(RsCr) Buy Sell OpenInt.
IndexFutures 1584.00 1383.15 17867.05
IndexOptions 48423.56 49782.10 71915.82
StockFutures 8913.42 8795.50 84232.19
StockOptions 6002.94 5997.07 8848.55
Total 64923.92 65957.82 182863.61
15‐May Prev_Day Change
PutCallRatio(OI) 1.60 1.64 ‐0.05
PutCallRatio(Vol) 1.13 1.17 ‐0.04
15‐May Wk.Ago Mth.Ago YearAgo
CallRate 5.87% 5. 86% 5.86% 6.05%
CBLO 5.96% 6. 00% 4.86% 6.21%
Repo 6.00% 6. 00% 6.00% 6.25%
ReverseRepo 5.75% 5.75% 5.75% 6.00%
91DayT‐Bill 6.18% 6.13% 6.05% 6.28%
364DayT‐Bill 6.72% 6.45% 6.47% 6.46%
10YearGilt 7.90% 7. 58% 7.43% 6.63%
G‐SecVol.(Rs.Cr) 27501 46041 37876 88449
FBILMIBOR 6.05% 6.04% 6.00% 6.25%
3MonthCPRate 8. 00% 7.75% Closed 6.83%
5YearCorpBond 8.57% 8.39% 8.12% 7.45%
1MonthCDRate 6.62% 6.67% 6.47% 6.35%
3MonthCDRate 7.45% 7.25% 6.67% 6.45%
1YearCDRate 7.90% 7.72% 7.30% 6.89%
Currency 15‐May Prev_Day Change
USD/INR 67.53 67.32 0.21
GBP/INR 91.49 91.25 0.24
EURO/INR 80.53 80.51 0.02
JPY/INR 0.61 0.62 0.00
Commodity 15‐May WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 71.29 68.78 67.30 48.81
BrentCrude($/bl) 79.93 75.15 73.62 51.28
Gold($/oz) 1290 1314 1345 1230
Gold(Rs./10gm) 31342 31082 30874 28042
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 r eliable. The information provided cannot be considered as g uidelines, 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; R NLAM does not in any manner assures
the a ccuracy or authenticity of such data and information. Some of the s tatements & 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 solic itation for the
purchase or sale of a ny 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 e xemplary damages, including on
• Bond yields rose after the ruling party fell short of a majority in the
Karnataka state election results. Market sentiments dampened as rise in
consumer price inflation in Apr 2018 increased the chances of a rate hike
• Yield on the 10‐year benchmark paper (7.17% GS 2028) rose 7 bps to
close at 7.90% from the previous close of 7.83%. During the session,
bond yields traded in the r ange of 7.81% and 7.91%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs . 5,383 crore (gross) on May 15 compared with
Rs. 7,257 crore on May 14. Sale of securities under Reserve Bank of
India’s (RBI) reverse repo window stood at Rs. 11,861 crore on May 14.
• Banks borrowed Rs. 900 crore under the central bank’s Marginal
Standing Facility on May 14 as against borrowing of Rs. 803 crore on May
• According to flash estimate from Eurostat, the g ross domestic product
(GDP) growth rate of eurozone slowed to 0.4% se quentially in the firs t
quarter of 2018, in line with previous estimates but slower than 0.7%
growth seen in l ast quarter of 2017. On YoY basis, GDP growt h slowed in
line with previous estimates to 2.5% in f irst quarter of 2018 from 2 .8% a
• According to data from the National Bureau of Statistics, China’s
industrial production grew more than expected by 7% in Apr 2018 as
compared with 6% in Ma r 2018. However, retail sales s lowed to 9.4% in
Apr from 10.1% increase in Mar.
• Nifty May 2018 Futures were at 10818.60 points, a premium of 16.75
points above the spot closing of 10,801.85. The t urnover on NSE’s Futures
and Options segment went up to Rs. 11,31,488.68 crore on May 15 from
Rs. 4,04,390.21 crore on M ay 14.
•ThePut‐Call ratio stood at 1.08 against p revious session’s close of 0.98.
• The Nifty Put‐Call ratio stood at 1.60 against the previous session’s
close of 1.64.
• India VIX moved down 6.89% to 13.2625 from 14.0425 in the previous
• Open interest on Nifty Futures stood at 25.25 million as against the
previous session’s close of 25.68 million.
• The Indian rupee weakened and reached near 16‐month low against the
U.S. dollar following surge in global oil prices. Result of Karnataka state
poll, further dampened the sentiments. The rupee fell 0.83% to close at
68.07 per dollar from the previous close o f 67.51.
• The euro fell for the second consecutive session against the U.S dolla
after lower than forecasted GDP (Gross Domestic Product) growth in
Germany and increase in U.S. Treasury yields. Euro was last seen tradin
at $1.1851 compared with the previous close of $1.1925.
• Gold prices moved down on higher U.S. treasury yields and easin
tension b etween U.S. and China.
middle east and on concerns over production cut continuation by the o