FIIDerivativeTradeStatistics 30‐Sep
(RsCr) Buy Sell OpenInt.
IndexFutures 3142.50 3402.06 12341.97
IndexOptions 138212.69 137610.15 43959.82
StockFutures 11935.23 12990.72 91316.37
StockOptions 3897.90 3887.23 1535.04
Total 157188.32 157890.16 149153.20
30‐Sep Prev_Day Change
PutCallRatio(OI) 1.11 1.19 ‐0.08
IndianDebtMarket
PutCallRatio(Vol) 0.79 0.96 ‐0.17
30‐Sep Wk.Ago Mth.Ago YearAgo
CallRate 5.40% 5.36% 5.38% 6.51%
T‐Repo 5.33% 5.33% 5.25% NA
Repo 5.40% 5.40% 5.40% 6.50%
ReverseRepo 5.15% 5.15% 5.15% 6.25%
91DayT‐Bill 5.24% 5.37% 5.35% 6.95%
364DayT‐Bill 5.50% 5.55% 5.70% 7.64%
10YearGilt 6.70% 6.75% 6.56% 8.02%
G‐SecVol.(Rs.Cr) 28071 50815 29394 30033
CurrencyMarketUpdate
FBILMIBOR* 5.45% 5.45% 5.45% 6.55%
3MonthCPRate 5.85% 5.75% 5.90% 8.15%
5YearCorpBond 7.48% 7.55% 7.54% 9.02%
1MonthCDRate 5.49% 5.46% 5.26% 6.62%
3MonthCDRate 5.89% 5.48% 5.49% 7.43%
1YearCDRate 6.42% 6.39% 6.50% 8.40%
CommodityMarketUpdate
Currency 30‐Sep Prev_Day Change
USD/INR 70.69 70.84 ‐0.15
GBP/INR 86.93 87.33 ‐0.40
EURO/INR 77.33 77.32 0.01
InternationalNews
JPY/INR 0.66 0.66 0.00
Commodity 30‐Sep WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 54.04 58.64 55.02 73.11
BrentCrude($/bl) 61.88 65.55 61.13 83.21
Gold($/oz) 1472 1522 1520 1192
Gold(Rs./10gm) 37475 37743 38405 30296
Source:ThomsonReutersEikon
*Asonprevioustradingday
MutualFundInvestmentsaresubjecttomarketrisks,readallschemerelateddocumentscarefully.
01October2019
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
accountoflostprofitsarisingfromtheinformationcontainedinthismaterial.
ReadersarerequestedtoclickhereforICRONdisclaimer‐http://www.icraonline.com/legal/standard‐disclaimer.html
DerivativeStatistics‐NiftyOptions
Disclaimer:
DerivativesMarket
DebtWatch
CurrencyMarket
CommodityPrices
• Nifty Oct 2019 Futures stood at 11,534.60, a premium of 60.15 points
above the spot closing of 11,474.45. The turnover on NSE’s Futures and
Options segment stood at Rs. 9,93,216.12 crore on Sep 30, 2019,
compared with Rs. 6,54,635.74 crore on Sep 27, 2019.
• The Put‐Call ratio stood at 0.92 compared with the previous session’s
close of 0.91.
• The Nifty Put‐Call ratio stood at 1.11 compared with the previous
session’s close of 1.19.
• Open interest on Nifty Futures stood at 15.51 million, compared with
the previous session’s close of 15.33 million.
• Bond yields declined amid optimism of policy rate cut in the upcoming
monetary policy meeting. The Monetary Policy Committee is expected to
announce a rate cut in its meeting due on Oct 4, 2019.
• Yield on the 10‐year benchmark paper (7.26% GS 2029) decreased 4
bps to 6.70% compared with the previous close of 6.74% after trading in
a range of 6.68% to 6.72%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 7,978 crore (gross) on Sep 30, 2019 compared
with borrowings of Rs. 4,767 crore (gross) on Sep 27, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window stood
at Rs. 55,727 crore on Sep 27, 2019.
• Banks borrowed Rs. 48 crore under the central bank’s Marginal
Standing Facility on Sep 27, 2019 compared with borrowings of Rs. 560
crore on Sep 26, 2019.
• The Indian rupee fell against the greenback following losses in the
domestic equity market. Dollar purchases by a large corporate and state‐
run bank added to the losses. The rupee closed at 70.87 a dollar, down
0.44% compared with the previous close 70.56.
• The euro weakened against the greenback as concerns about euro
zone growth weighed on the common bloc currency. The euro closed at
1.0898, down 0.37% compared with previous close of 1.0938.
• Gold prices fell on the back of strength in the U.S. dollar as fears of an
escalation in the U.S.‐China trade eased to some extent.
• Brent crude prices fell amid concerns of a slowdown in global growth
after China’s official Purchasing Managers’ Index (PMI) continued to
remain below 50 in Sep 2019.
• Survey data from IHS Markit showed China's manufacturing sector
expanded at the fastest pace since early 2018 in Sep 2019 despite
ongoing trade disputes with the U.S. The Caixin factory Purchasing
Managers' Index rose to 51.4 in Sep from 50.4 in Aug 2019.
• Figures from the Federal Employment Agency showed Germany's
unemployment unexpectedly dropped in Sep 2019. In the wider euro
zone, the jobless rate fell to its lowest in more than a decade. The
seasonally adjusted number of unemployed decreased by 10,000
persons to 2.276 million.
• Flash data from the Federal Statistical Office showed Germany's
consumer price inflation slowed for a second straight month in Sep 2019
to its lowest level in 19 months. The consumer price index rose 1.2% YoY
following a 1.4% increase in Aug 2019.
MarketsforYou