FII Derivative Trade Statistics 09-Dec
(Rs Cr) Buy Sell Open Int.
Index Futures 3201.81 2961.33 13154.97
Index Options 222457.43 219751.75 47807.23
Stock Futures 11817.55 12172.13 94155.61
Stock Options 4693.01 4751.50 3253.62
Total 242169.80 239636.71 158371.43
09-Dec Prev_Day Change
Put Call Ratio (OI) 1.32 1.32 0.00
Put Call Ratio(Vol) 0.92 0.92 0.00
09-Dec Wk. Ago Mth. Ago Year Ago
Call Rate 5.01% 4.99% 5.02% 6.41%
T-Repo 4.90% 4.78% 5.00% 6.30%
Repo 5.15% 5.15% 5.15% 6.50%
Reverse Repo 4.90% 4.90% 4.90% 6.25%
91 Day T-Bill 5.01% 4.88% 5.06% 6.67%
364 Day T-Bill 5.15% 5.09% 5.30% 7.01%
10 Year Gilt 6.67% 6.49% 6.56% 7.46%
G-Sec Vol. (Rs.Cr) 23254 29517 32461 39650
FBIL MIBOR
[1]
5.20% 5.20% 5.14% 6.48%
3 Month CP Rate 5.45% 5.30% 5.60% 7.35%
5 Year Corp Bond 7.63% 7.45% 7.46% 8.37%
1 Month CD Rate 4.91% 4.91% 5.51% 6.68%
3 Month CD Rate 5.07% 5.01% 5.29% 7.23%
1 Year CD Rate 5.80% 5.77% 5.78% 8.17%
Currency 09-Dec Prev_Day Change
USD/INR 71.16 71.32 -0.15
GBP/INR 93.75 93.88 -0.13
EURO/INR 78.72 79.19 -0.47
JPY/INR 0.66 0.66 0.00
Commodity 09-Dec Wk Ago Mth. Ago Year Ago
NYMEX Crude($/bl
58.94 55.92 56.97 52.71
Brent Crude($/bl) 68.28 65.04 62.29 61.73
Gold( $/oz) 1462 1462 1458 1248
Gold(Rs./10 gm) 37650 37795 37919 31050
Source: Thomson Reuters Eikon
[1]
Data as on 06 Dec 2019
Mutual Fund Investments are subject to market risks, read all scheme related documents carefully.
10 December 2019
Derivative Statistics- Nifty Options
Disclaimer:
Derivatives Market
Debt Watch
Currency Market
Commodity Prices
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
Indian Debt Market
Currency Market Update
Commodity Market Update
International News
• Nifty Dec 2019 Futures stood at 11,966.70, a premium of 29.20 points
above the spot closing of 11,937.50. The turnover on NSE’s Futures and
Options segment fell to Rs. 9,91,452.25 crore on December 09, 2019,
compared with Rs. 10,03,596.87 crore on December 06, 2019.
• The Put-Call ratio stood at 0.92 compared with the previous session’s close
of 1.
• The Nifty Put-Call ratio stood at 1.32 compared with the previous session’s
close of 1.25.
• Open interest on Nifty Futures stood at 13.91 million, compared with the
previous session’s close of 13.99 million.
• Bond yields remained unchanged as gains from value buying were
neutralised by worries over a fiscal slippage and the government’s plan for
additional borrowing.
• Yield on the new 10-year benchmark paper (6.45% GS 2029) stood
unchanged at 6.67% compared with the previous close after trading in a
range of 6.66% to 6.70%.
• Banks borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,527 crore (gross) on Dec 9, 2019 compared with
borrowings of Rs. 3,739 crore (gross) on Dec 6, 2019. Sale of securities
under Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 42,550
crore on Dec 6, 2019.
• Banks borrowed Rs. 3,838 crore under the central bank’s Marginal Standing
Facility on Dec 6, 2019 compared with borrowings of Rs. 4,780 crore on Dec
5, 2019.
• TheIndianrupeeinspottraderoseagainsttheU.S.dollaronthebackof
corporate greenback inflows. However, upbeat U.S. nonfarm payroll
employment data for Nov 2019 capped the gains. The rupee closed at 71.04
a dollar, up 0.22% compared with the previous close 71.19.
• The euro was almost steady against the greenback amid lack of clarity as to
whether U.S. would impose increased U.S. tariffs on Chinese goods on Dec
15.
• Gold prices rose amid doubts over the possibility of a trade deal between
U.S. and China.
• Brent crude prices fell after China’s exports fell for the fourth consecutive
month in Nov 2019 which fuelled concerns of a slowdown in global growth.
• Survey data from the behavioral research institute Sentix showed
Eurozone's investor confidence improved 5.2 points to 0.7 in Dec 2019. The
latest reading was the highest since May 2019.
• German exports expanded unexpectedly, while imports remained flat in Oct
2019. Figures from Destatis showed Germany exports grew 1.2% MoM in
Oct. The monthly growth eased from 1.5% in Sep 2019.
• Survey data from the Cabinet Office showed Japanese current conditions
index of the Economy Watchers' Survey, which measures the current
situation, increased to 39.4 in Nov from 36.7 in Oct 2019.
Markets for You