(RsCr) Buy Sell OpenInt.
IndexFutures 10214.68 9134.59 12894.72
IndexOptions 511053.11 507732.54 37845.24
StockFutures 24835.45 24571.38 92252.38
StockOptions 3587.65 3550.56 742.60
Total 549690.89 544989.07 143734.94
27‐Sep Prev_Day Change
PutCallRatio(OI) 1.19 1.40 ‐0.20
PutCallRatio(Vol) 0.96 0.97 ‐0.01
27‐Sep Wk.Ago Mth.Ago YearAgo
CallRate 5.24% 5.37% 5.35% 6.46%
T‐Repo 5.18% 5.36% 5.21% NA
Repo 5.40% 5.40% 5.40% 6.50%
ReverseRepo 5.15% 5.15% 5.15% 6.25%
91DayT‐Bill 5.30% 5.30% 5.42% 7.05%
364DayT‐Bill 5.52% 5.55% 5.60% 7.64%
10YearGilt 6.74% 6.79% 6.53% 8.03%
G‐SecVol.(Rs.Cr) 44214 82191 68807 34665
FBILMIBOR 5.45% 5.45% 5.45% 6.60%
3MonthCPRate 5.95% 5.70% 5.90% 8.35%
5YearCorpBond 7.52% 7.68% 7.69% 8.90%
1MonthCDRate 5.55% 5.44% 5.33% 7.63%
3MonthCDRate 5.79% 5.43% 5.70% 7.75%
1YearCDRate 6.45% 6.35% 6.45% 8.40%
Currency 27‐Sep Prev_Day Change
USD/INR 70.84 70.90 ‐0.06
GBP/INR 87.33 87.68 ‐0.35
EURO/INR 77.32 77.66 ‐0.34
JPY/INR 0.66 0.66 0.00
Commodity 27‐Sep WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 55.90 57.87 54.94 72.13
BrentCrude($/bl) 63.37 66.12 58.53 82.03
Gold($/oz) 1497 1517 1542 1182
Gold(Rs./10gm) 37481 37390 38404 30575
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
• Nifty Oct 2019 Futures stood at 11,579.50, a premium of 67.10 points
above the spot closing of 11,512.40. The turnover on NSE’s Futures and
Options segment stood at Rs.6,54,635.74 crore on September 27, 2019,
compared with Rs.33,43,696.98 crore on September 26, 2019.
• The Put‐Call ratio stood at 0.91 compared with the previous session’s
close of 0.73.
• The Nifty Put‐Call ratio stood at 1.19 compared with the previous
session’s close of 1.4.
• Open interest on Nifty Futures stood at 15.33 million, compared with
the previous session’s close of 21.2 million.
• Bond yields rose as fears of fiscal slippage linger. Besides, market
participants remain anxious regarding the country’s borrowing plan for
the Oct‐Mar period, which is expected to be detailed on Sep 30.
• Yield on the 10‐year benchmark paper (7.26% GS 2029) increased 2 bps
to 6.74% compared with the previous close of 6.72% after trading in a
range of 6.71% to 6.77%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 4,767 crore (gross) on Sep 27, 2019 compared
with borrowings of Rs. 3,832 crore (gross) on Sep 26, 2019. Sale of
securities under Reserve Bank of India’s (RBI) reverse repo window stood
at Rs. 34,040 crore on Sep 26, 2019.
• Banks borrowed Rs. 560 crore under the central bank’s Marginal
Standing Facility on Sep 26, 2019 compared with borrowings of Rs. 1,805
crore on Sep 25, 2019.
• The Indian rupee rose against the greenback following selling of the
U.S. dollar by foreign banks. The rupee closed at 70.56 a dollar, up 0.45%
compared with the previous close 70.88.
• The euro rose against the greenback as market participants resorted to
bargain hunting. However, concerns of a weak growth outlook continued
to weigh on the common bloc currency. The euro closed at 1.0938, up
0.16% compared with previous close of 1.0921.
• Gold prices fell as a slew of U.S. economic data came better than
market expectations which strengthened the greenback.
Iran in exchange for negotiations.
• A report released by the University of Michigan showed consumer
sentiment in the U.S. rebounded by more than initially estimated in Sep
2019. The consumer sentiment index for Sep was upwardly revised to
93.2 from the preliminary reading of 92.0.
• A report released by the Commerce Department showed U.S. personal
income rose in line with economist estimates in Aug 2019, although
personal spending inched up by less than expected. The Commerce
Department said personal income climbed 0.4% in Aug 2019 after ticking
up 0.1% in Jul 2019. The increase in income matched estimates.
• A report released by the Commerce Department showed durable
goods orders in the U.S. rose 0.2% in Aug after jumping 2.0% in Jul 2019.