FII Derivative Trade Statistics 16-May
(Rs Cr) Buy
Index Futures 3766.10 3490.26 17334.34
Index Options 271015.36 272912.61 65833.92
Stock Futures 13426.01 13113.75 84671.35
Stock Options 4274.65 4622.91 6924.14
Total 292482.12 294139.53 174763.75
Put Call Ratio (OI) 1.35 1.14 0.21
Indian Debt Market
Put Call Ratio(Vol) 0.84 0.86 -0.01
16-May Wk. Ago Mth. Ago
Call Rate 5.96% 5.98% 6.04% 5.89%
T-Repo 5.91% 5.97% 5.96% NA
Repo 6.00% 6.00% 6.00% 6.00%
Reverse Repo 5.75% 5.75% 5.75% 5.75%
91 Day T-Bill 6.33% 6.43% 6.33% 6.32%
364 Day T-Bill 6.40% 6.51% 6.40% 6.74%
10 Year Gilt 7.38% 7.40% 7.39% 7.90%
G-Sec Vol. (Rs.Cr) 27744 27633 25688 17636
Currency Market Update
FBIL MIBOR* 6.05% 6.05% 6.10% 6.05%
3 Month CP Rate 7.45% 7.70% 7.00% 8.00%
5 Year Corp Bond 8.41% 8.55% 8.52% 8.59%
1 Month CD Rate 6.76% 6.92% 6.72% 6.66%
3 Month CD Rate 7.08% 7.27% 6.85% 7.33%
1 Year CD Rate 7.52% 7.53% 7.50% 8.07%
Commodity Market Update
Currency 15-May Prev_Day
USD/INR 70.21 70.42 -0.30
GBP/INR 90.63 91.21 -0.64
EURO/INR 78.69 79.15 -0.59
JPY/INR 0.64 0.64 -0.37
Commodity 16-May Wk Ago Mth. Ago
NYMEX Crude($/bl) 62.88 61.53 63.96 71.38
Brent Crude($/bl) 75.69 70.66 71.38 79.18
Gold( $/oz) 1286 1284 1276 1290
Gold(Rs./10 gm) 32051 31730 31641 30954
Source: Thomson Reuters Eikon
*As on previous trading day
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 remained unchanged amid the country’s ongoing general
elections. Market participants have reduced activities and are awaiting
the poll’s results, which is due on May 23, 2019.
• Yield on the 10-year benchmark paper (7.26% GS 2029) closed
unchanged at 7.38% after trading in a range of 7.37% to 7.41%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 6,136 crore (gross) on May 16, 2019, compared
with Rs. 11,491 crore (gross) as on May 15, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 12,701
crore on May 15, 2019.
• Banks borrowed Rs. 182 crore under the central bank’s Marginal
Standing Facility on May 15, 2019 compared with no borrowings on May
• A Commerce Department report showed an unexpected drop in U.S.
retail sales in Apr 2019. Retail sales edged down 0.2% in Apr after
increasing 1.7% in Mar 2019. The unexpected pullback in retail sales came
as sales by motor vehicle and parts dealers slumped by 1.1% in Apr after
soaring 3.2% in Mar.
• Federal Reserve Bank of New York report said New York manufacturing
activity picked up significantly in May 2019. The New York Fed said its
general business conditions index jumped to 17.8 in May from 10.1 in Apr
2019, with a positive reading indicating growth in regional manufacturing
• Nifty May 2019 Futures were at 11,285.25, a premium of 28.15 points,
above the spot closing of 11,257.10. The turnover on NSE’s Futures and
Options segment rose to Rs. 19,86,219.46 crore on May 16, 2019,
compared with Rs. 12,53,354.99 crore on May 15, 2019.
• The Put-Call ratio stood at 0.72 compared with the previous session’s
close of 0.90.
• The Nifty Put-Call ratio stood at 1.35 compared with the previous
session’s close of 1.14.
• Open interest on Nifty Futures stood at 17.57 million as against the
previous session’s close at 17.42 million.
• The Indian rupee surged following greenback sales by foreign banks
possibly on behalf of their corporate clients. The rupee closed at 70.03 a
dollar, up 0.44% compared with the previous close of 70.34.
• The euro was marginally up after the U.S. officials said to expect a delay
in U.S. tariffs on European autos. However, the single currency’s upside
was almost nullified by the anxiety over the upcoming European
parliamentary elections. The euro was last seen trading at 1.1203, up
0.03% compared with the previous session’s close of 1.1200.
• Gold prices were marginally down amid rally in the stock market and the
U.S. dollar following the U.S.-China trade development.
• Brent crude prices moved up on escalating geopolitical tension in the
Middle East over the attack on Saudi Arabian oil tankers and pipelines.