(RsCr) Buy Sell OpenInt.
IndexFutures 10183.71 11597.34 22991.56
IndexOptions 434126.09 427703.86 72287.17
StockFutures 20924.55 21296.91 90958.82
StockOptions 14203.46 14069.70 8633.51
Total 479437.81 474667.81 194871.06
24‐May Prev_Day Change
PutCallRatio(OI) 1.23 0.85 0.39
PutCallRatio(Vol) 0.78 0.80 ‐0.02
24‐May Wk.Ago Mth.Ago YearAgo
CallRate 5.88% 5.99% 6.19% 5.92%
T‐Repo 5.92% 5.95% 6.01% NA
Repo 6.00% 6.00% 6.00% 6.00%
ReverseRepo 5.75% 5.75% 5.75% 5.75%
91DayT‐Bill 6.21% 6.32% 6.38% 6.20%
364DayT‐Bill 6.34% 6.43% 6.48% 6.80%
10YearGilt 7.23% 7.36% 7.43% 7.87%
G‐SecVol.(Rs.Cr) 58585 32164 36674 17063
FBILMIBOR 6.00% 6.05% 6.25% 6.10%
3MonthCPRate 6.90% 7.25% 7.50% 8.40%
5YearCorpBond 8.31% 8.38% 8.52% 8.72%
1MonthCDRate 6.54% 7.24% 7.11% 6.81%
3MonthCDRate 6.65% 7.07% 7.13% 7.83%
1YearCDRate 7.44% 7.29% 7.50% 8.19%
Currency 24‐May Prev_Day Change
USD/INR 69.61 ‐0.06 ‐0.09
GBP/INR 77.97 0.32 0.41
EURO/INR 88.30 0.38 0.43
JPY/INR 63.55 0.36 0.57
Commodity 24‐May WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 58.39 62.72 65.93 70.72
BrentCrude($/bl) 68.97 74.93 73.05 79.89
Gold($/oz) 1285 1277 1275 1304
Gold(Rs./10gm) 31591 31911 31501 31164
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• Nifty May 2019 Futures were at 11,869.4, a premium of 25.30 points,
above the spot closing of 11,844.10. The turnover on NSE’s Futures and
Options segment decreased to Rs. 9,81,157.78 crore on May 24, 2019,
compared with Rs. 25,81,257.90 crore on May 23, 2019.
• The Put‐Call ratio stood at 0.84 compared with the previous session’s
close of 0.85.
• The Nifty Put‐Call ratio stood at 1.23 compared with the previous
session’s close of 0.85.
• Open interest on Nifty Futures stood at 22.76 million as against the
previous session’s close at 21.95 million.
• Bond yields fell after the outcome of the general elections came in line
with the exit polls which raised expectations that the current government
which is set to return for a second five‐year term will continue with its
reform agenda. Market participants also remained hopeful that the
Reserve Bank of India will increase liquidity infusion into the banking
system by stepping up open market purchase of government bonds.
• Yield on the 10‐year benchmark paper (7.26% GS 2029) declined 1 bps
to 7.23% compared with the previous close of 7.24% after trading in a
range of 7.20% to 7.24%.
• RBI after reviewing the evolving liquidity conditions and assessing the
durable liquidity needs going forward has decided to conduct purchase of
government securities under open market operation (OMO) for Rs.
15,000 crore on Jun 13, 2019.
market strengthened after the outcome of the country’s general election.
The rupee closed at 69.53 a dollar compared with the previous close of
• The euro rose against the greenback as the latter weakened following
weak U.S. manufacturing activity data for May 2019 that raised the hopes
of rate cut by the U.S. Federal Reserve. The euro was last seen trading at
1.1191 up from 1.1180 in the previous session
• Gold prices gained following weak sales data for new U.S. single‐family
homes in Apr 2019.
• Brent crude prices fell amid rising U.S. crude inventories following
reports from EIA that U.S. crude inventories surged by 4.74 million barrels
in the week ended May 17, 2019 on May 23.
• According to a Commerce Department report, U.S. new home sales
pulled back by much more than anticipated in Apr 2019. The Commerce
Department said new home sales declined 6.9% to an annual rate of
673,000 in Apr after spiking 8.1% to an upwardly revised rate of 723,000
in Mar 2019.
• Office for National Statistics data showed U.K. retail sales performed
better than expected in Apr 2019 as warm weather boosted clothing
sales. The retail sales volume remained unchanged MoM, after rising
1.2% in Mar 2019. Sales were forecast to drop 0.3%. At the same time,
sales excluding auto fuel, dropped 0.2%, in contrast to Mar's 1.4%
increase. Online retailers selling clothing products were the driver to this
growth, with the warm weather helping to boost sales.