FII Derivative Trade Statistics 10-Dec
(Rs Cr) Buy
Index Futures 3290.11 2673.38 27184.46
Index Options 52056.42 52284.27 55893.19
Stock Futures 13346.10 12491.22 83929.80
Stock Options 7136.06 7129.22 6400.13
Total 75828.69 74578.09 173407.58
Put Call Ratio (OI) 1.30 1.47 -0.17
Indian Debt Market
Put Call Ratio(Vol) 0.90 0.87 0.02
10-Dec Wk. Ago Mth. Ago
Call Rate 6.42% 6.33% 6.47% 5.90%
T-Repo 6.46% 6.25% 6.50% --
Repo 6.50% 6.50% 6.50% 6.00%
Reverse Repo 6.25% 6.25% 6.25% 5.75%
91 Day T-Bill 6.67% 6.70% 6.92% 6.11%
364 Day T-Bill 7.06% 7.19% 7.39% 6.22%
10 Year Gilt 7.59% 7.63% 7.76% 7.09%
G-Sec Vol. (Rs.Cr) 34033 40281 27684 37214
Currency Market Update
FBIL MIBOR* 6.48% 6.50% 6.55% 5.94%
3 Month CP Rate 7.40% 7.75% 8.55% 6.81%
5 Year Corp Bond 8.46% 8.53% 8.58% 7.75%
1 Month CD Rate 7.01% 6.69% 6.90% 6.19%
3 Month CD Rate 7.12% 7.27% 7.64% 6.23%
1 Year CD Rate 8.24% 8.48% 8.30% 6.68%
Commodity Market Update
Currency 10-Dec Prev_Day
USD/INR 71.33 70.57 0.76
GBP/INR 90.91 90.12 0.79
EURO/INR 81.57 80.22 1.35
JPY/INR 0.63 0.63 0.01
Commodity 10-Dec Wk Ago Mth. Ago
NYMEX Crude($/bl) 51.02 52.93 60.14 57.10
Brent Crude($/bl) 60.31 60.01 68.10 64.32
Gold( $/oz) 1245 1231 1209 1248
Gold(Rs./10 gm) 31423 30664 31773 28492
Source: Thomson Reuters Eikon; *As 0n 07-Dec-2018
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 yield increased with the fall in the domestic currency and
uncertainty over the outcome of the state elections. Market participants
remain jittery and preferred to stay on the sidelines.
• Yield on the 10-year benchmark paper (7.17% GS 2028) increased 13
bps to 7.59% compared with 7.46% in the previous session after trading
in the range of 7.48% to 7.60%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 11,596 crore (gross) on Dec 10 compared with
a borrowing of Rs. 10,126 crore (gross) on Dec 7. Sale of securities under
Reserve Bank of India’s reverse repo window stood at Rs. 22,846 crore
on Dec 7.
• Banks borrowed Rs. 2,450 crore under the central bank’s Marginal
Standing Facility on Dec 7 compared with borrowing of Rs. 105 crore on
• According to a preliminary report by the University of Michigan, U.S.
consumer sentiment index was at 97.5 in Dec 2018, unchanged from the
final reading of Nov 2018. The unchanged reading on consumer
sentiment came as improvement in consumers' assessment of current
economic conditions was offset by decline in expectations.
• Eurozone's economic gross domestic product (GDP) rose 0.2% in third
quarter of 2018 from 0.4% growth in the second quarter. On a yearly
basis, GDP was revised down to 1.6% from 1.7%. In the second quarter,
growth was 2.2%.
• Nifty Dec 2018 Futures were at 10,514.7 points, a premium of 26.25
points, above the spot closing of 10,488.45. The turnover on NSE’s
Futures and Options segment rose to Rs. 4,79,808.70 crore on Dec 10
compared with Rs. 4,29,275.52 crore on Dec 7.
• The Put-Call ratio stood at 0.86 compared with the previous session’s
close of 0.78.
• The Nifty Put-Call ratio stood at 1.30 compared with the previous
session’s close of 1.47.
• Open interest on Nifty Futures stood at 22.50 million as against the
previous session’s close at 22.78 million.
• The Indian rupee depreciated as investors stay jittery over the
uncertainty on the outcome of the state elections. However, dollar sales
by state-run and private banks restricted further decline.
• The euro edged up against the greenback as the latter struggled to hold
ground amid tepid U.S. jobs data. Additionally, rising speculations that
the U.S. Federal Reserve may pause the multiple interest rate hike
proposal for 2019 continued to adversely impact dollar, thereby
• Gold prices remained steady as the greenback struggled to stay firm
amid the weakening U.S. Treasury yield and the sell-off in the equity
• Brent crude prices plunged more than 3% on weak demand outlook
after China reported weak trade numbers for Nov 2018.