FII Derivative Trade Statistics 04-Feb
(Rs Cr) Buy
Index Futures 6851.07 5139.72 22688.37
Index Options 142616.01 142536.08 54307.46
Stock Futures 17415.46 16558.92 86515.12
Stock Options 12473.02 12594.43 4554.87
Total 179355.56 176829.15 168065.82
04-Feb Prev_Day
Put Call Ratio (OI) 1.67 1.63 0.04
Indian Debt Market
Put Call Ratio(Vol) 0.99 0.91 0.08
04-Feb Wk. Ago Mth. Ago
Call Rate 6.39% 6.43% 6.31% 5.92%
T-Repo 6.29% 6.40% 6.23% 4.59%
Repo 6.50% 6.50% 6.50% 6.00%
Reverse Repo 6.25% 6.25% 6.25% 5.75%
91 Day T-Bill 6.52% 6.54% 6.58% 6.33%
364 Day T-Bill 6.75% 6.75% 6.85% 6.60%
10 Year Gilt 7.67% 7.54% 7.45% 7.56%
G-Sec Vol. (Rs.Cr) 25406 18601 34618 29446
Currency Market Update
FBIL MIBOR^ 6.50% 6.55% 6.46% 5.98%
3 Month CP Rate 7.65% 7.60% 7.85% 7.76%
5 Year Corp Bond 8.56% 8.47% 8.38% 8.14%
1 Month CD Rate 6.60% 6.60% 6.73% 6.23%
3 Month CD Rate 7.24% 7.36% 7.49% 7.25%
1 Year CD Rate 8.07% 8.18% 8.16% 7.55%
Commodity Market Update
Currency 04-Feb Prev_Day
USD/INR 71.66 71.11 0.55
GBP/INR 93.71 93.17 0.54
EURO/INR 82.00 81.34 0.66
International News
JPY/INR 0.65 0.65 0.00
Commodity 04-Feb Wk Ago Mth. Ago
NYMEX Crude($/bl) 54.52 51.74 47.71 65.48
Brent Crude($/bl) 62.70 60.15 55.23 67.13
Gold( $/oz) 1312 1303 1285 1333
Gold(Rs./10 gm) 33226 32691 31769 30452
Source: Thomson Reuters Eikon
^As on 01-02-19
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 Feb 2019 Futures were at 10,937.50, a premium of 25.25 points,
over the spot closing of 10,912.25. The turnover on NSE’s Futures and
Options segment declined to Rs. 6,08,670.41 crore on Feb 4, 2019,
compared with Rs. 9,14,497.31 crore on Feb 1, 2019.
• The Put-Call ratio stood at 0.84 compared with the previous session’s
close of 0.86.
• The Nifty Put-Call ratio stood at 1.67 compared with the previous
session’s close of 1.63.
• Open interest on Nifty Futures stood at 19.88 million as against the
previous session’s close at 19.53 million.
• Bond yields continued to rise on worries over the government’s higher
borrowing target and a higher-than-expected fiscal deficit for the current
and next financial year. This coupled with a rise in oil prices dampened
investors’ risk appetite.
• Yield on the 10-year benchmark paper (7.17% GS 2028) rose 6 bps to
close at 7.67% as compared with 7.61% in the previous session after
trading in the range of 7.63% to 7.67%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,091 crore (gross) on Feb 4, 2019 as compared
with Rs. 5,606 crore on Feb 1, 2019. Sale of securities under Reserve
Bank of India’s (RBI) reverse repo window stood at Rs. 29,468 crore on
Feb 1, 2019.
• Banks borrowed Rs. 650 crore under the central bank’s Marginal
Standing Facility on Feb 1, 2019 compared with borrowing of Rs. 400
crore on Jan 31, 2019.
• The Indian rupee depreciated following upbeat U.S. job data that lifted
greenback demand. Besides, rise in crude oil prices hurt domestic market
sentiment. The rupee closed at 71.80 a dollar, down 0.79% compared
with the previous close of 71.24.
• The euro saw a marginal fall as comments from the European Central
Bank reiterated concerns over a slowing eurozone. The euro was last
seen trading at 1.1450 a dollar, down 0.03% compared with the previous
close of 1.1454.
• Gold prices moved down on upbeat U.S. job data. Surge in U.S. non-
farm payroll data and strong manufacturing data alleviated concerns
over global slowdown.
• Brent crude prices rose as a survey revealed 930,000 barrels per day
decline in OPEC output in Jan.
• According to a report by the Labor Department, U.S. non-farm payroll
employment rose more than expected by 304,000 jobs in Jan 2019 as
against downwardly revised of 222,000 jobs in Dec 2018. However, the
unemployment rate unexpectedly inched up 4.0% in Jan from 3.9% in
Dec.
• According to a report from the commerce department, U.S. wholesale
inventories inched up 0.3% in Nov 2018 after increasing by upwardly
revised 0.9% in Oct 2018. Inventories of durable goods rose 0.7% in Nov
as against an increase of 1.7% in Oct. Meanwhile, inventories non-
durable goods fell 0.5% in Nov as against a decline of 0.4% in Oct.