FII Derivative Trade Statistics 28-Jun
(Rs Cr) Buy
Index Futures 8897.27 6225.96 15299.80
Index Options 410215.46 408415.58 30642.65
Stock Futures 24450.01 23309.99 81976.59
Stock Options 3045.62 2970.82 519.50
Total 446608.36 440922.35 128438.54
Put Call Ratio (OI) 1.29 1.50 -0.21
Indian Debt Market
Put Call Ratio(Vol) 0.92 1.05 -0.13
28-Jun Wk. Ago Mth. Ago
Call Rate 5.94% 5.78% 5.87% 6.13%
T-Repo 5.85% 5.66% 5.96% NA
Repo 5.75% 5.75% 6.00% 6.25%
Reverse Repo 5.50% 5.50% 5.75% 6.00%
91 Day T-Bill 6.02% 5.93% 6.17% 6.45%
364 Day T-Bill 6.08% 6.03% 6.29% 7.13%
10 Year Gilt 6.88% 6.86% 7.15% 7.94%
G-Sec Vol. (Rs.Cr) 45259 68502 62378 21857
Currency Market Update
FBIL MIBOR 5.97% 5.90% 6.00% 6.28%
3 Month CP Rate 7.00% 6.95% 6.85% 7.55%
5 Year Corp Bond 8.10% 8.05% 8.16% 8.80%
1 Month CD Rate 6.07% 5.99% 6.47% 7.21%
3 Month CD Rate 6.41% 6.36% 6.62% 7.01%
1 Year CD Rate 7.16% 7.17% 7.20% 8.08%
Commodity Market Update
Currency 28-Jun Prev_Day
USD/INR 68.92 69.22 -0.30
GBP/INR 87.35 87.74 -0.39
EURO/INR 78.36 78.59 -0.23
JPY/INR 0.64 0.64 0.00
Commodity 28-Jun Wk Ago Mth. Ago
NYMEX Crude($/bl) 58.17 57.30 58.86 73.40
Brent Crude($/bl) 68.96 67.43 71.23 75.75
Gold( $/oz) 1409 1399 1279 1248
Gold(Rs./10 gm) 33947 33909 31710 30488
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 Jul 2019 Futures stood at 11,841.50, a premium of 52.65 points,
above the spot closing of 11,788.85. The turnover on NSE’s Futures and
Options segment decreased to Rs. 6,17,277.53 crore on Jun 28, 2019,
compared with Rs. 26,55,696.52 crore on Jun 27, 2019.
• The Put-Call ratio stood at 0.92 compared with the previous session’s
close of 1.04.
• The Nifty Put-Call ratio stood at 1.29 compared with the previous
session’s close of 1.50.
• Open interest on Nifty Futures stood at 19.52 million, compared with
the previous session’s close of 23.95.
• Bond yield eased on hopes of policy easing by the central bank.
Market participants are now awaiting the outcome of the meeting of the
U.S. and Chinese Presidents at the G20 summit and the upcoming OPEC
meeting on production cut. However, fiscal slippage remains a concern
for the market.
• Yield on the 10-year benchmark paper (7.26% GS 2029) went down 2
bps to 6.88% compared with the previous close of 6.90% after trading in
a range of 6.87% to 6.90%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 6,337 crore (gross) on Jun 28, 2019, compared
with Rs. 4,437 crore (gross) as on Jun 27, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 37,126
crore on Jun 27, 2019.
• The Indian rupee rose on account of dollar sales by foreign banks. The
rupee closed at 69.02 a dollar, up 0.07% compared with the previous
• The euro moved up against the greenback following the release of
core inflation data for euro zone, which stood steady for Jun. The overall
inflation came in line with expectations at 1.2% for the month. The euro
was last seen trading at 1.1376, up 0.07% compared with the previous
close of 1.1368.
• Gold prices were up as G20 leaders gathered at Osaka, Japan to arrive
at a possible U.S.-China trade war resolution.
• Brent crude prices remained steady as G20 leaders assembled at Japan
to deliberate a workable resolution for the ongoing U.S.-China trade
• A Labor Department report showed first-time claims for U.S.
unemployment benefits increased by more than expected in the week
ended Jun 22, 2019. The report said initial jobless claims rose to
227,000, an increase of 10,000 from the previous week's revised level of
• A Commerce Department report showed the pace of U.S. economic
growth in the first quarter was unrevised from the previous estimate.
The Commerce Department said real gross domestic product increased
at an annual rate of 3.1% in the first quarter, unrevised from the
estimate released last month and in line with expectations. The
unrevised rate of GDP growth in the first quarter still reflects a
significant acceleration from the 2.2% increase seen in the fourth
quarter of 2018.