(RsCr) Buy Sell OpenInt.
IndexFutures 3404.67 4559.66 24111.69
IndexOptions 153605.91 147721.66 75717.41
StockFutures 15000.00 14876.46 86418.70
StockOptions 8227.38 8183.91 7781.01
Total 180237.96 175341.69 194028.81
07‐Sep Prev_Day Change
PutCallRatio(OI) 1.49 1.40 0.09
PutCallRatio(Vol) 0.98 0.94 0. 05
07‐Sep Wk.Ago Mth.Ago YearAgo
CallRate 6.34% 6.41% 6.33% 5.84%
CBLO 6.33% 5.40% 6.34% 5.83%
Repo 6.50% 6.50% 6.50% 6.00%
ReverseRepo 6.25% 6.25% 6.25% 5.75%
91DayT‐Bill 6.80% 6. 76% 6.77% 6.09%
364DayT‐Bill 7.47% 7.30% 7.23% 6.22%
10YearGilt 8.03% 7.95% 7.79% 6.52%
G‐SecVol.(Rs.Cr) 43177 29325 26784 36288
FBILMIBOR 6.40% 6.45% 6.45% 5.95%
3MonthCPRate 7.65% 7.70% 7.55% 6.64%
5YearCorpBond 8.81% 8.75% 8.63% 7.33%
1MonthCDRate 6.98% 6.96% 6.60% 6.09%
3MonthCDRate 7.19% 7.25% 7.20% 6.14%
1YearCDRate 8.20% 8.04% 7.95% 6.50%
Currency 07‐Sep Prev_Day Change
USD/INR 71.90 71.92 ‐0.02
GBP/INR 93.04 92.80 0.24
EURO/INR 83.67 83.60 0.07
JPY/INR 0.65 0.65 0.00
Commodity 07‐Sep WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 67.68 69.79 69. 12 49.05
BrentCrude($/bl) 75.62 77.01 71.50 54.70
Gold($/oz) 1195 1201 1211 1349
Gold(Rs./10gm) 30402 30226 29521 30164
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 (RNAM) 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; RNAM 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 RNAM’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 respo nsibility 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 o r sale o f any financial product or
instrument. Recipients of this information sho uld rely on information/data arising out of their own investigations. Before making any investments, the readers are advised t o 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
• Nifty Sep 2018 Futures settled at 11,632.95, a premium of 43.85 points,
above the spot closing of 11,589.10. The turnover on NSE’s Futures and
Options segment declined to Rs. 6,78,182.09 on Sep 7 compared with Rs.
21,87,006.63 on Sep 6.
•ThePut‐Call ratio stood at 0.79, compared with the previous session’s
close of 0.81.
•TheNiftyPut‐Call ratio s tood at 1.49 compared with the previous
session’s close of 1.40.
• Open interest on Nifty Futures stood at 29.21 million as against the
previous session’s close at 28.46 million.
• Bond yields lowered as market participants resorted to short covering.
The fall in crude oil prices also helped ease the yield, which has,
otherwise, been under pressure due to the slide i n the rupee and a
tightened oil market environment.
• Yield on the 10‐year benchmark paper (7.17% GS 2028) eased 3 bps to
close at 8.03% from the previous closing of 8.06% after trading in a range
of 8.01% to 8.05%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,956 crore (gross) on Sep 7 compared with a
borrowing of Rs. 3,846 crore (gross) on Sep 6. Sale of securities under the
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 31,269
crore on Sep 6.
• Banks did not borrow under the central bank’s Marginal Standing
Facility on Sep 6. On Sep 5, it had borrowed Rs. 30 crore.
• The Indian rupee finally rose after having witnessed seven successive
sessions of losses against the greenback which can be attributed to fall in
global crude oil prices to some extent. The rupee improved 0.35% to
settle at 71.73 per dollar from the previous close of 71.99.
• The euro dropped ag ainst the greenback after the U.S. non‐farm
payroll employment grew more than expected in Aug 2018. Euro was last
seen at $1.1575, down 0.40% from the previous close of $1.1621.
• Gold prices moved down as the greenback steadily appreciates. The
expected interest rate hike by the Federal Reserve also dampens the
appeal of the bullion.
• Brent crude prices lowered as the global trade war tension between
U.S. and China fuelled demand concerns.
• According to a report by the Labor Department, U.S. non‐farm payroll
employment rose more than expected by 201,000 jobs in Aug 2018 af ter
rising by a downwardly revised 147,000 jobs in Jul 2018. However, the
unemployment rate stood steady at 3.9% as compared to expectations
for a drop to 3.8%. Meanwhile, the annual rate of average hourly
employee earnings rose 2.9% in Aug from 2.7% in Jul.
• According to a report released by the Institute for Supply
Management, U.S. non‐manufacturing index sharply rose to 58.5 in Aug
2018 from 55.7 in Jul 2018. The more than e xpected increase was due to
rise in business activity index to 60.7 i n Aug from 56.5 in Jul and i n new
orders to 60.4 from 57.0.