(RsCr) Buy Sell OpenInt.
IndexFutures 1561.03 1450.50 15446.22
IndexOptions 71988.18 68875.18 66453.08
StockFutures 8560.05 8877.84 82791.02
StockOptions 5615.12 5653.94 8254.54
Total 87724.38 84857.46 172944.86
11‐May Prev_Day Change
PutCallRatio(OI) 1.66 1.57 0.09
PutCallRatio(Vol) 1.24 1.05 0.19
11‐May Wk.Ago Mth.Ago YearAgo
CallRate 5.92% 5. 92% 5.87% 6.02%
CBLO 5.36% 5. 93% 5.86% 6.04%
Repo 6.00% 6. 00% 6.00% 6.25%
ReverseRepo 5.75% 5.75% 5.75% 6.00%
91DayT‐Bill 6.25% 6.23% 6.07% 6.27%
364DayT‐Bill 6.66% 6.60% 6.41% 6.46%
10YearGilt 7.73% 7. 73% 7.54% 6.94%
G‐SecVol.(Rs.Cr) 19290 14125 43870 26424
FBILMIBOR 6.03% 6.00% 6.00% 6.25%
3MonthCPRate 7. 95% 7.65% 6.90% 6.78%
5YearCorpBond 8.51% 8.45% 8.17% 7.50%
1MonthCDRate 6.64% 6.62% 6.40% 6.23%
3MonthCDRate 7.45% 7.17% 6.69% 6.43%
1YearCDRate 7.94% 7.84% 7.33% 6.75%
Currency 11‐May Prev_Day Change
USD/INR 67.22 67.38 ‐0.16
GBP/INR 90.88 91.39 ‐0.51
EURO/INR 80.09 79.89 0.20
JPY/INR 0.61 0.61 0.00
Commodity 11‐May WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 70.64 69.66 66.76 47.76
BrentCrude($/bl) 78.36 75.74 72.90 48.39
Gold($/oz) 1318 1315 1353 1224
Gold(Rs./10gm) 31379 31003 31023 27970
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• Bond yields rose following lack of demand in auction for the third
consecutive week leading to devolvement of short‐tenure bonds.
• Yield on the 10‐year benchmark paper (7.17% GS 2028) increased 1 bps
to close at 7.73% from the previous close of 7.72%. During the session,
bond yields traded in the range of 7.70% and 7.76%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 7,231 crore (gross) on May 11 compared with
Rs. 5,608 crore on May 10. Sale of securities under Reserve Bank of
India’s (RBI) reverse repo window stood at Rs. 11,780 crore on May 10.
• Banks did not borrow under the central bank’s Marginal Standing
Facility on May 9 and May 10.
• RBI conducted the auction of 14‐day variable rate repo auction for a
notified amount o f Rs. 22,500 crore for which Rs. 10,112 crore was
accepted at a cut‐off rate of 6.01%.
• A report from the Labor Department showed that U.S. consumer price
index grew 0.2% in Apr 2018 as against a decline of 0.1% i n Mar 2018.
The slight rise in consumer prices was partly due to surge i n energy
prices that grew 1.4% in Apr as against a decline of 2.8% in Mar. Core
consumer prices (excluding food and energy prices) edged up 0.1% in Apr
as against a gain of 0.2% in Mar.
• A report from the People's Bank of China showed that the bank lended
CNY 1.18 trillion loans in Apr 2018 as against CNY 1.12 trillion in Mar
2018. Aggregate fi nancing came in at CNY 1 .56 trillion. M2 grew 8.3%,
lower than market expectation of growth of 8.5%.
• Nifty May 2018 Futures were at 10820.10 points, a premium of 13.60
points, above the spot closing of 10,806.50. The turnover on NSE’s
Futures and Options segment went down to Rs. 3,87,111.61 crore o n May
11 from Rs. 11,46,073.95 crore on May 10.
•ThePut‐Call ratio stood at 0.89 against previous session’s close of 1.09.
• The Nifty Put‐Call ratio stood at 1.66 against the previous session’s
close of 1.57.
• India VIX moved down 2.65% to 14.0425 from 14. 4550 i n the previous
• Open interest on Nifty Futures stood at 26.13 million as against the
previous session’s close of 25.07 million.
• The Indian rupee changed little against the U.S. dollar as initial rise was
neutralized due to greenback purchases by several state‐run banks, likel
on behalf of importer clients. Rupee fell 0.03% to close at 67.33 per dolla
from the previous close of 67.31 at previous close.
• Eur o rose against the U.S. dollar for the second consecutive day as
market participants booked profits on greenback after its recent rise.
Euro was trading at $1.1938 compared with its previous close of $1.1913.
• Gold prices gained following concerns of the U.S. Federal Reserve’s rate
hike decision after the U.S. CPI data for Apr came lower‐than‐expected.
• Brent Crude prices remained at elevated level on concerns over global
oil supplies following U.S. sanctions on Iran.