FII Derivative Trade Statistics 27-Apr
(Rs Cr) Buy
Index Futures 6156.10 5394.39 11340.90
Index Options 102423.72 100526.55 50531.05
Stock Futures 33924.95 32384.17 76443.42
Stock Options 3964.75 3593.90 356.25
Total 146469.52 141899.01 138671.62
Put Call Ratio (OI) 1.52 1.70 -0.18
Indian Debt Market
Put Call Ratio(Vol) 1.12 1.08 0.04
27-Apr Wk. Ago Mth. Ago
Call Rate 6.02% 5.97% 6.00% 5.98%
CBLO 5.53% 6.01% 5.91% 6.10%
Repo 6.00% 6.00% 6.00% 6.25%
Reverse Repo 5.75% 5.75% 5.75% 6.00%
91 Day T-Bill 6.19% 6.13% 6.11% 6.18%
364 Day T-Bill 6.45% 6.00% 6.47% 6.42%
10 Year Gilt 7.77% 7.72% 7.33% 6.94%
G-Sec Vol. (Rs.Cr) 23708 43122 61226 30634
Currency Market Update
FBIL MIBOR 6.00% 6.01% 6.05% 6.20%
3 Month CP Rate 7.40% 7.05% 7.39% 6.75%
5 Year Corp Bond 8.44% 8.42% 7.77% 7.48%
1 Month CD Rate 6.69% 6.56% 7.79% 6.17%
3 Month CD Rate 7.07% 6.79% 6.89% 6.35%
1 Year CD Rate 7.71% 7.43% 7.45% 6.69%
Commodity Market Update
Currency 27-Apr Prev_Day
USD/INR 66.78 66.83 -0.05
GBP/INR 92.89 93.17 -0.28
EURO/INR 80.74 81.38 -0.64
JPY/INR 0.61 0.61 0.00
Commodity 27-Apr Wk Ago Mth. Ago
NYMEX Crude($/bl) 68.06 68.21 65.20 48.91
Brent Crude($/bl) 76.07 75.36 68.22 49.20
Gold( $/oz) 1322 1335 1344 1264
Gold(Rs./10 gm) 31190 31298 30718 28804
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
• Bond yields rose marginally as investors preferred to remain on the
sidelines ahead of a long weekend. U.S. Federal Reserve policy meet is
scheduled to be held next week.
• Yield on the 10-year benchmark paper (7.17% GS 2028) rose 1 bps to
close at 7.77% from the previous close of 7.76%. During the session,
bond yields traded in the range of 7.74% and 7.77%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 18,926 crore (gross) on Apr 27 compared with
Rs. 12,290 crore on Apr 26. Sale of securities under Reserve Bank of
India’s (RBI) reverse repo window stood at Rs. 14,965 crore on Apr 26.
• Banks did not borrow under the central bank’s Marginal Standing
Facility on Apr 26 compared with borrowing of Rs. 130 crore on Apr 25.
• According to a report released by the Commerce Department, U.S.’
real gross domestic product (GDP) rose 2.3% in the first quarter of 2018,
which surpassed market expectations but was slower than 2.9% rise in
the fourth quarter of 2017.
• The Bank of Japan kept its monetary stimulus unchanged. Also, it
decided to hold its target of raising the amount of outstanding Japanese
Government Bonds (JGB) holdings at an annual pace of about JPY 80
trillion. The bank stated that it will purchase government bonds so that
the yield of 10-year JGBs will remain at approximately 0%.
• Nifty May 2018 Futures were at 10,723.80 points, a premium of 31.50
points, above the spot closing of 10,692.30. The turnover on NSE’s
Futures and Options segment went down to Rs. 4,96,948.05 crore on Apr
27 from Rs. 14,14,094.93 crore on Apr 26.
• The Put-Call ratio stood at 0.94 against previous session’s close of 0.86.
• The Nifty Put-Call ratio stood at 1.52 against the previous session’s
close of 1.70.
• India VIX moved down 1.57% to 11.8475 from 12.0375 in the previous
• Open interest on Nifty Futures stood at 24.12 million as against the
previous session’s close of 31.88 million.
• The Indian rupee strengthened following greenback sales by exporters.
Rise in U.S. Treasury yields and crude oil prices arrested the rupee’s
gains. The rupee grew 0.13% to close at 66.66 per dollar from the
previous close of 66.75 per dollar.
• The euro weakened against the greenback as the latter strengthened
due to surge in U.S. Treasury yields. Euro fell 0.20% and was trading at
$1.2077, down from the previous close of 1.2101.
• Gold prices inched up as investors remained cautious ahead of U.S.
economic growth data for the first quarter.
• Brent crude prices fell marginally on easing geopolitical concerns after
North Korean leader and South Korean President decided to end seven
decades of tussle.