(RsCr) Buy Sell OpenInt.
IndexFutures 2776.41 2945.24 30822.02
IndexOptions 72473.58 72464.83 70626.35
StockFutures 12247.74 12394.59 80479.60
StockOptions 6290.32 6273.31 8751.24
Total 93788.05 94077.97 190679.21
13‐Nov Prev_Day Change
PutCallRatio(OI) 1.60 1.51 0.09
PutCallRatio(Vol) 0.98 1.02 ‐0.05
13‐Nov Wk.Ago Mth.Ago YearAgo
CallRate 6.42% 6.43% 6.42% 5.91%
CBLO 6.38% 6.39% 4.86% 5.89%
Repo 6.50% 6.50% 6.50% 6.00%
ReverseRepo 6.25% 6.25% 6.25% 5.75%
91DayT‐Bill 6.90% 6.93% 6.87% 6.09%
364DayT‐Bill 7.37% 7.42% 7.51% 6.24%
10YearGilt 7.76% 7.80% 7.98% 6.97%
G‐SecVol.(Rs.Cr) 36494 15785 35220 31175
FBILMIBOR 6.60% 6.50% 6.49% 6.00%
3MonthCPRate 8.45% 8.55% 7.75% 6.74%
5YearCorpBond 8.56% 8.58% 8.86% 7.63%
1MonthCDRate 6.99% 7.02% 6.82% 6.06%
3MonthCDRate 7.69% 7.63% 7.14% 6.20%
1YearCDRate 8.29% 8.34% 8.42% 6.60%
Currency 13‐Nov Prev_Day Change
USD/INR 72.59 72.91 ‐0.32
GBP/INR 93.49 93.99 ‐0.50
EURO/INR 81.61 82.43 ‐0.82
JPY/INR 0.64 0.64 0.00
Commodity 13‐Nov WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 55.58 62.11 71.36 56.72
BrentCrude($/bl) 64.54 69.73 81.05 63.43
Gold($/oz) 1202 1226 1218 1278
Gold(Rs./10gm) 30898 31773 31565 29514
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• Nifty Nov 2018 Futures settled at 10,615.95, a premium of 33.45
points, above the spot closing of 10,582.50. The turnover on NSE’s
Futures a nd Options segment improved to Rs. 7,36,361.70 on Nov 13
compared with R s. 5,71,569.46 on Nov 12.
•ThePut‐Call ratio stood at 0.90 compared with the previous session’s
close of 1.04.
•TheNiftyPut‐Call ratio stood at 1.60 compared with the previous
session’s close of 1 .51.
• Open interest on Nifty Futures stood at 25.26 million as against the
previous session’s close at 25.37 million.
• Bond yield eased as crude oil prices plunged and retail inflation came in
lower‐than‐expected at 3.31% in Oct 2018. This sparked hopes that the
Monetary Policy Committee would keep the interest rate unchanged,
which improved market sentiment.
• Yield on the 10‐year benchmark paper (7.17% GS 2028) decreased 4
bps to 7.76% compared with the previous close of 7.80% after trading in
the r ange of 7.76% to 7.78%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,856 crore (gross) on Nov 13 c ompared with a
borrowing of Rs. 6,343 crore (gross) on Nov 12. Sale of securities under
the Reserve Bank of India’s (RBI) reverse repo window stood at Rs.
13,839 crore on Nov 12.
• Banks borrowed Rs. 745 crore under the central bank’s Marginal
Standing Facility on Nov 12 compared with borrowing of Rs. 1,261 crore
on Nov 9.
• The Indian rupee improved against the greenback as crude oil prices
lowered and renewed trade discussions between U.S. and China. The
rupee closed at 72.67 a dollar, up 0.31% compared with the previous
close of 72.89.
• The euro edged up as the growth in dollar slowed and came to a
standstill, triggering market participants to return to the currency bloc.
The euro was last seen trading at 1.1248 a dollar, up 0.28% compared
with the previous close of 1.1217.
• Gold prices weakened against the greenback due to the strength in the
latter on expectations of rise in interest rates.
• Brent crude prices moved down after the U.S. President’s comment
hoping that Saudi Arabia and other OPEC members would not be
trimming crude output.
• According to University of Michigan’s preliminary report, consumer
sentiment i n the U.S. declined a t ad in Nov 2018. The report said the
consumer sentiment index declined to 98.3 in Nov 2018 from the final
Oct 2018 reading of 98.6. The report also showed current economic
conditions index increased to 113.2 in Nov 2018 from 113.1 in Oct 2018
and the index of consumer expectations declined to 88.7 from 89.3.
• Office for National Statistics preliminary data showed U.K.
unemployment rate increased a t ad in the three months ended Sep 2018
to 4.1%. In the past two months, the ILO jobless rate was steady at 4%,
the lowest level since early 1975. The number of unemployed increased
by 21,000 persons from t he previous period to 1.38 million.