FII Derivative Trade Statistics 06-Sep
(Rs Cr) Buy
Index Futures 4275.57 5230.63 11789.84
Index Options 446124.44 443066.88 63296.03
Stock Futures 11830.29 11597.92 87675.27
Stock Options 4325.34 4360.28 3089.28
Total 466555.64 464255.71 165850.42
Put Call Ratio (OI) 1.31 1.01 0.30
Indian Debt Market
Put Call Ratio(Vol) 0.89 0.83 0.07
06-Sep Wk. Ago Mth. Ago
Call Rate 5.37% 5.38% 5.64% 6.31%
T-Repo 5.22% 5.25% 5.61% NA
Repo 5.40% 5.40% 5.75% 6.50%
Reverse Repo 5.15% 5.15% 5.50% 6.25%
91 Day T-Bill 5.30% 5.35% 5.46% 6.84%
364 Day T-Bill 5.65% 5.70% 5.78% 7.42%
10 Year Gilt 6.60% 6.56% 6.34% 8.06%
G-Sec Vol. (Rs.Cr) 36013 29394 66675 37281
Currency Market Update
FBIL MIBOR 5.50% 5.45% 5.70% 6.40%
3 Month CP Rate 5.85% 5.90% 6.10% 7.65%
5 Year Corp Bond 7.49% 7.54% 7.72% 8.81%
1 Month CD Rate 5.14% 5.26% 5.65% 6.95%
3 Month CD Rate 5.73% 5.49% 5.95% 7.17%
1 Year CD Rate 6.47% 6.50% 6.75% 8.20%
Commodity Market Update
Currency 06-Sep Prev_Day
USD/INR 71.73 71.86 -0.13
GBP/INR 88.51 87.89 0.62
EURO/INR 79.21 79.21 0.00
JPY/INR 0.67 0.67 0.00
Commodity 06-Sep Wk Ago Mth. Ago
NYMEX Crude($/bl) 56.40 55.02 53.55 67.76
Brent Crude($/bl) 61.57 61.13 57.77 75.74
Gold( $/oz) 1507 1520 1474 1200
Gold(Rs./10 gm) 38185 38405 36463 30535
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 Sep 2019 Futures stood at 10,973.65, a premium of 27.45 points
above the spot closing of 10,946.20. The turnover on NSE’s Futures and
Options segment fell to Rs. 6,43,321.69 on September 06, 2019,
compared with Rs. 26,49,217.73 crore on September 05, 2019.
• The Put-Call ratio stood at 0.86 compared with the previous session’s
close of 0.68.
• The Nifty Put-Call ratio stood at 1.31 compared with the previous
session’s close of 1.02.
• Open interest on Nifty Futures stood at 18.13 million, compared with
the previous session’s close of 18.48 million.
• Bond yields continued to increase for the third consecutive day as
market participant remain worried over fiscal slippage with the possible
rise in government spending.
• Yield on the 10-year benchmark paper (7.26% GS 2029) rose 2 bps to
6.60% compared with the previous close of 6.58% after trading in a
range of 6.57% to 6.61%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,843 crore (gross) on Sep 6, 2019 compared
with borrowings of Rs. 3,824 crore (gross) on Sep 5, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window stood
at Rs. 31,710 crore on Sep 5, 2019.
• Banks did not borrow under the central bank’s Marginal Standing
Facility on Sep 5, 2019 compared with borrowings of Rs. 963 crore on
Sep 4, 2019.
• The Indian rupee strengthened against the greenback due to gains in
the domestic equity market amid optimism on easing U.S.-China trade
• The euro marginally fell against the greenback despite mixed U.S.’
payroll data for Aug wherein U.S. employers added fewer workers than
market expectations while average hourly wages grew a bit more
strongly than expectations.
• Gold prices fell on upbeat remarks from Chairperson of U.S Fed that
despite trade uncertainties he did not expect a U.S. recession.
• Brent crude prices fell following weak U.S. job growth data in Aug and
reports from a number of private estimates that show OPEC producers
have raised their overall output in Aug.
• Labor Department data showed employment in the U.S. increased by
less than expected in Aug 2019. The report said non-farm payroll
employment rose by 130,000 jobs in Aug after climbing by 159,000 jobs
in Jul 2019.
• The People's Bank of China has further reduced the amount of cash
that banks should set aside as reserves to spur liquidity in the economy.
The bank decided to cut the reserve requirement ratio, or RRR, by 50
basis points, which will take effect on Sep 16, 2019. The bank resorted to
its third reduction in RRR so far this year as the economy struggles to
maintain steady growth.