(RsCr) Buy Sell OpenInt.
IndexFutures 8880.73 10300.52 28028.33
IndexOptions 266438.73 265400.44 71746.81
StockFutures 27459.47 27746.53 94409.96
StockOptions 3605.70 3611.47 4353.64
Total 306384.63 307058.96 198538.74
29‐Aug Prev_Day Change
PutCallRatio(OI) 1.11 1.23 ‐0.12
PutCallRatio(Vol) 0.93 0.92 0.02
29‐Aug Wk.Ago Mth.Ago YearAgo
CallRate 5.37% 5.33% 5.60% 6.32%
T‐Repo 5.25% 5.21% 5.56% NA
Repo 5.40% 5.40% 5.75% 6.50%
ReverseRepo 5.15% 5.15% 5.50% 6.25%
91DayT‐Bill 5.34% 5.42% 5.80% 6.81%
364DayT‐Bill 5.70% 5.67% 5.91% 7.32%
10YearGilt 6.55% 6.56% 6.41% 7.92%
G‐SecVol.(Rs.Cr) 40974 55632 52731 25021
FBILMIBOR* 5.45% 5.37% 5.75% 6.46%
3MonthCPRate 5.90% 5.90% 6.30% 7.70%
5YearCorpBond 7.75% 7.70% 7.74% 8.75%
1MonthCDRate 5.23% 5.35% 5.70% 6.70%
3MonthCDRate 5.79% 5.62% 6.31% 7.26%
1YearCDRate 6.50% 6.65% 6.91% 8.04%
Currency 29‐Aug Prev_Day Change
USD/INR 72.00 71.70 0.29
GBP/INR 87.94 88.02 ‐0.09
EURO/INR 79.79 79.50 0.30
JPY/INR 0.68 0.68 0.00
Commodity 29‐Aug WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 56.62 55.28 56.85 69.63
BrentCrude($/bl) 60.68 60.10 61.58 75.70
Gold($/oz) 1527 1499 1427 1206
Gold(Rs./10gm) 38743 37668 34730 30048
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
• Nifty Aug 2019 Futures stood at 11,049.25, a premium of 3.15 points
above the spot closing of 11,046.10. The turnover on NSE’s Futures and
Options segment increased to Rs. 14,63,804.79 on August 28, 2019,
compared with Rs. 12,57,676.17 crore on August 27, 2019.
• The Put‐Call ratio stood at 0.93 compared with the previous session’s
close of 0.87.
• The Nifty Put‐Call ratio stood at 1.11 compared with the previous
session’s close of 1.23.
• Open interest on Nifty Futures stood at 23.76 million, compared with
the previous session’s close of 22.61 million.
• Bond yields eased as market participants resorted to short covering
ahead of the release of gross domestic product data for the period of
Apr‐Jun 2019, which is due tomorrow.
• Yield on the 10‐year benchmark paper (7.26% GS 2029) decreased 2
bps to 6.55% compared with the previous close of 6.57% after trading in
a range of 6.54% to 6.63%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,849 crore (gross) on Aug 29, 2019 compared
with borrowings of Rs. 5,132 crore (gross) on Aug 28, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window stood
at Rs. 17,108 crore on Aug 28, 2019.
• Banks borrowed Rs. 8 crore under the central bank’s Marginal Standing
Facility on Aug 28, 2019 compared with borrowings of Rs. 2 crore on Aug
• The Indian inched down against the greenback following losses in the
domestic equity market. However, most of the losses were neutralized
on hopes that the ongoing trade tensions between U.S. and China might
• The euro marginally weakened against the greenback as the latter
strengthened on reports that U.S. and China would talk and discuss in
Sep 2019 which fuelled hopes that the ongoing trade tensions between
U.S. and China might be resolved.
• Gold prices fell after China’s commerce ministry expressed hopes of a
resolution to the ongoing trade dispute between U.S. and China. • Brent
Crude prices rose following a sharp fall U.S. crude oil inventories in the
week ended Aug 23.
• The Labor Department said U.S. first‐time claims for unemployment
benefits in the week ended Aug 24, 2019, increased modestly. Initial
jobless claims inched up to 215,000, an increase of 4,000 from the
previous week's level of 211,000.
• A Commerce Department report showed U.S. gross domestic product
increased 2% in the second quarter compared with the previously
reported 2.1%. The downward revision came in line with estimates. The
downwardly revised GDP growth seen in the second quarter compares
with 3.1% jump in GDP in the first quarter.
• National Association of Realtors’ report showed a significant pullback
in pending U.S. home sales in Jul 2019 with the index tumbling by 2.5%
to 105.6 after surging up 2.8% to 108.3 in Jun 2019.