOR 6.25% 6.11% 6.01% 6.22%
3MonthCPRate 7.65% 7.80% 7.95% 6.68%
5YearCorpBond 8.74% 8.75% 8.52% 7.57%
1MonthCDRate 6.99% 7.11% 6.61% 6.28%
3MonthCDRate 7.38% 7.26% 7.41% 6.35%
1YearCDRate 8.46% 8.38% 7.89% 6.69%
Currency 14‐Jun Prev_Day Change
USD/INR 67.69 67.63 0.06
GBP/INR 90.68 90.33 0.35
EURO/INR 79.93 79.39 0.53
JPY/INR 0.62 0.61 0.00
Commodity 14‐Jun WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 66.91 65.96 70.96 44.74
BrentCrude($/bl) 73.86 74.32 79.16 44.91
Gold($/oz) 1302 1297 1312 1261
Gold(Rs./10gm) 31049 30690 31427 28822
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• Bond yields rose after the U.S. Federal Reserve increased interest rates
by 25 basis points and also indicated on two more rate hike this year.
• Yield on the 10‐year benchmark paper (7.17% GS 2028) rose 1 bps to
close at 7.94% from the previous close of 7.93%. During the session,
bond yields traded in the range of 7.90% and 7.96%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 4,176 crore (gross) on Jun 14, compared with
Rs. 3,841 crore (gross) on Jun 13. Sale of securities under Reserve Bank
of India’s (RBI) reverse repo window stood at Rs. 8,779 crore on Jun 13.
• RBI conducted a 4‐day variable rate reverse repo auction for a n otifi ed
amount of Rs. 40,000 crore for which Rs. 32,037 crore was allotted at a
cut‐off rate of 6.24%.
• The U.S. Federal Reserve (Fed) raised its key interest rate by 25 basis
points to a range of 1.75% to 2.0%. Meanwhile, it expects four interest
rate hikes in 2018 as against previous expectation of three rate hikes.
Additionally, three rate hikes are expected in 2019.
• A report from the Labor Department showed that U.S. producer price
index for final demand came in higher than market expectations and
surged by 0.5% in May 2018 a f ter e dging up 0.1% in Apr 2018. The surge
reflects hike in energy prices. Core producer prices excluding food and
energy prices grew 0.3% in May as against a gain of 0.2% in Apr.
• Nifty J u ne 2018 Futures were at 10813.9o points, a premium of 5.85
points, over the spot closing of 10,808.05. The turnover on NSE’s Futures
and Options segment went up to Rs. 14,18,956.96 crore on June 14 from
Rs. 6 ,93,000.92 crore on June 13.
•ThePut‐Call ratio stood at 0.85 against previous session’s close of 0.97.
• The Nifty Put‐Call ratio stood at 1.55 against the previous session’s
close of 1.62.
• India VIX moved down 4.31% to 12.0900 from 12.6350 in the previous
• Open interest on Nifty Futures stood at 24.90 million as against the
previous session’s close at 25.59 million.
• The rupee was almost unchanged against the greenback as market
participants awaited the outcome of the European Central Bank monetar
policy review due Jun 14, 2018. The rupee inched up 0.03% to close a t
67.62 per dollar from the previous close of 67.64 per dollar.
• The euro plunged against the greenback after the European Central
Bank in its monetary policy review kept interest rates on hold and
decided to extend its massive bond buying program till the end of the
year. Euro was at $1.1631, down 1.34% from the previous close of 1.1789.
• Gold prices inched up ahead of the ECB monetary policy review, trade
tension between U.S.‐China and weaker dollar a gainst the euro.
• Brent crude prices gained following decline in US crude inventories that
fell by 4.1 million barrels in the week to Jun 8, 2018 to 432.4 million