FII Derivative Trade Statistics 24-Dec
(Rs Cr) Buy
Index Futures 4383.71 4699.42 31136.55
Index Options 104304.75 102676.58 66510.50
Stock Futures 27508.32 28712.67 86455.60
Stock Options 9479.93 9601.02 9261.88
Total 145676.71 145689.69 193364.53
Put Call Ratio (OI) 1.26 1.28 -0.02
Indian Debt Market
Put Call Ratio(Vol) 0.87 0.88 -0.01
24-Dec Wk. Ago Mth. Ago
Call Rate 6.50% 6.51% 6.48% 5.97%
T-Repo 6.52% 6.41% 6.48% --
Repo 6.50% 6.50% 6.50% 6.00%
Reverse Repo 6.25% 6.25% 6.25% 5.75%
91 Day T-Bill 6.60% 6.60% 6.68% 6.18%
364 Day T-Bill 6.95% 7.05% 7.20% 6.37%
10 Year Gilt 7.29% 7.46% 7.71% 7.27%
G-Sec Vol. (Rs.Cr) 21720 25648 47027 38674
Currency Market Update
FBIL MIBOR 6.60% 6.55% 6.60% 6.03%
3 Month CP Rate 7.20% 7.15% 8.00% 7.03%
5 Year Corp Bond 8.23% 8.32% 8.51% 7.94%
1 Month CD Rate 7.13% 6.99% 6.85% 6.35%
3 Month CD Rate 7.10% 7.09% 7.31% 6.45%
1 Year CD Rate 8.17% 8.28% 8.12% 6.90%
Commodity Market Update
Currency 24-Dec Prev_Day
USD/INR 70.18 70.04 0.14
GBP/INR 88.87 88.70 0.17
EURO/INR 79.88 80.21 -0.33
JPY/INR 0.63 0.63 0.00
Commodity 24-Dec Wk Ago Mth. Ago
NYMEX Crude($/bl)* 45.33 49.75 54.38 58.24
Brent Crude($/bl)* 51.87 57.53 56.83 64.95
Gold( $/oz) 1268 1246 1222 1275
Gold(Rs./10 gm) 31190 31287 30834 28686
Source: Thomson Reuters Eikon
*As on Dec 21, 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
• Nifty Dec 2018 Futures were at 10,681.90 points, a premium of 18.40
points, above the spot closing of 10,663.50. The turnover on NSE’s
Futures and Options segment declined to Rs. 9,38,436.13 crore on Dec
24 compared with Rs. 9,58,378.42 crore on Dec 21.
• The Put-Call ratio stood at 0.92 against the previous close of 0.93.
• The Nifty Put-Call ratio stood at 1.26 compared with the previous
session’s close of 1.28.
• India VIX declined 3.61% to 15.4150 compared with 15.9925 at the
previous trading session.
• Open interest on Nifty Futures stood at 25.84 million as against the
previous close at 25.34 million.
• Bond yields rose as trading volume remained thin ahead of the
holiday. Investors preferred to invest in high yielding state bonds, which
led to the thin trading in government bond. However, the overall market
sentiment remains upbeat with the central bank raising the quantum of
security purchases under open market operation.
• Yield on the 10-year benchmark paper (7.17% GS 2028) rose 1 bps to
close at 7.29% as compared with 7.28% in the previous session after
trading in the range of 7.27% to 7.31%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 20,903 crore (gross) on Dec 24 compared with
a borrowing of Rs. 13,658 crore (gross) on Dec 21. Sale of securities
under Reserve Bank of India’s (RBI) reverse repo window stood at Rs.
25,515 crore on Dec 21.
• The Indian rupee was nearly steady as importers’ month-end dollar
demand and feeble domestic equity market nullified the early gains from
• The euro declined against the greenback on feeble eurozone consumer
confidence numbers for Dec 2018 that dropped steeper than
expectation. In addition, the ongoing concerns over Brexit with the
dispute set to resume in Jan 2019 also had a bearing on the single
• Gold prices rose following the weakness in the U.S. equity market on
concerns of a slowing global economy.
• Brent crude prices tumbled on oversupply concerns, fall in energy
demand, political brinkmanship in the U.S. and expectation of sluggish
global economic growth.
• University of Michigan data showed an improvement in U.S. consumer
sentiment for Dec 2018. Consumer sentiment index for Dec 2018 came
in at 98.3 from a preliminary reading of 97.5. Expectations were for the
index to stay unrevised.
• Office for National Statistics data showed British business investment
decreased for three consecutive quarters as businesses reduced
spending due to the Brexit chaos. This means it is the weakest period
since the 2008-09 global financial crisis. Business investment has gone
down 1.1% sequentially in the third quarter. Britain's five leading
business groups have urged lawmakers to prevent a disorderly "no-deal"