(RsCr) Buy Sell OpenInt.
IndexFutures 2627.40 2090.54 21618.50
IndexOptions 132260.01 129005.00 85161.04
StockFutures 11905.31 11357.44 78892.99
StockOptions 9551.13 9417.99 8729.70
Total 156343.85 151870.97 194402.23
16‐Feb Prev_Day Change
PutCallRatio(OI) 1.07 1.13 ‐0.06
PutCallRatio(Vol) 0.84 0.96 ‐0.11
16‐Feb Wk.Ago Mth.Ago YearAgo
CallRate 5.96% 5.89% 5.88% 6.05%
CBLO 4.96% 5.90% 5.93% 6.05%
Repo 6.00% 6.00% 6.00% 6.25%
ReverseRepo 5.75% 5.75% 5.75% 5.75%
91DayT‐Bill 6.32% 6.33% 6.27% 6.15%
364DayT‐Bill 6.56% 6.54% 6.53% 6.26%
10YearGilt 7.58% 7.49% 7.38% 6.84%
G‐SecVol.(Rs.Cr) 23303 46487 27684 19504
1MonthCPRate 6.87% 6.85% 6.89% 6.75%
3MonthCPRate 7.89% 7.79% 7.48% 7.10%
5YearCorpBond 7.88% 7.84% 7.80% 7.34%
1MonthCDRate 6.23% 6.25% 6.23% 6.17%
3MonthCDRate 7.22% 7.24% 6.96% 6.41%
1YearCDRate 7.48% 7.50% 7.23% 6.62%
Currency 16‐Feb Prev_Day Change
USD/INR 63.91 63.92 ‐0.01
GBP/INR 90.31 89.55 0.76
EURO/INR 80.17 79.68 0.49
JPY/INR 0.60 0.60 0.00
Commodity 16‐Feb WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 61.87 59.18 63. 77 53.36
BrentCrude($/bl) 63.54 62.98 69.64 53.80
Gold($/oz) 1348 1317 1339 1239
Gold(Rs./10gm) 30693 30007 30056 29341
The information herein is meant only for general reading purposes and contains all factual and statistical information pertaining to Industry and markets w hich 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 w arrant the accuracy, c ompleteness, 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 Feb 2018 Futures were at 10453.35 points, a premium of 1.05
points above the spot closing of 10,452.30. The turnover on NSE’s
Futures and Options segment went down from Rs. 14,98,474.07 crore on
Feb 1 5 to Rs. 6,87,265.97 crore on Feb 16.
•ThePut‐Call ratio remained unchanged at 0.82 against previous
• The Nifty Put‐Call ratio stood at 1.07 against previous session’s close of
• Open interest on Nifty Futures stood at 27.52 million as against the
previous session’s close of 27.18 million.
• Bond yields rose marginally as investors deferred purchases of
domestic bonds ahead of an extended weekend.
• Yield on the 10‐year benchmark paper (7.17% GS 2028) rose 1 bps to
close at 7.58% as against previous session’s close of 7.57%. During the
session, bond yields traded in the range of 7.56% and 7.60%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 4,055 crore (gross) on Feb 16 compared with
Rs. 5,719 crore on Feb 15. Sale of securities under Reserve Bank of
India’s (RBI) reverse repo window stood at Rs. 20,527 crore on Feb 15.
• Banks did not borrow under the central bank’s Marginal Standing
Facility on Feb 15 as against borrowing of Rs. 2,967 crore on Feb 14.
• RBI conducted a 13‐day variable rate repo auction for a notified
amount of Rs. 22,000 crore for which Rs. 9,175 crore was allotted at a
cut‐off rate of 6.01%.
• The Indian rupee weakened amid losses in the domestic equity market
and greenback demand from oil importers. The rupee fell 0.47% to close
at 64.21 per dollar from the previous close of 63.91 per dollar.
• The euro weakened against the greenback as the latter gained amid
release of strong U.S. housing sec tor data for J an 2018 that offset
concerns over rising U.S. deficit. Euro fell 0.58% and was trading at
$1.2432, down from the previous close of 1.2505.
• Gold prices remained steady on renewed concerns over the rise in
fiscal deficit in the U.S.
• Brent crude prices gained following a statement from the Energy
Minister of United Arab Emirates to cut output by the end of this year.
• A report from the National Association of Home Builders showed that
U.S. homebuilder confidence in the U.S. remained healthy in Feb 2018.
As per the report, NAHB/Wells Fargo Housing Market Index came in at
72 in Feb and remained unchanged from Jan 2018. M eanwhile, the i ndex
measuring buyer traffic remained steady at 5 4 and the component
gauging current sales conditions sligh tly fell to 78 in Feb as against 79 in
• A report from the Federal Reserve showed that U.S. industrial
production surprisingly fell 0.1% as against downwardly revised gain of
0.4% (0.9% gain originally reported) in Dec 2017. The decline reflects
steep decline in mining output that fell 1.0% in Jan as against a decline of
0.4% in Dec.