FII Derivative Trade Statistics 10-Aug
(Rs Cr) Buy
Index Futures 1725.85 2008.19 28303.31
Index Options 99449.75 98849.54 58773.38
Stock Futures 12167.43 11608.50 84972.14
Stock Options 8417.43 8528.15 9947.80
Total 121760.46 120994.38 181996.63
Put Call Ratio (OI) 1.75 1.80 -0.04
Indian Debt Market
Put Call Ratio(Vol) 1.24 1.23 0.01
10-Aug Wk. Ago Mth. Ago
Call Rate 6.37% 6.37% 6.15% 5.86%
CBLO 6.40% 5.21% 6.24% 5.94%
Repo 6.50% 6.50% 6.25% 6.00%
Reverse Repo 6.25% 6.25% 6.00% 5.75%
91 Day T-Bill 6.69% 6.76% 6.40% 6.12%
364 Day T-Bill 7.21% 7.25% 7.11% 6.19%
10 Year Gilt 7.75% 7.76% 7.90% 6.49%
G-Sec Vol. (Rs.Cr) 45273 28593 15049 45135
Currency Market Update
FBIL MIBOR 6.55% 6.46% 6.26% 6.00%
3 Month CP Rate 7.50% 7.60% 7.15% 6.56%
5 Year Corp Bond 8.61% 8.64% 8.86% 7.40%
1 Month CD Rate 6.62% 6.69% 6.32% 6.12%
3 Month CD Rate 7.18% 7.03% 6.77% 6.19%
1 Year CD Rate 8.02% 7.96% 8.10% 6.49%
Commodity Market Update
Currency 10-Aug Prev_Day
USD/INR 68.95 68.62 0.33
GBP/INR 88.19 88.35 -0.16
EURO/INR 79.00 79.63 -0.63
JPY/INR 0.62 0.62 0.00
Commodity 10-Aug Wk Ago Mth. Ago
NYMEX Crude($/bl) 67.56 68.44 74.06 48.49
Brent Crude($/bl) 70.19 73.12 77.41 52.95
Gold( $/oz) 1211 1213 1255 1286
Gold(Rs./10 gm) 29477 29428 30399 28901
Source: Thomson Reuters Eikon
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 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
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 August 2018 Futures closed at 11,439.25, a premium of 9.75
points, above the spot closing of 11,429.50. The turnover on NSE’s
Futures and Options segment reduced to Rs. 5,53,971.86 on Aug 10
compared with Rs. 16,70,334.12 on Aug 9.
• The Put-Call ratio stood at 0.99 against previous session’s close of 0.97.
• The Nifty Put-Call ratio stood at 1.75 compared with the previous
session’s close of 1.80.
• Open interest on Nifty Futures stood at 29.90 million as against the
previous session’s close at 29.67 million.
• Bond yields closed almost steady following fresh supply of government
bonds worth around Rs. 12,000 crore. The yield was also impacted by a
weak rupee that fell for the second consecutive day on account of the
rising U.S.-China trade tension, leading market participant to resort to
• Yield on the 10-year benchmark paper (7.17% GS 2028) stayed steady
at 7.75% as against its previous close. During the session, bond yields
traded in the range of 7.73% and 7.76%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,841 crore (gross) on Aug 10, compared with
Rs. 19,480 crore (gross) borrowed on Aug 9. Sale of securities under the
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 8,593
crore on Aug 9.
• Banks did not borrow under the central bank’s Marginal Standing
Facility on Aug 9. On Aug 8, it borrowed Rs. 1,723 crore.
• The rupee declined against the greenback for the second straight day.
Renewed trade tension between U.S. and China continued to weigh on
the local currency.
• The euro saw a steep fall against the greenback following a report on
the European Central Bank’s rising apprehension on banks in Spain, Italy
and France that have exposure to Turkish lira, which has been tumbling
with the escalating U.S.-Turkey conflict.
• Gold prices edged up following the European Central Bank’s increasing
concern on banks in Spain, Italy and France that have exposure to the
• Brent crude prices went up as the IEA increased its projection for
global oil demand growth for 2019 to 1.5 million barrels.
• According to a report from the Labor Department, consumer price
index (CPI) in the U.S. increased by 0.2% in Jul 2018 after inching up by
0.1% in Jun 2018. The increase in prices matched economist estimates.
Excluding food and energy prices, core consumer price index also edged
up 0.2% in Jul, matching the increases seen in the two previous months
as well as expectations.
• According to a report released by the Commerce Department,
wholesale inventories in the U.S. increased slightly in Jun 2018.
Wholesale inventories inched up 0.1% in Jun after rising 0.3% in May
2018. Expectations were for wholesale inventories to stay unchanged.
The increase was because of 0.8% rise in inventories of durable goods in