FII Derivative Trade Statistics 26-Jun
(Rs Cr) Buy
Index Futures 4823.82 6305.64 24971.02
Index Options 69911.65 69975.87 75374.01
Stock Futures 20954.84 21278.67 81805.34
Stock Options 6523.50 6464.44 10435.34
Total 102213.81 104024.62 192585.71
Put Call Ratio (OI) 1.53 1.48 0.04
Indian Debt Market
Put Call Ratio(Vol) 0.94 0.92 0.02
26-Jun Wk. Ago Mth. Ago
Call Rate 6.16% 6.17% 5.93% 6.08%
CBLO 6.18% 6.25% 5.08% 5.87%
Repo 6.25% 6.25% 6.00% 6.25%
Reverse Repo 6.00% 6.00% 5.75% 6.00%
91 Day T-Bill 6.44% 6.45% 6.20% 6.21%
364 Day T-Bill 7.00% 7.07% 6.25% 6.36%
10 Year Gilt 7.83% 7.86% 7.79% 6.46%
G-Sec Vol. (Rs.Cr) 19847 24210 30646 46122
Currency Market Update
FBIL MIBOR 6.34% 6.30% 6.02% 6.17%
3 Month CP Rate 7.50% 7.55% 8.35% 6.70%
5 Year Corp Bond 8.71% 8.78% 8.65% 7.48%
1 Month CD Rate 7.03% 7.08% 6.79% 6.31%
3 Month CD Rate 6.96% 6.99% 7.83% 6.34%
1 Year CD Rate 8.06% 8.06% 8.22% 6.65%
Commodity Market Update
Currency 26-Jun Prev_Day
USD/INR 68.17 68.15 0.02
GBP/INR 90.47 90.27 0.20
EURO/INR 79.74 79.35 0.39
JPY/INR 0.62 0.62 0.00
Commodity 26-Jun Wk Ago Mth. Ago
NYMEX Crude($/bl) 73.98 65.09 67.87 42.84
Brent Crude($/bl) 73.32 74.39 77.14 43.18
Gold( $/oz) 1259 1274 1301 1256
Gold(Rs./10 gm) 30394 30757 31171 28753
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 edged higher following losses in the domestic currency.
Media reports stating that the union cabinet may discuss raising
minimum support prices of some crops by up to 15% in its next meeting
fueled concerns of increase in domestic inflationary pressures which
also weighed on the market sentiment. However, further losses were
restricted as market participants resorted to short covering.
• Yield on the 10-year benchmark paper (7.17% GS 2028) inched up 1
bps to close at 7.83% as against its previous close of 7.82%. During the
session, bond yields traded in the range of 7.81% and 7.85%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 4,841 crore (gross) on Jun 26, compared with
Rs. 9,136 crore (gross) borrowed on Jun 25. Sale of securities under the
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 12,133
crore on Jun 25.
• According to a report from the Commerce Department, U.S. new
home sales surpassed market expectations and grew 6.7% to an annual
rate of 689,000 in May 2018 as against a decline of 3.7% to a revised
rate of 646,000 in Apr 2018. The increase reflected surge in home sales
in the South that grew 17.9% to a rate of 409,000.
• According to a report from the U.K. Finance, number of mortgage
approvals grew to 39,244 in May 2018 from 38,327 in Apr 2018. This
marked the highest approvals since Jan 2018. Gross mortgage lending
for the total market surged 8.8% YoY to GBP 22.2 billion in May.
• Nifty Jun 2018 Futures were at 10,766.90 points, a discount of 2.25
points, below the spot closing of 10,769.15. The turnover on NSE’s
Futures and Options segment went up to Rs. 9,31,576.17 crore on Jun 26
from Rs. 7,56,917.32 crore on Jun 25.
• The Put-Call ratio stood at 0.87 against previous session’s close of 0.91.
• The Nifty Put-Call ratio stood at 1.53 against the previous session’s
close of 1.48.
• India VIX moved up 1.27% to 12.7425 from 12.5825 in the previous
• Open interest on Nifty Futures stood at 27.81 million as against the
previous session’s close at 27.04 million.
• The rupee fell against the greenback as concerns over U.S. President’s
protectionist trade measures weighed on market sentiment. However,
modest gains in the domestic equity market restricted further losses. The
rupee fell 0.18% to close at 68.24 per dollar from the previous close of
68.12 per dollar.
• The euro fell against the greenback as escalating concerns of a trade
conflict between U.S. and China dampened investor risk sentiment. Euro
was trading at $1.1676, down 0.22% from the previous close of $1.1702.
• Gold prices traded lower despite fears of escalating trade tensions as
greenback gained against the euro.
• Brent Crude prices traded higher on production problems at one of
Canada's largest oil sands facilities and uncertainty over Libyan exports.