(RsCr) Buy Sell OpenInt.
IndexFutures 972.57 1548.64 21941.53
IndexOptions 46669.42 46157.73 71485.80
StockFutures 9423.63 9581.19 85420.91
StockOptions 6631.61 6702.40 9910.75
Total 63697.23 63989.96 188758.99
19‐Jun Prev_Day Change
PutCallRatio(OI) 1.47 1.52 ‐0.05
PutCallRatio(Vol) 0.96 1.10 ‐0.14
19‐Jun Wk.Ago Mth.Ago YearAgo
CallRate 6.17% 6.10% 5.97% 6.09%
CBLO 6.25% 6.12% 5.98% 6.17%
Repo 6.25% 6.25% 6.00% 6.25%
ReverseRepo 6.00% 6.00% 5.75% 6.00%
91DayT‐Bill 6.45% 6.53% 6.30% 6.20%
364DayT‐Bill 7.07% 6.98% 6.80% 6.35%
10YearGilt 7.86% 7.97% 7.83% 6.47%
G‐SecVol.(Rs.Cr) 24210 21448 37693 40041
FBILMIBOR 6.30% 6.21% 6.04% 6.25%
3MonthCPRate 7.55% 7.75% 8.30% 6.71%
5YearCorpBond 8.78% 8.79% 8.55% 7.53%
1MonthCDRate 7.08% 7.07% 6.90% 6.29%
3MonthCDRate 6.99% 7.17% 7.70% 6.34%
1YearCDRate 8.06% 8.40% 8.14% 6.67%
Currency 19‐Jun Prev_Day Change
USD/INR 68.15 68.02 0.13
GBP/INR 90.31 90.25 0.06
EURO/INR 79.16 78.85 0.30
JPY/INR 0.62 0.62 0.01
Commodity 19‐Jun WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 65.09 66.38 71.18 44.19
BrentCrude($/bl) 74.39 73.95 79.37 45.12
Gold($/oz) 1274 1296 1292 1243
Gold(Rs./10gm) 30757 30858 30921 28558
The information herein is meant only for general reading purposes and contains all factual and statistical information pertaining to I ndustry 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 t hat matter the reasonableness of the assumptions upon which such data and information has b een 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
• Nifty June 2018 Futures were at 10719.85 points, a premium of 9.4 0
points, above the spot closing of 10,710.45. The turnover on NSE’s
Futures and Options segment went down to Rs. 6,67,240.74 crore on
June 19 from Rs. 4,67,439.80 crore on June 18.
•ThePut‐Call ratio stood at 0.95 against previous session’s close of 0.89.
• The Nifty Put‐Call ratio stood at 1.47 against the previous session’s
close of 1.52.
• India VIX moved up 4.66% to 12.9575 from 12.3800 in the previous
• Op en interest on N ifty Futu res stood at 25.97 million as against the
previous session’s close at 25.98 million.
• Bond yields fell as market participants resorted to short covering that
provided some support to market sentiment. However, overall market
sentiment remained subdued amid escalating trade tussle between U.S.
• Yield on the 10‐year benchmark paper (7.17% GS 2028) inched down 2
bps to close at 7.86% from the previous close of 7.88%. During the
session, bond yields traded in the range of 7.85% and 7.90%.
• Banks borrowed Rs. 75 crore under the central bank’s Marginal
Standing Facility o n Jun 18 compared with that of Jun 15 when banks
borrowed Rs. 60 crore.
• RBI conducted a 14‐day variable rate repo auction for a notified
amount of Rs. 22,000 crore for which Rs. 22,006 crore was allotted at a
cut‐off rate of 6.26%.
• The rupee w eakened ag ainst th e greenback f ollowing l osses in the
domestic equity market as market participants remained wary of
escalation in trade‐related tensions between U.S. and China. The rupee
fell 0.58% to close at 68.38 per dollar from the previous close of 67.99
• The euro slumped against the greenback as the investor risk sentiment
took a hit after the U.S. President threatened to impose more tariffs on
imports from China. Euro was trading at $1.1563, down 0.51% from the
previous close of 1.1622.
• Gold prices moved down on stronger dollar against the euro.
• Brent crude prices gained following lower output from Venezuela,
Libya and potential shortfalls from Iran.
• According to a report from the National Association of Home Builders,
U.S. NAHB/Wells Fargo Housing Market Index missed marke t
expectations and fell to 68 in Jun 2018 from 70 in May 2018. The decline
reflects fall in all three of the components that make up the index,
namely current sales conditions, component gauging expectations and
metric charting buyer traffic.
• Ifo institute expects Germany’s economy to expand 1.8% each in 2018
and 2019, as against previous expectation of growth of 2.6% and 2.1%, in
2018 and 2019, respectively. On the fiscal front, Ifo stated that the fiscal
stimuli will be approximately E UR 18 billion in 2019, or 0.5% of Gross
Domestic Product (GDP). Meanwhile, it expects the government surplus
to be EUR 38 billion in 2018 and 2019, or 1.1% of GDP.