(RsCr) Buy Sell OpenInt.
IndexFutures 5968.88 7112.25 22003.75
IndexOptions 225895.29 224260.37 75655.12
StockFutures 19852.37 19625.33 83036.47
StockOptions 8695.80 8681.14 7642. 60
Total 260412.34 259679.09 188337.94
12‐Oct Prev_Day Change
PutCallRatio(OI) 1.21 1.08 0.13
PutCallRatio(Vol) 0.88 0.81 0.07
12‐Oct Wk.Ago Mth.Ago YearAgo
CallRate 6.42% 6.41% 6.45% 5.84%
CBLO 4.86% 6.12% 6.32% 5.78%
Repo 6.50% 6.50% 6.50% 6.00%
ReverseRepo 6.25% 6.25% 6.25% 5.75%
91DayT‐Bill 6.87% 6.85% 7.09% 6.06%
364DayT‐Bill 7. 51% 7.55% 7.66% 6.19%
10YearGilt 7.98% 8.02% 8.13% 6.75%
G‐SecVol.(Rs.Cr) 35220 42133 41095 20688
FBILMIBOR 6.49% 6.50% 6.59% 6.00%
3MonthCPRate 7.75% 8.35% 7.95% 6.75%
5YearCorpBond 8.84% 8.91% 8.91% 7.53%
1MonthCDRate 6.82% 7.11% 7.12% 6.05%
3MonthCDRate 7.14% 7.42% 7.25% 6.18%
1YearCDRate 8.42% 8.52% 8.39% 6.60%
Currency 12‐Oct Prev_Day Change
USD/INR 73.80 74.39 ‐0.59
GBP/INR 97.65 98.30 ‐0.64
EURO/INR 85.55 85.90 ‐0.35
JPY/INR 0.66 0.66 ‐0.01
Commodity 12‐Oct WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 71.36 74.21 70. 32 50.56
BrentCrude($/bl) 81.05 85.16 79.96 55.67
Gold($/oz) 1218 1202 1205 1293
Gold(Rs./10gm) 31565 31216 30478 29732
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• Bond yield saw a marginal fall due to the weekly auction that brought
fresh supply and the decline in crude oil p rices. The market now awaits
the retail inflation data to take further cues.
• Yield on t he 10‐year benchmark paper (7.17% GS 2028) reduced 1 bps
to 7.98% compared with the previous closing of 7. 99% after trading in
the range of 7.96% to 8.01%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 7,128 crore (gross) on Oct 12 compared w ith a
borrowing o f Rs. 3,909 crore (gross) o n Oct 11. Sale of sec urities under
the Reserve Bank of India’s (RBI) reverse repo window stood at Rs.
15,559 crore on Oct 11.
• Banks borrowed Rs. 350 cr ore under the central bank’s Marginal
Standing Facility on Oct 11 compared with borrowing of Rs. 457 crore on
• A report from the Labor Department showed that U.S. consumer price
index inched up 0.1% in Sep 2018 as against an increase of 0.2% in Aug
2018. Prices for shelter edged up by 0.2%. Also, prices for apparel, motor
vehicle insurance, recreation, and airline fares also rose.
• A report from the Ministry of Economy, Trade and Industry showed
that Japan’s tertiary industry activity gained 0.5% MoM in Aug 2018 as
against a decline of 0.1% in Jul 2018. Tertiary activity growth improved to
1.3% on a yearly basis in Aug 2018 from 0.9% in Jul 2018.
• Nifty Oct 2018 Futures settled at 10,486.55, a premium of 14.05 points,
above the spot closing of 10,472. 50. The turnover on N SE’s Futures a nd
Options segment plunged t o Rs. 6,34,995.10 on Oct 12 compared with Rs.
19,94,265.04 on Oct 11.
•ThePut‐Call ratio stood at 0.80, compared with the previous session’s
close of 0.78.
•TheNiftyPut‐Call ratio stood at 1.21 compared with the previous
session’s close of 1.08.
• Open interest on Nifty Futures stood at 21.50 million as against the
previous session’s close at 21.92 million.
• The Indian rupee r ose for the third session supported by further decline
in crude oil prices. Optimism that the government would undertake
supportive measures to control the expanding current account deficit also
aided the local currency. The rupee closed at 73.56 a dollar from the
previous close of 74.12.
• The euro edged lower after the ECB president toned down his stance on
inflation from a strong increase to a steady rise. The euro was last seen
trading at 1.1574 a dollar compared with the previous close of 1.1593.
• Gold prices declined amid rebound in the global equity market,
particularly in Asia and Europe.
• Brent crude prices declined after the IEA, IMF and OPEC lowered the
demand outlook for oil.