FII Derivative Trade Statistics 02-Jul
(Rs Cr) Buy
Index Futures 3814.48 2371.82 18387.33
Index Options 43986.51 43924.04 49740.21
Stock Futures 12014.48 11911.52 78549.94
Stock Options 4694.67 4645.35 2421.74
Total 64510.14 62852.73 149099.22
Put Call Ratio (OI) 1.48 1.45 0.02
Indian Debt Market
Put Call Ratio(Vol) 0.85 0.90 -0.05
02-Jul Wk. Ago Mth. Ago
Call Rate 6.12% 6.23% 5.98% 6.11%
CBLO 6.10% 6.26% 5.98% 6.18%
Repo 6.25% 6.25% 6.00% 6.25%
Reverse Repo 6.00% 6.00% 5.75% 6.00%
91 Day T-Bill 6.42% 6.44% 6.43% 6.28%
364 Day T-Bill 7.11% 7.00% 6.86% 6.35%
10 Year Gilt 7.91% 7.82% 7.85% 6.51%
G-Sec Vol. (Rs.Cr) 13776 26377 15457 53131
Currency Market Update
FBIL MIBOR 6.25% 6.35% 6.05% 6.25%
3 Month CP Rate 7.40% 7.50% 8.05% 6.69%
5 Year Corp Bond 8.82% 8.70% 8.62% 7.54%
1 Month CD Rate 6.60% 7.16% 6.59% 6.33%
3 Month CD Rate 6.82% 6.96% 7.58% 6.35%
1 Year CD Rate 8.11% 8.07% 8.25% 6.69%
Commodity Market Update
Currency 02-Jul Prev_Day
USD/INR 68.62 68.58 0.05
GBP/INR 90.43 89.93 0.50
EURO/INR 79.96 79.85 0.11
JPY/INR 0.62 0.62 0.00
Commodity 02-Jul Wk Ago Mth. Ago
NYMEX Crude($/bl) 73.84 68.76 65.81 45.97
Brent Crude($/bl) 76.05 72.56 74.48 47.12
Gold( $/oz) 1242 1265 1293 1241
Gold(Rs./10 gm) 30348 30540 30764 28803
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 July 2018 Futures were at 10,658.25, a premeium of 0.95 points,
above the spot closing of 10,657.30. The turnover on NSE’s Futures and
Options segment went down to Rs. 5,63,024.34 crore on Jul 2 from Rs.
4,35,467.26 crore on Jun 29.
• The Put-Call ratio stood at 0.81 against previous session’s close of
• The Nifty Put-Call ratio stood at 1.45 against the previous session’s
close of 1.48.
• India VIX moved up 3.96% to 13.4500 from 12.9375 in the previous
• Open interest on Nifty Futures stood at 20.29 million as against the
previous session’s close at 20.26 million.
• Amid lower trade volumes, bond yields initially fell on short covering
by market participants. Gains were reversed following weakness in the
Indian rupee against the U.S. dollar.
• Yield on the 10-year benchmark paper (7.17% GS 2028) inched up 1
bps to close at 7.91% as against its previous close of 7.90%. During the
session, bond yields traded in the range of 7.86% and 7.92%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,871 crore (gross) on Jul 02, compared with
Rs. 9,718 crore (gross) borrowed on Jun 29. Sale of securities under the
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 16,921
crore on Jun 29.
• Banks borrowed Rs. 3,125 crore under the central bank’s Marginal
Standing Facility on Jun 29 against no borrowing on Jun 28.
• The rupee weakened against the greenback and ended at the lowest
level since Aug 28, 2013 following losses in the domestic equity market
due to ongoing trade disputes between the U.S. and China. The rupee
fell 0.48% to close at 68.80 per dollar from the previous close of 68.47
• The euro fell against the greenback as investor risk sentiment were
affected following escalating trade tensions between the U.S. and China.
Euro was last seen trading at $1.1608, down 0.64% from the previous
close of $1.1683.
• Gold prices inched down on stronger dollar and on expectations of a
faster rate hike by the Federal Reserve (Fed) in coming time.
• Brent crude prices fell on news that the Saudi Arabia had agreed to
raise more oil output that is likely to be around 2,000,000 barrels, basis
direction by the U.S. President.
• According to a report from the University of Michigan, U.S. consumer
sentiment index came in at 98.2 in Jun down from preliminary reading
of 99.3. However, it came in slightly higher than May reading of 98.0.
• According to a report from Eurostat, eurozone’s unemployment rate
remained unchanged at 8.4% in May 2018. This marked the lowest rate
since Dec 2008. Meanwhile, the number of people out of work fell by
125,000 as against the previous month to 13.656 million in May.
• According to a report from the IHS Markit, Eurozone’s factory
Purchasing Managers' Index fell to 54.9 in Jun 2018 as against 55.5 in
May 2018. This marked an 18-month low.