(RsCr) Buy Sell OpenInt.
IndexFutures 3126.26 3756.85 25778.38
IndexOptions 95132.71 93616.69 84319.59
StockFutures 13269.88 13978.14 88034.07
StockOptions 9898.19 10073.53 8829.70
Total 121427.04 121425.21 206961.74
11‐Sep Prev_Day Change
PutCallRatio(OI) 1.25 1.33 ‐0.08
PutCallRatio(Vol) 0.85 0.96 ‐0.11
11‐Sep Wk.Ago Mth.Ago YearAgo
CallRate 6.49% 6.32% 6.37% 5.84%
CBLO 6.53% 6.22% 6.40% 5.88%
Repo 6.50% 6.50% 6.50% 6.00%
ReverseRepo 6.25% 6.25% 6.25% 5.75%
91DayT‐Bill 6. 88% 6.75% 6.69% 6.07%
364DayT‐Bill 7.47% 7.32% 7.21% 6. 22%
10YearGilt 8.18% 8.06% 7.75% 6.56%
G‐SecVol.(Rs.Cr) 29824 41362 45273 28948
FBILMIBOR 6.70% 6.45% 6.55% 6.00%
3MonthCPRate 7.90% 7.70% 7.50% 6.66%
5YearCorpBond 8.99% 8.81% 8.61% 7.32%
1MonthCDRate 7.17% 6.94% 6.62% 6.10%
3MonthCDRate 7.28% 7.29% 7.18% 6.14%
1YearCDRate 8.36% 8.06% 8.02% 6.50%
Currency 11‐Sep Prev_Day Change
USD/INR 72.32 72.57 ‐0.25
GBP/INR 94.42 93.74 0.68
EURO/INR 84.08 83.81 0.27
JPY/INR 0.65 0.65 ‐0.01
Commodity 11‐Sep WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 69.24 69.77 67.56 48.01
BrentCrude($/bl) 78.16 77.58 70.19 55.09
Gold($/oz) 1198 1191 1211 1327
Gold(Rs./10gm) 30605 30191 29477 30092
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 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 s ale 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 adv ised 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, cons equential, punitive or exemplary damages, including on account of lost profits arising f rom the
• Bond yields rose as rupee continued to be on a losing steak, hitting yet
another record low. The yield was also impacted by worries over possible
monetary tightening action to handle inflation and the relentless surge in
crude oil prices.
• Yield on the 10‐year benchmark paper (7.17% GS 2028) increased 2 bps
to close at 8.18% from the previous closing of 8.16% after trading in a
range of 8.13% to 8.19%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 15,579 crore (gross) on Sep 11 compared with a
borrowing of Rs. 24,684 crore (gross) on Sep 10. Sa le of securities under
the Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 7,659
crore on Sep 10.
• A report from the Eurostat showed that eurozone’s employment grew
0.4% sequentially in the second quarter of 2018, thereby marking the
same rate as in the first quarter of 2018. Meanwhile, the annu al growth
of 1.5% also remained unchanged.
• According to a report from the Bank of Japan, M2 money stock in Japan
was up 2.9% on y ear in A ug 2018 and came in a t 1,006.1 trillion yen. The
growth remained unchanged against revised rate in Jul 2018. The M3
money stock was up 2.5% on an annual basis and came in at 1,337.7
trillion yen in Aug. It also remained unchanged as against revised rate of
• Nifty Sep 2018 Futures settled at 11,336.25, a premium of 48.75 points,
above the spot closing of 11,287.50. The turnover on NSE’s Futures and
Options segment im proved to Rs. 12,62,935.13 on Sep 11 compared w it h
Rs. 8,01,491.44 on Sep 10.
•ThePut‐Call ratio stood at 0.80, compared with the previous session’s
close of 0.82.
•TheNiftyPut‐Call ratio stood at 1.25 compared with the previous
session’s close of 1.33.
• Open interest on Nifty Futures stood at 28.86 million as against the
previous session’s close at 29.09 million.
• The Indian rupee dipped to yet another record low following consistent
surge in crude oil prices and the tepid domestic equity market. The rupee
plunged 0.33% to close at 72.69 per dollar from the previous close o
• The euro’s gain in the last session withered away on weak market
sentiments with loss in investors’ risk‐taking appetite. Euro was last seen
at $1.1586, down 0.05% from the previous close of $1.1592.
• Gold prices declined against the greenback as the latter gained from the
escalating U.S.‐China trade spat.
• Brent crude prices continued to surge ahead of the looming U.S.
sanction on Iran oil supplies that kicks in November.