(RsCr) Buy Sell OpenInt.
IndexFutures 2791.02 2466.31 17728.68
IndexOptions 142446.71 141906.54 63450.22
StockFutures 9477.75 9103.97 75306.11
StockOptions 6632.71 6920.53 6130.98
Total 161348.19 160397.35 162615.99
09‐Mar Prev_Day Change
PutCallRatio(OI) 1.14 1.15 0.00
PutCallRatio(Vol) 0.84 0.84 0. 00
09‐Mar Wk.Ago Mth.Ago YearAgo
CallRate 5.89% 5.91% 5.89% 5.99%
CBLO 5.85% 4.84% 5.90% 5.93%
Repo 6.00% 6.00% 6.00% 6.25%
ReverseRepo 5.75% 5.75% 5.75% 5.75%
91DayT‐Bill 6.22% 6.23% 6.33% 5.85%
364DayT‐Bill 6. 62% 6.64% 6.54% 6.16%
10YearGilt 7.67% 7.74% 7.49% 6.85%
G‐SecVol.(Rs.Cr) 29326 16436 46487 16222
1MonthCPRate 7.80% 7.15% 6.85% 6.66%
3MonthCPRate 7.83% 7.88% 7.79% 6.86%
5YearCorpBond 8.11% 8.09% 7.84% 7.63%
1MonthCDRate 7.09% 7.24% 6.25% 6.15%
3MonthCDRate 7.13% 7.28% 7.24% 6.25%
1YearCDRate 7.44% 7.62% 7.50% 6.63%
Currency 09‐Mar Prev_Day Change
USD/INR 65.08 64.92 0.16
GBP/INR 89.85 90.23 ‐0.37
EURO/INR 80.16 80.54 ‐0.38
JPY/INR 0.61 0.61 0.00
Commodity 09‐Mar WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 62.01 60.97 59.18 48.70
BrentCrude($/bl) 65.28 64.87 62. 98 50.44
Gold($/oz) 1324 1316 1317 1201
Gold(Rs./10gm) 30369 30269 30007 28662
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
• Nifty Mar 2018 Futures were at 10216.45 points, a discount of ‐10.40
points, over the spot closing of 10,226.85. The turnover on NSE’s Futures
and Options segment went down from Rs. 16,78,923.04 crore on Mar 8
to Rs. 4,81,492.44 crore on Mar 9.
•ThePut‐Call ratio stood at 0.78 against previous session’s close of 0.80.
• The Nifty Put‐Call ratio s t ood at 1.14 against previous session’s • Open
interest on Nifty Futures stood at 25.94 million as against the previous
session’s close of 25.97 million.
• Bond yields rose as investors were cautious ahead of India’s inflation
data due next week and U.S. jobs report due on Mar 9.
• Yield on the 10‐year benchmark paper (7.17% GS 2028) rose 1 bps to
close at 7.67% as against previous session’s close of 7.66%. During the
session, bond yields traded in the range of 7.63% and 7.73%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,565 crore (gross) on Mar 9 compared with Rs.
3,550 crore on Mar 8. Sale of securities under Reserve Bank of India’s
(RBI) reverse repo window stood at Rs. 9,207 crore on Mar 8.
• Banks did not borrow under the central bank’s Marginal Standing
Facility on Mar 8 as compared to borrowing of Rs. 467 crore on Mar 7.
• The Indian rupee inched down against the greenback as market
participants remained on the sidelines ahead of the U.S. non‐farm
payroll data for Feb 2018. The rupee fell 0.04% to close at 65.17 per
dollar from the previous close of 65.14.
• The euro inched down against the greenback after U.S. non‐farm
payroll employment in F e b 2018 came better than market expectations.
Euro was trading at $1.2301, down 0.07% compared with the previous
close of $1.2310.
• Gold prices moved down after non‐farm payroll employment data
came in more than expected in Feb 2018.
• Brent c rude prices gained amid optimism over a meeting between
North Korean leaders and U.S. However, concerns over rising U.S. crude
output limited the gains.
• A report from the labour department showed that U.S. non‐farm
payroll employment surged by 313,000 jobs in Feb 2018 as against an
upwardly revised increase of 239,000 jobs (200,000 j obs originally
reported) in Jan 2018. J ob growth came i n higher than market
expectations driven by notable increases in employment in the
construction and retail sectors that added 61,000 jobs and 50,300 jobs,
respectively. Despite the substantial job growth, the unemployment rate
held at 4.1% in Feb.
• According to the U.S. l abour department, initial jobless claims c ame in
at 231,000 for the week ended M ar 3, up 21,000 from the previous
week's level of 210,000. Continuing claims fell by 64,000 to 1. 870 million
for the week ended Feb 24.