(RsCr) Buy Sell OpenInt.
IndexFutures 4852.12 4498.43 21346.59
IndexOptions 316725.22 315830.99 64200.94
StockFutures 14468.72 15043.57 85501.29
StockOptions 7046.62 7009.41 4459.79
Total 343092.68 342382.40 175508.61
20‐Jun Prev_Day Change
PutCallRatio(OI) 1.55 1.15 0.40
PutCallRatio(Vol) 1.03 0.86 0.17
20‐Jun Wk.Ago Mth.Ago YearAgo
CallRate 5.81% 5.69% 5.96% 6.24%
T‐Repo 5.68% 5.58% 5.96% NA
Repo 5.75% 5.75% 6.00% 6.25%
ReverseRepo 5.50% 5.50% 5.75% 6.00%
91DayT‐Bill 5.94% 5.93% 6.35% 6.44%
364DayT‐Bill 6.05% 6.12% 6.40% 7.07%
10YearGilt 6.79% 7.01% 7.29% 7.83%
G‐SecVol.(Rs.Cr) 86140 58653 54331 27777
FBILMIBOR* 5.90% 5.80% 6.05% 6.30%
3MonthCPRate 6.95% 6.70% 7.10% 7.55%
5YearCorpBond 7.93% 8.07% 8.30% 8.71%
1MonthCDRate 6.05% 6.08% 6.82% 6.86%
3MonthCDRate 6.32% 6.34% 7.13% 6.89%
1YearCDRate 7.14% 7.33% 7.54% 8.10%
Currency 19‐Jun Prev_Day Change
USD/INR 69.67 69.67 Closed
GBP/INR 87.49 87.49 Closed
EURO/INR 77.99 77.99 Closed
JPY/INR 0.64 0.64 Closed
Commodity 20‐Jun WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 56.83 52.33 63.07 65.92
BrentCrude($/bl) 66.88 64.72 74.20 73.59
Gold($/oz) 1388 1342 1277 1268
Gold(Rs./10gm) 33520 32632 31550 30589
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
• Bond yield lowered after the U.S. Federal Reserve signalled on easing
policy rates in the near future. However, the fall in yield was limited by
the surge in crude oil prices following deepening geopolitical worries after
Iranian forces shot down a U.S. military surveillance drone.
• Yield on the 10‐year benchmark paper (7.26% GS 2029) moved down 5
bps to close at 6.79% compared with the previous close of 6.84% after
trading in a range of 6.73% to 6.81%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 7,127 crore (gross) on Jun 20, 2019, compared
with Rs. 4,698 crore (gross) as on Jun 19, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 10,953
crore on Jun 19, 2019.
• The U.S. Federal Reserve left interest rates unchanged, as was widely
expected. The Fed chief said it will "act as appropriate" to sustain the U.S.
economic expansion amid increasing uncertainties about the outlook for
the economy. The Fed statement said the bank continues to see a
sustained economic expansion, a strong labor market, and inflation near
its 2% target as the most likely outcomes but noted uncertainties about
this outlook have increased.
• Office for National Statistics showed U.K. retail sales declined for the
second straight month in May 2019. Retail sales including auto fuel fell
0.5% MoM in May, as expected, following a 0.1% drop in Apr 2019. This
was the second consecutive decrease in sales volume. Excluding auto
fuel, sales decreased 0.3% MoM, the same pace of decline as seen in Apr.
• Nifty Jun 2019 Futures were at 11,849.45, a premium of 17.70 points,
above the spot closing of 11,831.75. The turnover on NSE’s Futures and
Options segment increased to Rs. 26,32,425.19 crore on Jun 20, 2019,
compared with Rs. 15,36,664.31 crore on Jun 19, 2019.
• The Put‐Call ratio stood at 0.82 compared with the previous session’s
close of 0.90.
• The Nifty Put‐Call ratio stood at 1.55 compared with the previous
session’s close of 1.15.
• Open interest on Nifty Futures stood at 21.63 million, compared with
the previous session’s close of 20.16.
• The Indian rupee appreciated against the dollar after the U.S. Federal
Reserve hinted at easing policy rates in the coming months. The rupee
closed at 69.48 a dollar, up 0.29% compared with the previous close of
• The euro edged higher against the greenback after the U.S. Federal
Reserve signalled policy rate cut in the next month as part of its policy
stimulus plan. This made investors move to higher‐yielding currencies. The
euro was last seen trading at 1.1302, up 0.69% compared with the
previous close of 1.1224.
• Gold prices saw a steep surge following rising geopolitical worries aftera
U.S. military drone was shot down by Iranian forces around the Strait o
• Brent crude prices surged over deepening geopolitical tension after
Iranian forces said that they shot down a U.S. military surveillance drone.