FII Derivative Trade Statistics 25-Jun
(Rs Cr) Buy
Index Futures 4615.11 4298.43 24305.41
Index Options 164594.08 164695.83 63472.60
Stock Futures 27343.94 27465.32 88441.18
Stock Options 4432.57 4480.51 4289.89
Total 200985.70 200940.09 180509.08
Put Call Ratio (OI) 1.52 1.30 0.21
Indian Debt Market
Put Call Ratio(Vol) 0.89 0.86 0.03
25-Jun Wk. Ago Mth. Ago
Call Rate 5.78% 5.75% 5.88% 6.23%
T-Repo 5.47% 5.64% 5.92% NA
Repo 5.75% 5.75% 6.00% 6.25%
Reverse Repo 5.50% 5.50% 5.75% 6.00%
91 Day T-Bill 5.94% 5.92% 6.21% 6.44%
364 Day T-Bill 6.08% 6.07% 6.34% 7.00%
10 Year Gilt 6.88% 6.81% 7.23% 7.82%
G-Sec Vol. (Rs.Cr) 51363 137594 58585 26377
Currency Market Update
FBIL MIBOR Closed 5.90% 6.00% 6.31%
3 Month CP Rate 6.95% 6.70% 6.90% 7.50%
5 Year Corp Bond 8.05% 7.99% 8.26% 8.70%
1 Month CD Rate 6.02% 5.98% 6.54% 7.16%
3 Month CD Rate 6.30% 6.36% 6.65% 6.96%
1 Year CD Rate 7.23% 7.21% 7.44% 8.07%
Commodity Market Update
Currency 25-Jun Prev_Day
USD/INR 69.34 69.48 -0.14
GBP/INR 88.42 88.68 -0.27
EURO/INR 79.05 79.11 -0.06
JPY/INR 0.65 0.65 0.00
Commodity 25-Jun Wk Ago Mth. Ago
NYMEX Crude($/bl) 57.60 53.81 58.39 68.76
Brent Crude($/bl) 67.68 64.79 68.97 72.56
Gold( $/oz) 1423 1346 1285 1265
Gold(Rs./10 gm) 34329 32918 31591 30540
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 Jun 2019 Futures were at 11,810.30, a premium of 13.85 points,
above the spot closing of 11,796.45. The turnover on NSE’s Futures and
Options segment increased to Rs. 11,57,999.57 crore on Jun 25, 2019,
compared with Rs. 8,03,654.63 crore on Jun 24, 2019.
• The Put-Call ratio stood at 0.88 compared with the previous session’s
close of 0.91.
• The Nifty Put-Call ratio stood at 1.52 compared with the previous
session’s close of 1.30.
• Open interest on Nifty Futures stood at 22.21 million, compared with
the previous session’s close of 22.07.
• Bond yield rose as market participants turned cautious on
expectations of wider fiscal deficit target compared with was set out at
Feb’s interim budget. In addition, fresh supply through state debt of Rs.
13.5 billion also pushed the yield higher.
• Yield on the 10-year benchmark paper (7.26% GS 2029) went up 3 bps
to 6.88% compared with the previous close of 6.85% after trading in a
range of 6.83% to 6.90%.
• Banks borrowings under the repo window of the LAF stood at Rs.
10,982 crore (gross) on Jun 25, 2019, compared with Rs. 11,382 crore
(gross) as on Jun 24, 2019. Sale of securities under RBI's reverse repo
window stood at Rs. 14,980 crore on Jun 24, 2019.
• Banks borrowed Rs. 2,322 crore under the central bank’s Marginal
Standing Facility on Jun 24, 2019 compared to that of Rs. 1,400 crore
borrowed on Jun 21, 2019.
• The Indian rupee inched up against the greenback following gains in
the domestic equity market. However, greenback demand from state
run banks neutralized most of the gains. The rupee closed at 69.34 a
dollar, up 0.01% compared with the previous close 69.35.
• The euro was almost steady against the greenback as market
participants preferred to remain on the side-lines ahead of speeches
from U.S. Fed policymakers. The euro was last seen trading at 1.1391,
down 0.04% compared with the previous close of 1.1396.
• Gold prices continued to rally amid policy rate cut hopes by the U.S.
Federal Reserve and other central banks.
• Brent crude prices were up on rising U.S.-Iran tension over the recent
downing of a U.S. unmanned surveillance drone.
• Destatis data showed Germany's construction orders declined in Apr
2019 from Mar 2019. The price-adjusted orders in construction industry
decreased by a seasonally and working-day adjusted 1.7% MoM in Apr.
This fall was due to the high order intake on the back of particularly
• The Bank of Japan said producer prices in Japan were up 0.8% YoY in
May 2019 and less than expectations. It came in less than 1.0% gain in
Apr 2019. On a monthly basis, producer prices dipped 0.3% after easing
0.1% in the previous month.