(RsCr) Buy Sell OpenInt.
IndexFutures 4212.18 4093.48 21333.39
IndexOptions 262610.75 261725.04 62418.70
StockFutures 11808.16 11755.59 85497.68
StockOptions 5763.80 5696.99 4434.14
Total 284394.89 283271.10 173683.91
19‐Jun Prev_Day Change
PutCallRatio(OI) 1.15 1.14 0.01
PutCallRatio(Vol) 0.86 0.92 ‐0.06
19‐Jun Wk.Ago Mth.Ago YearAgo
CallRate 5.80% 5.69% 5.99% 6.17%
T‐Repo 5.62% 5.60% 5.95% NA
Repo 5.75% 5.75% 6.00% 6.25%
ReverseRepo 5.50% 5.50% 5.75% 6.00%
91DayT‐Bill 5.90% 5.92% 6.32% 6.45%
364DayT‐Bill 6.10% 6.12% 6.43% 7.07%
10YearGilt 6.84% 7.01% 7.36% 7.86%
G‐SecVol.(Rs.Cr) 72663 48770 32164 24210
FBILMIBOR* 5.86% 5.80% 6.05% 6.25%
3MonthCPRate 6.85% 6.65% 7.25% 7.55%
5YearCorpBond 7.96% 8.04% 8.38% 8.78%
1MonthCDRate 6.01% 6.06% 7.24% 7.08%
3MonthCDRate 6.30% 6.44% 7.07% 6.99%
1YearCDRate 7.18% 7.32% 7.29% 8.06%
Currency 18‐Jun Prev_Day Change
USD/INR 69.80 69.84 ‐0.05
GBP/INR 87.46 87.89 ‐0.49
EURO/INR 78.42 78.27 0.19
JPY/INR 0.64 0.64 0.25
Commodity 19‐Jun WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 53.69 51.08 62.72 65.09
BrentCrude($/bl) 64.29 63.10 74.93 74.39
Gold($/oz) 1360 1333 1277 1274
Gold(Rs./10gm) 32850 32590 31911 30757
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
• Bond yield rose as market participants resorted to profit booking after
the last session’s sharp rally. Besides, the market is awaiting the outcome
of the two‐day Federal Reserve policy meeting to get cues on future
interest rate movement.
• Yield on the 10‐year benchmark paper (7.26% GS 2029) moved up 3 bps
to close at 6.84% compared with the previous close of 6.81% after trading
in a range of 6.81% to 6.85%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 4,698 crore (gross) on Jun 19, 2019, compared
with Rs. 13,523 crore (gross) as on Jun 18, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 18,695
crore on Jun 18, 2019.
• Banks borrowed Rs. 145 crore under the central bank’s Marginal
Standing Facility on Jun 18, 2019 compared to that of Rs. 6,511 crore
borrowed on Jun 17, 2019.
• The Indian rupee was nearly flat against the greenback ahead of the
outcome of the U.S. Federal Reserve policy meeting. The rupee closed at
69.68 a dollar compared with the previous close of 69.70.
• The euro edged higher against the greenback as market participants
preferred to remain on the sidelines ahead of the outcome of the U.S.
Federal Reserve monetary policy review. The euro was last seen trading
at 1.1212, up 0.19% compared with the previous close of 1.1191.
• A Commerce Department report showed new residential construction
in the U.S. unexpectedly decreased from an upwardly revised level in May
2019. The Commerce Department said housing starts slid 0.9% to an
annual rate of 1.269 million in May from an upwardly revised Apr 2019
estimate of 1.281 million.
• European Central Bank President said the central bank still has room to
cut interest rates and measures to cushion the side effect from low
interest rates. This led the U.S. President to say that the ECB chief’s
statement was unfair to the U.S.
• Nifty Jun 2019 Futures were at 11,708.60, a premium of 17.15 points,
above the spot closing of 11,691.45. The turnover on NSE’s Futures and
Options segment increased to Rs. 15,36,664.31 crore on Jun 19, 2019,
compared with Rs. 11,74,332.30 crore on Jun 18, 2019.
• The Put‐Call ratio stood at 0.90 compared with the previous session’s
close of 0.88.
• The Nifty Put‐Call ratio stood at 1.15 compared with the previous
session’s close of 1.14.
• Open interest on Nifty Futures stood at 21.16 million, compared with
the previous session’s close of 20.95.
• Gold prices fell ahead of the outcome of the U.S. Federal Reserve policy
meeting. The Fed is expected to maintain its interest rate stance, while
giving cues on future interest rate movement.
• Brent crude prices declined ahead of the release of crude oil stockpile
data from Energy Information Administration.