FII Derivative Trade Statistics 11-Nov
(Rs Cr) Buy
Index Futures 3668.46 3918.45 16110.80
Index Options 199717.63 198241.05 50477.11
Stock Futures 14984.30 14812.21 90281.59
Stock Options 5701.18 5702.93 4324.74
Total 224071.57 222674.64 161194.24
11-Nov Prev_Day
Put Call Ratio (OI) 1.28 1.26 0.02
Put Call Ratio(Vol) 0.90 0.89 0.01
11-Nov Wk. Ago Mth. Ago
Call Rate 5.06% 5.03% 5.04% 6.47%
T-Repo 4.99% 4.84% 4.58% 6.50%
Repo 5.15% 5.15% 5.15% 6.50%
Reverse Repo 4.90% 4.90% 4.90% 6.25%
91 Day T-Bill 5.03% 5.05% 5.15% 6.92%
364 Day T-Bill 5.21% 5.15% 5.38% 7.39%
10 Year Gilt 6.57% 6.48% 6.51% 7.76%
G-Sec Vol. (Rs.Cr) 17969 16949 36469 27684
FBIL MIBOR 5.14% 5.25% 5.21% 6.50%
3 Month CP Rate 5.55% 5.45% 6.00% 8.55%
5 Year Corp Bond 7.48% 7.46% 7.59% 8.58%
1 Month CD Rate 5.10% 5.28% 5.00% 6.90%
3 Month CD Rate 5.29% 5.34% 5.31% 7.64%
1 Year CD Rate 5.77% 5.93% 6.21% 8.30%
Currency 11-Nov Prev_Day
USD/INR 71.45 71.25 0.20
GBP/INR 91.42 91.27 0.15
EURO/INR 78.75 78.73 0.02
JPY/INR 0.66 0.65 0.00
Commodity 12-Nov Wk Ago Mth. Ago
56.62 56.99 54.71 59.80
Brent Crude($/bl) 62.28 62.86 61.48 68.90
Gold( $/oz) 1457 1484 1489 1201
Gold(Rs./10 gm)* 37993 38692 38154 31773
Source: Thomson Reuters Eikon *As on 11-Nov-2019
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
• Nifty Nov 2019 Futures stood at 11,943.70, a premium of 30.25 points above
the spot closing of 11,913.45. The turnover on NSE’s Futures and Options
segment fell to Rs. 9,12,702.67 crore on November 11, 2019, compared with Rs.
9,57,752.78 crore on November 08, 2019.
• The Put-Call ratio stood at 0.85 compared with the previous session’s close of
0.84.
• The Nifty Put-Call ratio stood at 1.28 compared with the previous session’s
close of 1.26.
• Open interest on Nifty Futures stood at 16.09 million, compared with the
previous session’s close of 16.55 million.
• Bond yields continued to increase over the ongoing worries over fiscal deficit
that dampened market sentiments. In addition, state debt of Rs. 137.5 billion
raised the bond supply in the market and pushed the yield higher.
• Yield on the new 10-year benchmark paper (6.45% GS 2029) rose 1 bps to close
at 6.57% compared with the previous close of 6.56% after trading in a range of
6.55% to 6.58%.
• Yield on the old 10-year benchmark paper (7.26% GS 2029) rose 2 bps to close
at 6.77% compared with the previous close of 6.75% after trading in a range of
6.75% to 6.79%.
• Banks borrowings under the repo window of the Liquidity Adjustment Facility
(LAF) stood at Rs. 3,647 crore (gross) on Nov 11, 2019 compared with
borrowings of Rs. 3,737 crore (gross) on Nov 8, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 33,712 crore on
Nov 8, 2019.
• The rupee weakened against the greenback amid renewed uncertainty over a
preliminary trade deal between U.S. and China. Greenback purchase by foreign
banks also weighed on the domestic currency.
• Euro fell against the greenback as the market sentiment dampened after the
U.S. President in his speech offered little details on how trade negotiations with
China were progressing.
• Gold prices closed marginally higher as investors continued to track
developments on the U.S.- China trade deal.
• Brent crude prices dipped amid uncertainty over the timing and location for
the phase one trade agreement between the U.S. President and Chinese leader.
• Office for National Statistics reported U.K. employment rate fell by 0.1
percentage point to 76% in the third quarter. Employment declined by 58,000
to 32.75 million in the third quarter. The number of vacancies declined by
53,000 annually, which was the strongest fall since late 2009.
• Data from the Office for National Statistics showed U.K. gross domestic
product grew 0.3% sequentially in the third quarter after contracting 0.2% in
the previous three months. Thus, the economy avoided a recession helped by
services and construction.
• Figures from the People's Bank of China showed bank lending declined notably
in Oct 2019. Banks lent CNY 661.3 billion loans in Oct compared with CNY 1.69
trillion in Sep 2019. The broad money supply M2 climbed at a steady pace of 8.4
% in Oct.