FII Derivative Trade Statistics 06-Apr
(Rs Cr) Buy
Index Futures 3313.75 2118.98 15735.00
Index Options 97047.22 93365.32 58840.36
Stock Futures 9920.44 8541.77 76485.11
Stock Options 4948.18 5119.17 3614.52
Total 115229.59 109145.24 154674.99
Put Call Ratio (OI) 1.45 1.42 0.03
Indian Debt Market
Put Call Ratio(Vol) 1.19 1.08 0.11
06-Apr Wk. Ago Mth. Ago
Call Rate 5.89% 7.57% 5.87% 5.86%
CBLO 5.79% 6.24% 5.75% 5.68%
Repo 6.00% 6.00% 6.00% 6.25%
Reverse Repo 5.75% 5.75% 5.75% 6.00%
91 Day T-Bill 6.08% 6.09% 6.28% 5.60%
364 Day T-Bill 6.45% 6.40% 6.63% 6.13%
10 Year Gilt 7.17% 7.40% 7.77% 6.77%
G-Sec Vol. (Rs.Cr) 55428 37511 18140 39636
Currency Market Update
1 Month CP Rate NA NA 7.85% 6.46%
3 Month CP Rate 6.85% 7.40% 7.93% 6.70%
5 Year Corp Bond 7.89% 8.04% 8.15% 7.47%
1 Month CD Rate 6.11% 7.23% 7.23% 6.12%
3 Month CD Rate 6.66% 6.98% 7.24% 6.29%
1 Year CD Rate 7.12% 7.33% 7.56% 6.63%
Commodity Market Update
Currency 06-Apr Prev_Day
USD/INR 64.99 65.06 -0.07
GBP/INR 90.96 91.50 -0.54
EURO/INR 79.51 79.78 -0.26
JPY/INR 0.61 0.61 0.00
Commodity 06-Apr Wk Ago Mth. Ago
NYMEX Crude($/bl) 62.02 64.86 62.53 51.64
Brent Crude($/bl) 65.70 68.21 66.46 53.76
Gold( $/oz) 1333 1324 1334 1251
Gold(Rs./10 gm) 30396 30630 30438 28796
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 Apr 2018 Futures were at 10352.85 points, a premium of 21.25
points, over the spot closing of 10,331.60. The turnover on NSE’s
Futures and Options segment went down from Rs. 12,70,693.49 crore
on Apr 5 to Rs. 4,65,313.10 crore on Apr 6.
• The Put-Call ratio, stood at 0.91 against previous session’s close of
• The Nifty Put-Call ratio stood at 1.45 against the previous session’s
close of 1.42.
• Open interest on Nifty Futures stood at 23.58 million as against the
previous session’s close of 22.96 million.
• Bond yields rose after the Indian state governments planned to sell
debt worth Rs. 1.16 to Rs. 1.28 lakh crore in Apr-Jun 2018 as against Rs.
65,000 crore sold during the same quarter last fiscal.
• Yield on the 10-year benchmark paper (7.17% GS 2028) rose 4 bps to
close at 7.17% from the previous close of 7.13%. During the session,
bond yields traded in the range of 7.13% and 7.18%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 3,685 crore (gross) on Apr 6 compared with Rs.
3,750 crore on Apr 5. Sale of securities under Reserve Bank of India’s
(RBI) reverse repo window stood at Rs. 51,039 crore on Apr 5.
• Banks did not borrow under the central bank’s Marginal Standing
Facility on Apr 5 compared with Rs. 800 crore borrowed on Apr 4.
• The rupee rose initially against the greenback following gains in the
domestic equity market. The rupee closed unchanged at Rs. 64.97.
• Euro rose against the greenback after the U.S. nonfarm payroll
employment for Mar 2018 came below market expectations and grew at
the slowest rate in the last six months. Euro was last seen trading at
$1.2274, up 0.29% compared with the previous close of $1.2238.
• Gold prices moved up as investors remained worried of a potential
trade war between China and the U.S.
• Brent crude prices inched up as the threat of sanctions against both
Iran and Venezuela have increased.
• According to the Labor Department, U.S. non-farm payroll
employment rose much less than expected by 103,000 jobs in Mar 2018
after jumping by an upwardly revised 326,000 jobs in Feb 2018. The less
than expected job growth came in as rise in employment in the
manufacturing, healthcare, and mining sectors were partly offset by job
losses in the construction and retail sectors. The unemployment rate
stood at 4.1% in Mar, unchanged from the five previous months.
Meanwhile, annual rate of growth in average hourly employee earnings
rose 2.7% in Mar from 2.6% in Feb.
• According to a report by the Commerce Department, U.S. trade deficit
widened more than expected to $57.6 billion in Feb 2018 from a revised
$56.7 billion in Jan 2018.