FII Derivative Trade Statistics 22-Apr
(Rs Cr) Buy
Index Futures 4988.98 3781.52 21957.27
Index Options 339476.04 337358.60 70842.83
Stock Futures 13411.11 13428.60 90727.40
Stock Options 8998.15 9207.60 8949.39
Total 366874.28 363776.32 192476.89
Put Call Ratio (OI) 1.35 1.58 -0.22
Indian Debt Market
Put Call Ratio(Vol) 0.83 0.98 -0.15
22-Apr Wk. Ago Mth. Ago
Call Rate 6.15% 6.05% 6.19% 5.97%
T-Repo 6.08% 5.93% 6.14% NA
Repo 6.00% 6.00% 6.25% 6.00%
Reverse Repo 5.75% 5.75% 6.00% 5.75%
91 Day T-Bill 6.32% 6.28% 6.25% 6.13%
364 Day T-Bill 6.42% 6.37% 6.38% 6.00%
10 Year Gilt 7.47% 7.39% 7.34% 7.72%
G-Sec Vol. (Rs.Cr) 25783 29925 38231 43122
Currency Market Update
FBIL MIBOR* 6.10% 6.05% 6.30% 6.00%
3 Month CP Rate 7.50% 7.00% 7.50% 7.05%
5 Year Corp Bond 8.63% 8.52% 8.40% 8.42%
1 Month CD Rate 6.95% 6.88% 8.00% 6.56%
3 Month CD Rate 7.14% 6.77% 7.36% 6.79%
1 Year CD Rate 7.49% 7.49% 7.73% 7.43%
Commodity Market Update
Currency 22-Apr Prev_Day
USD/INR 69.74 69.42 0.32
GBP/INR 90.64 90.55 0.08
EURO/INR 78.41 78.43 -0.03
JPY/INR 0.62 0.62 0.00
Commodity 22-Apr Wk Ago Mth. Ago
NYMEX Crude($/bl) 65.61 63.38 58.82 68.21
Brent Crude($/bl) Closed 71.54 66.73 75.36
Gold( $/oz) 1275 1288 1313 1335
Gold(Rs./10 gm) 31560 31574 32007 31298
Source: Thomson Reuters Eikon
*As on previous trading day
Mutual Fund Investments are subject to market risks, read all scheme related documents carefully.
The information herein is meant only for general reading purposes and contains all factual and statistical information pertaining to Industry and markets which have been obtained from independent third
party sources and which are deemed to be reliable. The information provided cannot be considered as guidelines, recommendations or as a professional guide for the readers. It may be noted that since
Reliance Nippon Life Asset Management Company Limited (RNLAM) (formerly Reliance Capital Asset Management Limited) has not independently verified the accuracy or authenticity of such information
or data, or for that matter the reasonableness of the assumptions upon which such data and information has been processed or arrive data; RNLAM does not in any manner assures the accuracy or
authenticity of such data and information. Some of the statements & assertions contained in these materials may reflect RNLAM’s views or opinions, which in turn may have been formed on the basis of
such data or information. The Sponsor(s), the Investment Manager, the Trustee or any of their respective directors, employees, affiliates or representatives do not assume any responsibility for, or warrant
the accuracy, completeness, adequacy and reliability of such data or information. Whilst no action has been solicited based upon the information provided herein, due care has been taken to ensure that
the facts are accurate and opinions given are fair and reasonable, to the extent possible. This information is not intended to be an offer or solicitation for the purchase or sale of any financial product or
instrument. Recipients of this information should rely on information/data arising out of their own investigations. Before making any investments, the readers are advised to seek independent
professional advice, verify the contents inorder to arrive at an informed investment decision. None of the Sponsor(s), the Investment Manager, the Trustee, their respective directors, employees, affiliates
or representatives shall be liable in any way for any direct, indirect, special, incidental, consequential, punitive or exemplary damages, including on account of lost profits arising from the information
contained in this material.
Readers are requested to click here for ICRON disclaimer - http://www.icraonline.com/legal/standard-disclaimer.html
Derivative Statistics- Nifty Options
• Nifty Apr 2019 Futures were at 11,618.90, a premium of 24.45 points,
above the spot closing of 11,594.45. The turnover on NSE’s Futures and
Options segment declined to Rs. 8,47,297.92 crore on Apr 22, 2019,
compared with Rs. 21,63,258.86 crore on Apr 18, 2019.
• The Put-Call ratio stood at 0.84 compared with the previous session’s
close of 0.88.
• The Nifty Put-Call ratio stood at 1.35 compared with the previous
session’s close of 1.58.
• India VIX increased 6.15% to 24.1350 compared with 22.7350 at the
previous trading session.
• Open interest on Nifty Futures stood at 18.62 million as against the
previous session’s close at 18.42 million.
• Bond yields rose tracking surge in crude oil prices, which escalated
concerns over widening current account deficit. Besides, depreciation in
the local currency also weighed down on the bond market sentiment.
• Yield on the 10-year benchmark paper (7.26% GS 2029) rose 5 bps to
7.47% compared with the previous session’s close of 7.42% after trading
in a range of 7.45% to 7.50%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 28,082 crore (gross) on Apr 22, 2019, compared
with Rs. 12,450 crore (gross) as on Apr 18, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 9,813
crore on Apr 18, 2019.
• Banks borrowed Rs. 308 crore under the central bank’s Marginal
Standing Facility on Apr 18, 2019 compared with borrowings of Rs. 1,615
crore on Apr 16, 2019.
• The India rupee depreciated against the dollar tracking rise in crude oil
prices, which raised concerns over outflow from local assets. The rupee
closed at 69.67 a dollar, down 0.45% compared with the previous close of
• The euro was nearly flat as dollar firmed following strong U.S. economic
data. The single currency was also impacted by the data on German
manufacturing activity, which showed a decline for the fourth straight
month in Apr 2019.
• Gold prices rose as increased tensions between U.S. and Iran improved
the safe haven appeal of the bullion. U.S. is reportedly expected to
announce ban of Iranian oil imports worldwide.
• Brent crude remained closed.
• A report from the Commerce Department showed that U.S. housing
starts fell 0.3% to an annual rate of 1.139 million in Mar 2019 from the
revised estimate of 1.142 million (1.162 million originally reported) in Feb
2019. Building permits also fell 1.7% to an annual rate of 1.269 million in
Mar 2019 as against the revised rate of 1.291 million in Feb 2019.
• A report from Turkish Statistical Institute showed that Turkey’s
consumer confidence index grew to 63.5 in Apr 2019 as against 59.4 in
Mar 2019. This marked the highest reading since Aug 2018.