FII Derivative Trade Statistics 30-Jul
(Rs Cr) Buy
Index Futures 2629.18 1917.62 19823.73
Index Options 33489.38 33686.60 46827.41
Stock Futures 12830.53 12173.26 76744.28
Stock Options 6203.95 6079.48 3675.08
Total 55153.04 53856.96 147070.50
Put Call Ratio (OI) 1.72 1.71 0.01
Indian Debt Market
Put Call Ratio(Vol) 1.04 1.08 -0.05
30-Jul Wk. Ago Mth. Ago
Call Rate 6.19% 6.23% 6.21% 6.08%
CBLO 6.24% 6.33% 6.20% 6.15%
Repo 6.25% 6.25% 6.25% 6.25%
Reverse Repo 6.00% 6.00% 6.00% 6.00%
91 Day T-Bill 6.69% 6.60% 6.48% 6.12%
364 Day T-Bill 6.95% 7.21% 7.11% 6.22%
10 Year Gilt 7.79% 7.81% 7.90% 6.46%
G-Sec Vol. (Rs.Cr) 22108 23443 27152 40832
Currency Market Update
FBIL MIBOR 6.26% 6.31% 6.25% 6.25%
3 Month CP Rate 7.50% 7.75% 7.55% 6.53%
5 Year Corp Bond 8.66% 8.75% 8.79% 7.43%
1 Month CD Rate 6.81% 6.63% 6.81% 6.23%
3 Month CD Rate 7.25% 6.99% 7.00% 6.24%
1 Year CD Rate 7.99% 7.95% 8.08% 6.53%
Commodity Market Update
Currency 30-Jul Prev_Day
USD/INR 68.75 68.70 0.05
GBP/INR 90.15 89.99 0.16
EURO/INR 80.16 79.98 0.18
JPY/INR 0.62 0.62 0.00
Commodity 30-Jul Wk Ago Mth. Ago
NYMEX Crude($/bl) 70.81 67.85 74.08 49.67
Brent Crude($/bl) 75.63 73.73 76.78 52.04
Gold( $/oz) 1221 1224 1252 1269
Gold(Rs./10 gm) 29773 29948 30341 28443
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 11,338.50, a premium of 18.95
points, above the spot closing of 11,319.55. The turnover on NSE’s
Futures and Options segment increased to Rs. 5,15,736.20 on Jul 30
from Rs. 4,15,201.42 on Jul 27.
• The Put-Call ratio stood at 0.96 against previous session’s close of
• The Nifty Put-Call ratio stood at 14.66 compared with the previous
session’s close of 1.71.
• Open interest on Nifty Futures stood at 24.80 million as against the
previous session’s close at 23.79 million.
• Bond yields rose for the second consecutive day as market participants
stayed on the sidelines ahead of the outcome of the monetary policy
due on Aug 1, 2018. Market participants remained concerned that the
Monetary Policy Committee may go for an interest rate hike during the
• Yield on the 10-year benchmark paper (7.17% GS 2028) went up 1 bps
to close at 7.79% as against its previous close of 7.78%. During the
session, bond yields traded in the range of 7.77% and 7.80%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 15,666 crore (gross) on Jul 30, compared with
Rs. 11,518 crore (gross) borrowed on Jul 27. Sale of securities under the
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 19,029
crore on Jul 27.
• The rupee almost closed steady against the greenback. The gains in
the domestic equity market and probable dollar sales by corporates
helped the local currency to recover the early loss from the month end
greenback’s demand from oil and other importers.
• The euro appreciated against the greenback, as market participants
resorted to bargain hunting and awaited outcome of key central bank
monetary policy meetings this week.
• Gold prices inched up as traders awaited the outcome of central bank
meetings in the U.S., Japan and the U.K due this week.
• Brent crude prices inched up after Iran’s withdrawal from the oil
market added pressure and kept the price at elevated levels.
• A University of Michigan report showed U.S. Jul 2018 consumer
sentiment declined lower than initially estimated. The consumer
sentiment index came in at 97.9 from the preliminary reading of 97.1,
compared with 98.2 in Jun 2018.
• Bank of England data showed U.K. mortgage approvals went up to a
five-month high in Jun 2018. The number of mortgage approvals
increased to 65,619 in Jun from 64,684 in May 2018, the highest level
since Jan 2018. The bank’s data showed secured lending increased GBP
3.9 billion after rising GBP 3.8 billion in May. Consumer credit increased
GBP 1.6 billion, unchanged from May.