(RsCr) Buy Sell OpenInt.
IndexFutures 2646.41 2144.62 30753.00
IndexOptions 84542.80 84899.57 66612.94
StockFutures 15029.66 15100.77 87543.18
StockOptions 8239.97 8564.37 9064.29
Total 110458.84 110709.33 193973.41
20‐Dec Prev_Day Change
PutCallRatio(OI) 1.66 1.66 ‐0.01
PutCallRatio(Vol) 1.08 1.05 0.03
20‐Dec Wk.Ago Mth.Ago YearAgo
CallRate 6.44% 6.60% 6.43% 5.98%
T‐Repo 6.44% 6.60% 6.46% 6.03%
Repo 6.50% 6.50% 6.50% 6.00%
ReverseRepo 6.25% 6.25% 6.25% 5.75%
91DayT‐Bill 6.59% 6.66% 6.77% 6.19%
364DayT‐Bill 6. 96% 7.02% 7.26% 6.40%
10YearGilt 7.27% 7.41% 7.79% 7.22%
G‐SecVol.(Rs.Cr) 45131 73572 29111 22951
FBILMIBOR* 6.51% 6.60% 6.50% 6.15%
3MonthCPRate 7.20% 7.20% 8.00% 6.89%
5YearCorpBond 8.24% 8.32% 8.56% 7.89%
1MonthCDRate 6.90% 7.01% 6.89% 6.31%
3MonthCDRate 6.90% 7.17% 7.45% 6.39%
1YearCDRate 8.16% 8.21% 8.17% 6.85%
Currency 20‐Dec Prev_Day Change
USD/INR 70.28 70.11 0.17
GBP/INR 88.85 88.74 0.10
EURO/INR 80.05 79.82 0.24
JPY/INR 0.63 0.62 0.00
Commodity 20‐Dec WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 45.59 52.64 53.34 58.04
BrentCrude($/bl) 52.78 58.97 60.64 64.54
Gold($/oz) 1260 1242 1221 1266
Gold(Rs./10gm) 31040 31410 30913 28630
The information herein is meant only for general reading purposes and contains all factual and statistical inf ormation 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 a s guidelines, recommendations or as a professional guide for the readers. It may be n oted
that since Reliance Nippon Life Asset Management Company Limite d (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 v iews 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 Dec 2018 Futures were at 10,978.20 points, a premium of 26.50
points, above the spot closing of 10,951.70. The turnover on NSE’s
Futures and Options segment rose to Rs. 18,22,475.52 crore on Dec 20
compared wit h Rs. 8,34,692.34 crore on Dec 19.
•ThePut‐Call ratio stood at 0.83 against the previous day’s close of 0.95.
• The Nifty Put‐Call ratio stood unchanged at 1.66 compared with the
previous session’s close.
• Open interest on Nifty Futures stood at 24.28 million as against the
previous session’s close at 23.91 million.
• Bond yield rose as market participants resorted to profit booking. In
addition, the U.S. Federal Reserve’s indication of conducting two interest
rate hikes next year dampened the market sentiment.
• Yield on the 10‐year benchmark paper (7.17% GS 2028) rose 5 bps to
close at 7.27% as compared to 7.22% in the previous session after
trading in t he range of 7.22% to 7.28%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 18,434 crore (gross) on Dec 20 compared with
a borrowing of Rs. 4,358 crore (gross) on Dec 19. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 12,640
crore on Dec 19.
• Banks borrowed Rs. 135 crore under the central bank’s Marginal
Standing Facility on Dec 19 compared with borrowing of Rs. 65 crore on
• The Indian rupee rose, aided by corporate dollar inflow and decline in
greenback after the U.S. Federal Reserve indicated of slowing down the
interest rate hikes planned for 2019. The rupee rose 0.99% to close at
69.70 a dollar c ompared with the previous close of 70.40.
• The euro rose against the greenback on news that Italy and the
European Union reached a deal over the highly debatable 2019 Roman
budget after months of rigorous negotiations. The euro was last seen
trading at 1.1474 a dollar, up 0.87% compared with the previous close of
• Gold prices traded higher against the greenback after the U.S. Federal
Reserve indicated of slowing down the interest rate hikes planned for
2019 at the meeting.
• Brent crude dipped more than 3.5% following the Federal Reserve’s
dovish comment on interest rates.
• The U.S. Federal Reserve (Fed) said that its Federal Open Market
Committee has decided to raise the target range for the federal funds
rate by 25 bps to 2.25% ‐ 2.50%. The Fed also indicated of slowing down
the interest rate h ikes planned for 2019.
• According to the National Association of Realtors, U.S. existing home
sales rose 1.9% to an annual rate of 5.32 million in Nov 2018 after rising
1.4% to a rate o f 5.22 million in O ct 2018.
• The Bank of England held its key interest rate unchanged at 0.75% and
kept asset purchase targets unchanged, in line with markets
expectations. According to the bank, uncertainties due to Brexit as
intensified which is weighing on U.K. financial markets and on the near‐
term growth outlook.