FII Derivative Trade Statistics 24-Sep
(Rs Cr) Buy
Index Futures 8400.45 6707.39 24448.75
Index Options 236613.20 234353.38 77563.96
Stock Futures 39258.44 38453.69 100745.76
Stock Options 8861.16 8837.23 5337.10
Total 293133.25 288351.69 208095.57
Put Call Ratio (OI) 1.44 1.51 -0.07
Indian Debt Market
Put Call Ratio(Vol) 1.09 1.02 0.07
24-Sep Wk. Ago Mth. Ago
Call Rate 5.32% 5.37% 5.34% 6.58%
T-Repo 5.30% 5.37% 5.19% NA
Repo 5.40% 5.40% 5.40% 6.50%
Reverse Repo 5.15% 5.15% 5.15% 6.25%
91 Day T-Bill 5.40% 5.25% 5.40% 7.09%
364 Day T-Bill 5.53% 5.60% 5.65% 7.60%
10 Year Gilt 6.78% 6.73% 6.57% 8.12%
G-Sec Vol. (Rs.Cr) 35197 31017 27556 26066
Currency Market Update
FBIL MIBOR* 5.45% 5.45% 5.40% 6.65%
3 Month CP Rate 5.90% 5.70% 5.90% 8.20%
5 Year Corp Bond 7.58% 7.63% 7.70% 8.98%
1 Month CD Rate 5.54% 5.39% 5.49% 7.40%
3 Month CD Rate 5.71% 5.39% 5.50% 7.44%
1 Year CD Rate 6.50% 6.30% 6.64% 8.33%
Commodity Market Update
Currency 24-Sep Prev_Day
USD/INR 70.85 70.92 -0.07
GBP/INR 88.12 88.48 -0.36
EURO/INR 77.86 78.18 -0.32
JPY/INR 0.66 0.66 0.00
Commodity 24-Sep Wk Ago Mth. Ago
NYMEX Crude($/bl) 57.17 59.21 54.05 72.85
Brent Crude($/bl) 65.02 66.48 58.93 81.33
Gold( $/oz) 1532 1502 1526 1198
Gold(Rs./10 gm) 37771 37855 37599 30664
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
• Nifty Sep 2019 Futures stood at 11,613.85, a premium of 25.65 points
above the spot closing of 11,588.20. The turnover on NSE’s Futures and
Options segment rose to Rs.13,69,102.56 crore on Sep 24, 2019,
compared with Rs. 14,31,999.26 crore on Sep 23, 2019.
• The Put-Call ratio stood at 0.94 compared with the previous session’s
close of 0.84.
• The Nifty Put-Call ratio stood at 1.44 compared with the previous
session’s close of 1.51.
• Open interest on Nifty Futures stood at 22.12 million, compared with
the previous session’s close of 22.68 million.
• Bond yields increased as uncertainty over the government’s borrowing
plans for the second half of the financial year weighed on market
sentiments. Investors are waiting for the details of the borrowing plan,
which is expected to be detailed on Sep 30, for further cues.
• Yield on the 10-year benchmark paper (7.26% GS 2029) increased 3 bps
to 6.78% compared with the previous close of 6.75% after trading in a
range of 6.73% to 6.79%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 4,232 crore (gross) on Sep 24, 2019 compared
with borrowings of Rs. 4,312 crore (gross) on Sep 23, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window stood
at Rs. 26,407 crore on Sep 23, 2019.
• The Indian rupee fell against the greenback following month-end dollar
demand from state-run banks. The rupee closed at 71.01 a dollar, down
0.11% compared with the previous close 70.93.
• The euro rose against the greenback after data showed that U.S.
consumer confidence fell in Sep 2019 fuelling concerns over the strength
of the U.S. economy. The euro closed at 1.1018, up 0.25% compared
with previous close of 1.0991.
• Gold prices rose as its safe haven appeal improved after U.S. consumer
confidence fell in Sep 2019.
• Brent crude prices fell following renewed U.S.-China trade concerns
after U.S. President criticised China’s trade practices in a speech at the
U.N. General Assembly.
• A Conference Board report showed U.S. consumer confidence
deteriorated by much more than anticipated in Sep 2019. The
Conference Board said its consumer confidence index tumbled to 125.1
in Sep from 134.2 in Aug 2019.
• Survey results from the Munich-based ifo institute showed German
business confidence improved slightly in Sep 2019 as the better
assessment of the current situation offset the worst decline in
expectations over a decade. The ifo business climate index rose more
than expected to 94.6 from 94.3 in Aug 2019.