FII Derivative Trade Statistics 04-Dec
(Rs Cr) Buy
Index Futures 2354.35 1953.09 22407.98
Index Options 44812.01 45982.47 54580.76
Stock Futures 13957.15 13606.71 84424.91
Stock Options 7148.94 7032.55 4460.44
Total 68272.45 68574.82 165874.09
Put Call Ratio (OI) 1.70 1.68 0.03
Indian Debt Market
Put Call Ratio(Vol) 1.10 1.03 0.07
04-Dec Wk. Ago Mth. Ago
Call Rate 6.35% 6.37% 6.41% 5.83%
T-Repo 6.30% 6.40% -- --
Repo 6.50% 6.50% 6.50% 6.00%
Reverse Repo 6.25% 6.25% 6.25% 5.75%
91 Day T-Bill 6.70% 6.73% 6.90% 6.12%
364 Day T-Bill 7.18% 7.20% 7.42% 6.19%
10 Year Gilt 7.57% 7.73% 7.78% 7.08%
G-Sec Vol. (Rs.Cr) 50826 33537 52876 29146
Currency Market Update
FBIL MIBOR Closed 6.58% 6.55% 6.00%
3 Month CP Rate 7.75% 7.80% 8.60% 6.81%
5 Year Corp Bond 8.52% 8.53% 8.65% 7.72%
1 Month CD Rate 6.61% 6.80% 6.97% 6.07%
3 Month CD Rate 7.37% 7.35% 7.56% 6.25%
1 Year CD Rate 8.27% 8.51% 8.34% 6.63%
Commodity Market Update
Currency 04-Dec Prev_Day
USD/INR 70.35 70.03 0.32
GBP/INR 89.65 89.50 0.14
EURO/INR 80.08 79.59 0.49
JPY/INR 0.62 0.62 0.01
Commodity 04-Dec Wk Ago Mth. Ago
NYMEX Crude($/bl) 53.16 51.26 63.07 57.43
Brent Crude($/bl) 61.24 59.17 70.20 64.24
Gold( $/oz) 1238 1214 1232 1276
Gold(Rs./10 gm) 30945 30673 31565 29086
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 Dec 2018 Futures were at 10,907.75 points, a premium of 38.25
points, above the spot closing of 10,869.50. The turnover on NSE’s
Futures and Options segment rose to Rs. 4,70,285.85 crore on Dec 4
compared with Rs. 4,25,998.99 crore on Dec 3.
• The Put-Call ratio stood at 0.88 compared with the previous session’s
close of 0.97.
• The Nifty Put-Call ratio stood at 1.70 compared with the previous
session’s close of 1.68.
• India VIX dipped 1.81% to 17.8925 compared with 18.2225 at the
previous trading session.
• Open interest on Nifty Futures stood at 20.56 million as against the
previous session’s close at 20.25 million.
• Bond yield declined on hopes that the Monetary Policy Committee
would cut the inflation forecast and hold interest rate at the conclusion
of the 3-day monetary policy meeting ending Dec 5, 2018.
• Yield on the 10-year benchmark paper (7.17% GS 2028) declined 6 bps
to 7.57% compared with 7.63% in the previous session after trading in
the range of 7.56% to 7.62%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,141 crore (gross) on Dec 4 compared with a
borrowing of Rs. 3,621 crore (gross) on Dec 3. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 60,162
crore on Dec 3.
• Banks borrowed Rs. 177 crore under the central bank’s Marginal
Standing Facility on Dec 3 compared with borrowing of Rs. 311 crore on
• The Indian rupee was slightly lower as investors stayed on the
sidelines ahead of the Monetary Policy Committee’s decision on interest
rates. The rupee closed at 70.49 a dollar compared with the previous
close of 70.45.
• The euro continued to gain on dollar weakness with the decline in U.S.
Treasury yields. Weak U.S. inflation triggered concerns of an economic
slowdown, which made market participants grow cautious, encouraging
them to dispose the greenback.
• Gold prices surged against the greenback as the later continued to
remain weak following the G20 summit in Argentina.
• Brent crude prices saw a sharp surge ahead of the impending meeting
in Vienna where the OPEC could discuss a production cut to support the
• According to a report released by the Institute for Supply
Management, U.S. manufacturing Purchasing Managers’ Index (PMI)
rose to 59.3 in Nov 2018 after falling to 57.7 in Oct 2018. The
unexpected increase was due to strong demand.
• According to survey data from IHS Markit, U.K. construction PMI rose
to 53.4 in Nov 2018 from 53.2 in Oct 2018. The rise came due to
increase in new work and consequent gains in job creation.
• According to the Bank of Japan, the monetary base in Japan rose 6.1%
YoY in Nov 2018 to 501.330 trillion yen as against two straight months of
5.9% gains. Banknotes and coins in circulation rose 3.5% and 1.1% YoY,
respectively. Also, current account balances rose 6.9%, including a 6.0%
increase in reserve balances.