(RsCr) Buy Sell OpenInt.
IndexFutures 3690.74 3271.96 32430.34
IndexOptions 124810.76 122572.40 73881.04
StockFutures 13014.68 13582.94 83066.71
StockOptions 7965.30 7752.74 9772.51
Total 149481.48 147180.04 199150.60
16‐Nov Prev_Day Change
PutCallRatio(OI) 1.64 1.61 0.03
PutCallRatio(Vol) 0.92 0.91 0.00
16‐Nov Wk.Ago Mth.Ago YearAgo
CallRate 6.36% 6.47% 6.54% 5.84%
T‐Repo 6.29% 6.50% N.A. N.A.
Repo 6.50% 6.50% 6.50% 6.00%
ReverseRepo 6.25% 6.25% 6.25% 5.75%
91DayT‐Bill 6.76% 6.92% 6.87% 6.08%
364DayT‐Bill 7.24% 7.39% 7.49% 6.28%
10YearGilt 7.82% 7.76% 7.87% 7.06%
G‐SecVol.(Rs.Cr) 25907 27684 42832 41143
FBILMIBOR 6.50% 6.55% 6.57% 5.97%
3MonthCPRate 8.35% 8.55% 7.80% 6.81%
5YearCorpBond 8.62% 8.58% 8.80% 7.73%
1MonthCDRate 6.93% 6.90% 6.88% 6.07%
3MonthCDRate 7.65% 7.64% 7.46% 6.23%
1YearCDRate 8.17% 8.30% 8.41% 6.60%
Currency 16‐Nov Prev_Day Change
USD/INR 71.80 72.16 ‐0.36
GBP/INR 91.92 93.95 ‐2.03
EURO/INR 81.46 81.83 ‐0.36
JPY/INR 0.63 0.64 0.00
Commodity 16‐Nov WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 56.44 60.14 71.88 55.09
BrentCrude($/bl) 64.13 68.10 80.97 61.37
Gold($/oz) 1221 1209 1224 1278
Gold(Rs./10gm) 30912 31773 31799 29426
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• Nifty Nov 2018 Futures settled at 10687.25, a premium of 5.05 points,
above the spot closing of 10,682.20. The turnover on NSE’s Futures and
Options segment improved to Rs. 5,82,156.36 crore on Nov 16 compared
with Rs. 15,60,701.67 crore on Nov 15.
•ThePut‐Call ratio stood at 1.05 compared with the previous session’s
close of 0.86.
•TheNiftyPut‐Call ratio stood at 1.64 compared with the previous
session’s close of 1.61.
• Open interest on Nifty Futures stood at 25.78 million as against the
previous session’s close at 25.05 million.
• Bond yields rose as investors were cautious ahead of the Reserve Bank
of India board meeting scheduled on Nov 19. The board meeting will be
a key factor for the bonds as it may provide crucial announcements.
Investors were also cautious after a major credit rating agency indicated
potential macro risks for the Indian economy.
• Yield on the 10‐year benchmark paper (7.17% GS 2028) increased 6 bps
to 7.82% compared with the previous close of 7.76% after trading in the
range of 7.76% to 7.82%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,861 crore (gross) on Nov 16 compared with a
borrowing o f Rs. 3,746 crore (gross) on Nov 15. Sale of securities under
RBI's reverse repo window stood at Rs. 50,441 crore on Nov 15..
• The Indian rupee inched up against the greenback following selling of
the greenback by banks and exporters. Gains in the domestic equity
market also aided the domestic currency. However, increase in global
crude oil prices capped the gains.
• The euro surged against the greenback as Italian budget woes eased to
some extent amid reports that the Italian Prime Minister was looking to
work with the European Union over his government’s 2019 budget,
which was rejected by the latter.
• Gold prices strengthened as investors moved to risk‐averse assets amid
• Brent crude prices surged amid expectations that the Organization of
the Petroleum Exporting Countries and its allies would agree to cut
output in Dec 2018.
• A Labor Department report showed, U.S. import and export prices
increased more than expected in Oct 2018. Import prices climbed 0.5%
in Oct 2018 after rising 0 .2% in Sep 2018.
• A Labor Department report showed first‐time claims for U.S.
unemployment benefits increased a tad in the week ended Nov 10, 2018.
Initial jobless claims increased to 216,000, an addition of 2,000 from the
previous week's 214,000.
• Eurostat data showed euro zone inflation increased in Oct 2018 at the
fastest pace in around six years. The consumer price index increased
2.2% YoY after a 2.1% rise in Sep 2018. Inflation was at the highest level
since Dec 2012. Inflation again breached the European Central Bank's
target of "below, but close to 2%".