FII Derivative Trade Statistics 01-Jan
(Rs Cr) Buy
Index Futures 2603.79 2053.91 25009.50
Index Options 49936.52 48242.91 40370.46
Stock Futures 8513.98 8523.47 79017.74
Stock Options 2863.44 2779.28 2887.33
Total 63917.73 61599.57 147285.03
Put Call Ratio (OI) 1.53 1.54 -0.01
Indian Debt Market
Put Call Ratio(Vol) 0.96 0.93 0.03
01-Jan Wk. Ago Mth. Ago
Call Rate 6.34% 6.50% 6.41% 5.92%
T-Repo 6.19% 6.52% 6.29% --
Repo 6.50% 6.50% 6.50% 6.00%
Reverse Repo 6.25% 6.25% 6.25% 5.75%
91 Day T-Bill 6.61% 6.60% 6.77% 6.12%
364 Day T-Bill 6.93% 6.95% 7.19% 6.29%
10 Year Gilt 7.42% 7.29% 7.61% 7.34%
G-Sec Vol. (Rs.Cr) 24846 21720 38079 21453
Currency Market Update
FBIL MIBOR* 6.73% 6.60% 6.55% 6.00%
3 Month CP Rate 7.70% 7.20% 7.75% 7.20%
5 Year Corp Bond 8.33% 8.22% 8.43% 7.99%
1 Month CD Rate 6.72% 7.13% 6.65% 6.26%
3 Month CD Rate 7.44% 7.10% 7.24% 6.31%
1 Year CD Rate 8.24% 8.17% 8.48% 6.99%
Commodity Market Update
Currency 01-Jan Prev_Day
USD/INR 69.71 69.79 -0.08
GBP/INR 88.97 88.55 0.43
EURO/INR 79.93 79.78 0.15
JPY/INR 0.64 0.63 0.00
Commodity 01-Jan Wk Ago Mth. Ago
NYMEX Crude($/bl) Closed 45.33 50.73 60.41
Brent Crude($/bl) Closed 51.87 57.55 67.07
Gold( $/oz) 1282 1268 1222 1302
Gold(Rs./10 gm) 31531 31190 30240 29363
Source: Thomson Reuters Eikon
*As on 31-12-18
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 Jan 2019 settled at 10,960.55, a premium of 50.45 points, over
the spot closing 10,910.10. The turnover on NSE’s Futures and Options
segment rose to Rs. 5,67,489.25 crore on Jan 1, 2019, compared with Rs.
4,00,246.92 crore on Dec 28.
• The Put-Call ratio stood at 0.85 against the previous day’s close of
• India VIX fell 4.67% to 15.2525 compared with 16.0000 at the previous
• Open interest on Nifty Futures stood at 24.00 million as against the
previous session’s close at 23.06 million.
• Bond yields rose on higher than expected planned borrowings of the
state government for the Jan-Mar period of 2019. This weighed down on
• Yield on the 10-year benchmark paper (7.17% GS 2028) increased 5
bps to close at 7.42% as compared with 7.37% in the previous session
after trading in the range of 7.37% to 7.45%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,844 crore (gross) on Jan 1, 2019 compared
with a borrowing of Rs. 4,138 crore (gross) on Dec 31, 2018. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window
stood at Rs. 91,688 crore on Dec 31, 2018.
• Banks borrowed Rs. 5,735 crore under the central bank’s Marginal
Standing Facility on Dec 31, 2018 compared with borrowing of Rs. 126
crore Dec 28, 2018.
• The Indian rupee closed positive in the first trading session of 2019,
supported by the progress in U.S.-China trade talks and an overnight fall
in greenback. The rupee closed at 69.45 a dollar, up 0.46% compared
with the previous close of 69.77.
• The euro gained on hopes of improving U.S.-China trade relations
following their Presidents’ discussion on resolving trade differences.
However, the upside remained limited on expectations of slow
economic growth and weak inflation in Europe.
• Gold prices traded at a marginal loss due to optimism on easing trade
tension between U.S. and China. Gold prices were last seen trading at
$1,282.17 per ounce compared with previous close of $1,282.73 per
• Brent crude market remained closed due to public holiday.
• A report from the Hellenic Statistical Authority showed that Greece’s
retail turnover fell 2.2% YoY in Oct 2018 as against an increase of 4.5% in
Sep 2018. Sales fell for the first time since Feb 2018. The decline mainly
reflects 7.3% fall in pharmaceutical products and cosmetics, and a 2.6%
fall in clothing and footwear.
• A report from the Turkish Statistical Institute showed that Turkey’s
visible trade deficit fell 89.8% YoY to $651 million in Nov 2018 as against
$6.359 billion in Nov 2017. Exports grew 9.4% YoY and imports fell
• According to a report from the Department of Statistics, Malaysia’s
producer prices fell 2.9% YoY in Nov 2018 as against an increase of 0.7%
in Oct 2018.