(RsCr) Buy Sell OpenInt.
IndexFutures 2153.99 1954.28 20693.54
IndexOptions 53324.69 53138.99 74733.27
StockFutures 11048.40 11473.80 80525.48
StockOptions 11263.61 11132.90 8364.13
Total 77790.69 77699.97 184316.42
23‐Apr Prev_Day Change
PutCallRatio(OI) 1.64 1.62 0.02
PutCallRatio(Vol) 1.16 1.30 ‐0.15
23‐Apr Wk.Ago Mth.Ago YearAgo
CallRate 5.90% 5.93% 5.93% 5.93%
CBLO 5.99% 5.91% 5.82% 6.07%
Repo 6.00% 6.00% 6.00% 6.25%
ReverseRepo 5.75% 5.75% 5.75% 6.00%
91DayT‐Bill 6.15% 6.07% 6.12% 6.06%
364DayT‐Bill 6.45% 6.47% 6.50% 6.15%
10YearGilt 7.74% 7.49% 7.56% 6.92%
G‐SecVol.(Rs.Cr) 29374 32900 40602 46723
FBILMIBOR 6.00% 6.00% 6.05% 6.20%
3MonthCPRate 7.15% 6.90% 7.33% 6.73%
5YearCorpBond 8.47% 8.18% 8.08% 7.46%
1MonthCDRate 6.58% 6.51% 7.12% 6.13%
3MonthCDRate 6.69% 6.63% 7.06% 6.37%
1YearCDRate 7.45% 7.28% 7.35% 6.69%
Currency 23‐Apr Prev_Day Change
USD/INR 66.22 66.02 0.20
GBP/INR 92.84 92.73 0.12
EURO/INR 81.27 81.46 ‐0.19
JPY/INR 0.61 0.61 0.00
Commodity 23‐Apr WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 67.56 66.18 65. 79 49.59
BrentCrude($/bl) 75.43 72.49 68.62 49.02
Gold($/oz) 1324 1346 1347 1284
Gold(Rs./10gm) 31213 31049 30700 29320
The information herein is meant only for general reading purposes and contains all factual and statistical information pertaining to I ndustry 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 a ssumptions upon which such data and information has been processed or a rrive data; RNLAM doe s 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 a ny 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 in order 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
• B ond yields rose following sharp rise in U.S. Treasury yields. H igher
crude oil prices and losses in Indian rupee too weighed on domestic
• Yield on the 10‐year benchmark paper (7.17% GS 2028) rose 2 bps to
close at 7.74% from the previous close of 7.72%. During the session,
bond yields traded in the range of 7.66% and 7.77%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 12,010 crore (gross) on Ap r 23 compared with
Rs. 17,282 crore on Apr 20. Sale of securities under Reserve Bank of
India’s (RBI) reverse repo window stood at Rs. 3,262 crore on Apr 20.
• Banks borrowed Rs. 300 crore under the central bank’s Marginal
Standing Facility on Apr 20 compared with Rs. 476 crore borrowed on
• Gold prices moved down on stronger dollar against the euro.
• Brent crude prices moved up as geopolitical tension in the Middle East
raised concerns about supply disruptions.
• A flash report from IHS Markit showed that Germany’s composite
output index surpassed market expectations and came in at 55.3 in Apr
2018, up from 55.1 in Mar 2018. The services Purchasing Managers'
Index (PMI) came in at 54.1 in Apr, up from 53.9 in Mar and the
manufacturing PMI came in at 58.1 in Apr as against 58.2 in Mar.
• A flash report from the IHS Markit showed that euro zone’s composite
output index remained unchanged at 55.2 in Apr 2018. The services PMI
slightly grew to 55.0 in Apr as ag ainst 54.9 in Mar 2018. Meanwhile,
factory PMI declined to 56.0 in Apr from 56.6 in Mar.
• Nifty Apr 2018 Futures were at 10,585.45 points, a premium of 0.75
points, over the spot closing of 10,584.70. The turnover on NSE’s Futures
and Options segment went up to Rs. 7,37,658.12 crore on Apr 23 from Rs.
5,87,393.11 crore on Apr 20.
•ThePut‐Call ratio stood at 0.88 against previous session’s close of 0.98.
• The Nifty Put‐Call ratio stood at 1.64 against the previous session’s
close of 1.62.
• India VIX moved up 1.15% to 13.08 75 from 12.8625 in the previous
• Open i nterest on Nifty Futures stood at 30.07 million as against the
previous session’s close of 29.59 million.
• The Indian rupee weakened against the greenback amid concerns ove
rising global crude oil prices. The rupee fell 0.54% to close at 66.48 pe
dollar from the previous close of 66.12.
• Euro fell against the greenback as the latter strengthened on growin
possibility that the U.S. Federal Reserve will continue to raise in terest
rates in 2018. Euro was trading at $1.2 231, down 0.45% compared with
the previous close of $1.2286.