FII Derivative Trade Statistics 19-Sep
(Rs Cr) Buy
Index Futures 5813.76 5271.64 19281.26
Index Options 288801.82 290456.54 65254.86
Stock Futures 12418.16 11816.97 90898.86
Stock Options 6222.93 6191.53 4137.97
Total 313256.67 313736.68 179572.95
Put Call Ratio (OI) 0.83 1.02 -0.19
Indian Debt Market
Put Call Ratio(Vol) 0.84 0.79 0.05
19-Sep Wk. Ago Mth. Ago
Call Rate 5.36% 5.35% 5.30% 6.60%
T-Repo 5.30% 5.18% 5.18% NA
Repo 5.40% 5.40% 5.40% 6.50%
Reverse Repo 5.15% 5.15% 5.15% 6.25%
91 Day T-Bill 5.28% 5.28% 5.45% 7.06%
364 Day T-Bill 5.55% 5.62% 5.73% 7.63%
10 Year Gilt 6.64% 6.66% 6.59% 8.07%
G-Sec Vol. (Rs.Cr) 43986 44042 38343 43175
Currency Market Update
FBIL MIBOR* 5.45% 5.45% 5.37% 6.67%
3 Month CP Rate 5.65% 5.75% 6.00% 8.05%
5 Year Corp Bond 7.50% 7.51% 7.95% 8.91%
1 Month CD Rate 5.38% 5.32% 5.36% 7.51%
3 Month CD Rate 5.69% 5.39% 5.54% 7.51%
1 Year CD Rate 6.35% 6.42% 6.56% 8.39%
Commodity Market Update
Currency 19-Sep Prev_Day
USD/INR 71.14 71.31 -0.18
GBP/INR 88.68 89.06 -0.38
EURO/INR 78.57 78.91 -0.34
JPY/INR 0.66 0.66 0.00
Commodity 19-Sep Wk Ago Mth. Ago
NYMEX Crude($/bl) 58.14 55.08 56.19 71.03
Brent Crude($/bl) 65.14 61.65 59.83 79.87
Gold( $/oz) 1499 1499 1495 1204
Gold(Rs./10 gm) 37456 37669 37469 30722
Source: Thomson Reuters Eikon
*As on previous trading day
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
• Bond yields rose amid a sudden surge in crude oil prices amid the rising
geopolitical tension over the drone strike on Saudi Arabian oil production
facilities. The yields had initially eased on speculations of monetary
• Yield on the 10-year benchmark paper (7.26% GS 2029) increased 2 bps
to 6.64% compared with the previous close of 6.62% after trading in a
range of 6.57% to 6.65%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 6,997 crore (gross) on Sep 19, 2019 compared
with borrowings of Rs. 3,946 crore (gross) on Sep 18, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window stood
at Rs. 12,017 crore on Sep 18, 2019.
• Banks borrowed Rs. 500 crore under the central bank’s Marginal
Standing Facility on Sep 18, 2019 compared with borrowings of Rs. 1
crore on Sep 17, 2019.
• The Bank of England left its monetary policy unchanged amid the
heightened Brexit uncertainty. It warned that the global slowdown and a
no-deal Brexit would hurt the economy severely.
• The Bank of Japan maintained status quo in policy, as was widely
expected, after the U.S. Federal Reserve resorted to further easing. The
Policy Board of the BoJ voted 7-2 to maintain interest rate at -0.1% on
current accounts that financial institutions maintain at the bank.
• Nifty Sep 2019 Futures stood at 10,711.30, a premium of 6.50 points
above the spot closing of 10,704.80. The turnover on NSE’s Futures and
Options segment rose to Rs.25,76,936.91 on September 19, 2019,
compared with Rs.14,33,688.44 crore on September 18, 2019.
• The Put-Call ratio stood at 0.66 compared with the previous session’s
close of 0.86.
• The Nifty Put-Call ratio stood at 0.83 compared with the previous
session’s close of 1.02.
• Open interest on Nifty Futures stood at 21.25 million, compared with
the previous session’s close of 20.46 million.
• The Indian rupee fell against the greenback following weakness in
domestic equity market. The rupee closed at 71.32 a dollar compared
with the previous close 71.23.
• The euro gained against the greenback as the latter weakened after
some central banks refrained from cutting interest rates post interest rate
cut by the U.S. Fed for second time in 2019. Bank of England and the Bank
of Japan kept their policies on hold on Sep 19, 2019. The euro closed at
1.1040 compared with previous close of 1.1029.
• Gold prices closed a tad lower from $1500 level as investors continued
to take cues from the U.S. Federal Reserve’s latest policy decision.
• Brent crude prices closed flat as investors continued to track
developments over the oil production in Saudi Arabia.