FII Derivative Trade Statistics 26-Dec
(Rs Cr) Buy
Index Futures 9835.39 9630.20 30276.46
Index Options 106603.72 104915.23 67271.37
Stock Futures 39113.39 39759.20 87876.65
Stock Options 6415.11 6601.04 9140.32
Total 161967.61 160905.67 194564.80
Put Call Ratio (OI) 1.39 1.26 0.14
Indian Debt Market
Put Call Ratio(Vol) 0.91 0.87 0.04
26-Dec Wk. Ago Mth. Ago
Call Rate 6.57% 6.46% 6.44% 5.96%
T-Repo 6.56% 6.40% 6.44% --
Repo 6.50% 6.50% 6.50% 6.00%
Reverse Repo 6.25% 6.25% 6.25% 5.75%
91 Day T-Bill 6.67% 6.63% 6.70% 6.20%
364 Day T-Bill 6.93% 6.95% 7.20% 6.37%
10 Year Gilt 7.26% 7.22% 7.73% 7.28%
G-Sec Vol. (Rs.Cr) 39171 65391 38057 30454
Currency Market Update
FBIL MIBOR* 6.60% 6.51% 6.60% 6.05%
3 Month CP Rate 7.30% 7.20% 7.85% 7.03%
5 Year Corp Bond 8.19% 8.18% 8.52% 7.93%
1 Month CD Rate 7.18% 6.80% 6.88% 6.34%
3 Month CD Rate 7.16% 7.04% 7.34% 6.46%
1 Year CD Rate 8.05% 8.18% 8.49% 6.89%
Commodity Market Update
Currency 26-Dec Prev_Day
USD/INR 69.99 70.18 -0.19
GBP/INR 88.96 88.87 0.09
EURO/INR 79.82 79.88 -0.06
JPY/INR 0.63 0.63 0.00
Commodity 26-Dec Wk Ago Mth. Ago
NYMEX Crude($/bl) 45.99 47.91 51.36 59.20
Brent Crude($/bl) Closed 55.54 59.29 66.82
Gold( $/oz) 1267 1243 1222 1283
Gold(Rs./10 gm) 31452 31043 30705 28883
Source: Thomson Reuters Eikon
*AS on 24-12-18
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 10,748.50 points, a premium of 18.65
points, above the spot closing of 10,729.85. The turnover on NSE’s
Futures and Options segment rose to Rs. 15,22,811.79 crore on Dec 26
compared with Rs. 9,38,436.13 crore on Dec 24.
• The Put-Call ratio stood at 0.85 against the previous day’s close of
• The Nifty Put-Call ratio stood at 1.39 compared with the previous
session’s close of 1.26.
• India VIX increased 4.31% to 16.4300 compared with 15.7500 at the
previous trading session.
• Bond yields eased due to the overall weakness in crude oil prices,
which raised optimism of easing monetary policy in the future and lifted
the bond market sentiment.
• Yield on the 10-year benchmark paper (7.17% GS 2028) reduced 3 bps
to close at 7.26% as compared with 7.29% in the previous session after
trading in the range of 7.23% to 7.27%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 22,786 crore (gross) on Dec 26 compared with
a borrowing of Rs. 20,903 crore (gross) on Dec 24. Sale of securities
under Reserve Bank of India’s (RBI) reverse repo window stood at Rs.
12,287 crore on Dec 24.
• Banks did not borrow under the central bank’s Marginal Standing
Facility on Dec 24 compared with borrowing of Rs. 3,205 crore on Dec
• The Indian rupee appreciated tracking the rebound in the domestic
equity market, which lifted investor sentiment. However, further upside
was limited due to the month end greenback demand from importers.
• The euro gained against the greenback as the latter was under
pressure due to the ongoing worries of an economic slowdown in the
U.S. and partial government shutdown. Besides, growing tension
between the U.S. president and the Fed over interest rate policy
strained dollar, while supporting euro.
• Gold prices extended gains from the last session as market
participants resorted to the precious metal amid rising uncertainty on
global economic growth.
• The Brent Crude oil market remianed closed
• Economic Development Board Singapore data showed the country’s
manufacturing output increased at the fastest pace in five months.
Manufacturing output grew 7.6% YoY, following a 5.5% rise in Oct 2018.
On a seasonally adjusted basis, manufacturing output increased 2.8%
MoM, after a 2.4% rise in Nov 2018. Output increased on a monthly
basis for a second straight month.
• INE data showed Spain's producer price inflation slowed in Nov 2018
driven by energy prices. Producer price inflation increased to 3% in Nov
from 4.6% in Oct 2018.