FII Derivative Trade Statistics 15-Jun
(Rs Cr) Buy
Index Futures 1866.21 3170.00 21327.38
Index Options 67161.37 63027.59 68999.04
Stock Futures 8917.21 9592.16 84301.18
Stock Options 6464.54 6543.00 9308.99
Total 84409.33 82332.75 183936.59
Put Call Ratio (OI) 1.57 1.55 0.02
Indian Debt Market
Put Call Ratio(Vol) 1.02 1.14 -0.12
15-Jun Wk. Ago Mth. Ago
Call Rate 6.10% 6.02% 5.87% 6.06%
CBLO 6.09% 5.07% 5.96% 6.19%
Repo 6.25% 6.25% 6.00% 6.25%
Reverse Repo 6.00% 6.00% 5.75% 6.00%
91 Day T-Bill 6.50% 6.45% 6.18% 6.24%
364 Day T-Bill 7.05% 6.99% 6.72% 6.37%
10 Year Gilt 7.89% 7.95% 7.90% 6.48%
G-Sec Vol. (Rs.Cr) 28561 36801 27501 56314
Currency Market Update
FBIL MIBOR 6.24% 6.05% 6.05% 6.25%
3 Month CP Rate 7.65% 7.80% 8.00% 6.67%
5 Year Corp Bond 8.78% 8.75% 8.57% 7.53%
1 Month CD Rate 7.00% 7.12% 6.62% 6.29%
3 Month CD Rate 7.04% 7.09% 7.45% 6.37%
1 Year CD Rate 8.46% 8.39% 7.90% 6.69%
Commodity Market Update
Currency 15-Jun Prev_Day
USD/INR 67.97 67.69 0.29
GBP/INR 90.00 90.68 -0.68
EURO/INR 78.61 79.93 -1.32
JPY/INR 0.61 0.62 0.00
Commodity 15-Jun Wk Ago Mth. Ago
NYMEX Crude($/bl) 65.01 65.77 71.29 44.42
Brent Crude($/bl) 71.11 74.20 79.93 45.05
Gold( $/oz) 1279 1298 1290 1254
Gold(Rs./10 gm) 31068 31027 31342 28703
Source: Thomson Reuters Eikon
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 fell following decline in global crude oil prices. Oil prices
fell from multi-year highs ahead of an OPEC meeting next week in which
Saudi Arabia and Russia indicated they were prepared to increase
• Yield on the 10-year benchmark paper (7.17% GS 2028) fell 5 bps to
close at 7.89% from the previous close of 7.94%. During the session,
bond yields traded in the range of 7.84% and 7.94%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,841 crore (gross) on Jun 15, compared with
Rs. 4,176 crore (gross) on Jun 14. Sale of securities under Reserve Bank
of India’s (RBI) reverse repo window stood at Rs. 19,274 crore on Jun 14.
• Banks did not borrow under the central bank’s Marginal Standing
Facility on Jun 15 as compared with Rs. 1 crore on Jun 13.
• A report from the U.S. Federal Reserve showed that U.S. industrial
production inched down 0.1% in May 2018 as against an upwardly
revised gain of 0.9% (0.7% gain originally reported) in Apr 2018. The
downside reflects decline in manufacturing output that fell 0.7% in May
as against a gain of 0.6% in Apr.
• The Bank of Japan kept its monetary stimulus unchanged. Also, it
decided to hold its target of raising the amount of outstanding JGB
holdings at an annual pace of approximately JPY 80 trillion. Government
bonds will be purchased by the bank so that the yield of 10-year JGBs
will remain at around 0%.
• Nifty June 2018 Futures were at 10814.65 points, a discount of 3.05
points, below the spot closing of 10,817.70. The turnover on NSE’s
Futures and Options segment went down to Rs. 5,98,789.74 crore on
June 15 from Rs. 14,18,956.96 crore on June 14.
• The Put-Call ratio stood at 0.91 against previous session’s close of 0.85.
• The Nifty Put-Call ratio stood at 1.57 against the previous session’s
close of 1.55.
• India VIX moved down 0.66% to 12.0150 from 12.0950 in the previous
• Open interest on Nifty Futures stood at 25.70 million as against the
previous session’s close at 24.90 million.
• The rupee weakened against the greenback after U.S. retail sales
soared in May 2018 and witnessed the biggest gain in six months. The
rupee fell 0.58% to close at 68.01 from the previous close of 67.62
• The euro rose against the greenback as the latter remained under
pressure amid renewed concerns of a global trade war after the U.S.
President announced hefty tariffs on $50 billion of Chinese imports and
Beijing threatened to respond in kind. Euro was last seen trading at
$1.1606, up 0.34% from the previous close of 1.1567.
• Gold prices closed lower despite rising geopolitical tension as dollar
touched a fresh 2018 high before turning negative amid profit booking.
• Brent Crude prices closed lower after reports showed that number of
oil rigs in the U.S. increased for fourth consecutive week.