FII Derivative Trade Statistics 27-Nov
(Rs Cr) Buy
Index Futures 4680.02 4847.81 35146.17
Index Options 88832.54 87010.61 76767.14
Stock Futures 24575.05 24099.84 85741.19
Stock Options 8739.18 8865.47 10446.71
Total 126826.79 124823.73 208101.21
Put Call Ratio (OI) 1.74 1.64 0.11
Indian Debt Market
Put Call Ratio(Vol) 0.99 1.00 -0.01
27-Nov Wk. Ago Mth. Ago
Call Rate 6.37% 6.43% 6.48% 5.88%
T-Repo 6.40% 6.46% -- --
Repo 6.50% 6.50% 6.50% 6.00%
Reverse Repo 6.25% 6.25% 6.25% 5.75%
91 Day T-Bill 6.73% 6.77% 6.91% 6.12%
364 Day T-Bill 7.20% 7.26% 7.41% 6.23%
10 Year Gilt 7.73% 7.79% 7.88% 7.06%
G-Sec Vol. (Rs.Cr) 33537 29111 26216 40892
Currency Market Update
FBIL MIBOR 6.58% 6.50% 6.55% 6.00%
3 Month CP Rate 7.80% 8.35% 8.45% 6.80%
5 Year Corp Bond 8.55% 8.56% 8.84% 7.71%
1 Month CD Rate 6.80% 6.89% 7.19% 6.06%
3 Month CD Rate 7.35% 7.45% 7.34% 6.24%
1 Year CD Rate 8.51% 8.17% 8.34% 6.60%
Commodity Market Update
Currency 27-Nov Prev_Day
USD/INR 70.91 70.71 0.19
GBP/INR 90.84 90.65 0.19
EURO/INR 80.42 80.27 0.15
JPY/INR 0.62 0.62 0.00
Commodity 27-Nov Wk Ago Mth. Ago
NYMEX Crude($/bl) 51.26 53.34 67.53 58.04
Brent Crude($/bl) 59.17 60.64 78.29 63.62
Gold( $/oz) 1214 1221 1233 1294
Gold(Rs./10 gm) 30673 30913 31868 29469
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
• Nifty Nov 2018 Futures settled at 10684.85, a discount of 0.75 points,
below the spot closing of 10,685.60. The turnover on NSE’s Futures and
Options segment increased to Rs. 9,99,825.16 crore on Nov 27 compared
with Rs. 7,76,197.08 crore on Nov 26.
• The Put-Call ratio stood at 0.99 compared with previous close of 0.97.
• The Nifty Put-Call ratio stood at 1.74 compared with previous close of
• India VIX decreased 10.94% to 18.1700 compared with 20.4025 at
previous trading session.
• Open interest on Nifty Futures stood at 25.97 million as against
previous close at 26.61 million.
• Bond yield stood steady after the auction of state debt supply came as
per market expectation. Also, investors were reluctant to take any major
step ahead of Monetary Policy Committee’s rate decision scheduled on
• Yield on the 10-year benchmark paper (7.17% GS 2028) stood steady
at 7.73% after trading in the range of 7.71% to 7.75%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,846 crore (gross) on Nov 27 compared with a
borrowing of Rs. 4,541 crore (gross) on Nov 26. Sale of securities under
the Reserve Bank of India’s (RBI) reverse repo window stood at Rs.
17,768 crore on Nov 26.
• Banks borrowed Rs. 25 crore under the central bank’s Marginal
Standing Facility on Nov 26 compared with no borrowing on Nov 22.
• The Indian rupee rose against the U.S. dollar following greenback sales
by exporters. However, renewed concerns of a global trade war
following U.S. President’s recent comments on raising trade tariffs on
China restricted further gains. The rupee rose 0.15% to close at 70.76 a
dollar compared with the previous close of 70.87.
• The euro inched down against the greenback as the safe haven appeal
of the latter improved on concerns of a global trade war after the U.S.
President indicated that he would push ahead with tariffs on Chinese
• Gold prices inched up ahead of the Fed Chair’s speech and G20
summit where the U.S.-China are expected to progress on trade talks.
• Brent crude prices gained ahead of the G20 meeting and upcoming
meeting of OPEC. However, upside was limited amid concerns of an
• As per European Central Bank’s President Mario Draghi, gradual
slowdown is eurozone’s economy is normal and temporary to some
extent. The President also mentioned that eurozone’s inflation is
expected to rise in the coming months, thus massive asset purchase
program could be ended in Dec 2018.
• According to the Bank of Japan, producer prices of the country rose
more than expected by 1.3% YoY in Oct 2018 as against downwardly
revised 1.1% gain in Sep 2018. On a monthly basis, producer prices rose
0.4% following the flat reading in the previous month.