(RsCr) Buy Sell OpenInt.
IndexFutures 7355.16 7190.89 13059.48
IndexOptions 422216.09 421106.93 51316.56
StockFutures 17832.16 18562.86 90557.80
StockOptions 7345.35 7367.89 2348.55
Total 454748.76 454228.57 157282.39
03‐Oct Prev_Day Change
PutCallRatio(OI) 1.01 0.96 0.05
PutCallRatio(Vol) 0.79 0.85 ‐0.06
03‐Oct Wk.Ago Mth.Ago YearAgo
CallRate 5.22% 5.34% 5.34% 6.32%
T‐Repo 4.92% 5.18% 5.24% NA
Repo 5.40% 5.40% 5.40% 6.50%
ReverseRepo 5.15% 5.15% 5.15% 6.25%
91DayT‐Bill 5.20% 5.39% 5.39% 7.08%
364DayT‐Bill 5.44% 5.56% 5.68% 7.77%
10YearGilt 6.61% 6.72% 6.52% 8.11%
G‐SecVol.(Rs.Cr) 48134 45294 31532 31813
FBILMIBOR* 5.45% 5.45% 5.45% 6.50%
3MonthCPRate 6.05% 6.00% 5.85% 8.20%
5YearCorpBond 7.44% 7.42% 7.42% 9.03%
1MonthCDRate 5.30% 5.44% 5.27% 6.58%
3MonthCDRate 5.58% 5.78% 5.41% 7.26%
1YearCDRate 6.27% 6.50% 6.49% 8.58%
Currency 03‐Oct Prev_Day Change
USD/INR 71.12 70.91 0.21
GBP/INR 87.42 87.06 0.36
EURO/INR 77.89 77.18 0.72
JPY/INR 0.66 0.65 0.01
Commodity 03‐Oct WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 52.36 56.22 53.86 76.35
BrentCrude($/bl) 58.90 62.97 58.07 85.79
Gold($/oz) 1505 1506 1547 1197
Gold(Rs./10gm) 37919 37622 39007 30997
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
• Bond yields declined ahead of the monetary policy meeting. The
market is speculating policy rate cut of at least 25 bps. Besides,
upcoming auction of 10‐year bond and drop in crude oil prices also aided
• Yield on the 10‐year benchmark paper (7.26% GS 2029) decreased 5
bps to 6.61% compared with the previous close of 6.66% after trading in
a range of 6.60% to 6.63%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,833 crore (gross) on Oct 3, 2019 compared
with borrowings of Rs. 3,907 crore (gross) on Oct 1, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window stood
at Rs. 43,169 crore on Oct 1, 2019.
• Banks borrowed Rs. 895 crore under the central bank’s Marginal
Standing Facility on Oct 1, 2019 compared with borrowings of Rs. 3,290
crore on Sep 30, 2019.
• An Institute for Supply Management report showed growth in the U.S.
services sector slowed by more than anticipated in Sep 2019. The ISM
non‐manufacturing index dropped to 52.6 in Sep after climbing to 56.4 in
• Data from the Organization for Economic Cooperation and
Development showed Inflation in the OECD area slowed in Aug 2019 on
from 2.1% in Jul 2019.
• Nifty Oct 2019 Futures stood at 11,361.80, a premium of 47.80 points
above the spot closing of 11,314.00. The turnover on NSE’s Futures and
Options segment rose to Rs. 27,91,988.47 crore on October 03, 2019,
compared with Rs. 18,54,590.62 crore on October 01, 2019.
• The Put‐Call ratio stood at 0.7 compared with the previous session’s
close of 0.96.
• The Nifty Put‐Call ratio stood at 1.01 compared with the previous
session’s close of 0.96.
• Open interest on Nifty Futures stood at 16.78 million, compared with
the previous session’s close of 16.4 million.
• The Indian rupee rose against the greenback following selling of the
greenback by foreign banks. However, losses in the domestic equit
market capped the gains. The rupee closed at 70.88 a dollar, up 0.28
compared with the previous close 71.08.
• The euro rose against the greenback as the latter weakened on
concerns that weakness in both U.S. manufacturing and service sectors
could lead to a slowdown in the U.S. economy. The euro closed at 1.0978,
up 0.18% compared with previous close of 1.0958.
• Gold prices edged higher after U.S. non‐manufacturing index fell to its
lowest level since Aug 2016.
• Brent crude prices witnessed marginal gain as expectations for Fed’s
rate cut help offset some of the concerns over disappointing data on U.S.