(RsCr) Buy Sell OpenInt.
IndexFutures 2033.14 2250.52 17083.22
IndexOptions 33480.89 32424.08 59535.79
StockFutures 9975.87 8966.72 77386.44
StockOptions 6521.23 6525.03 2468.63
Total 52011.13 50166.35 156474.08
30‐Jan Prev_Day Change
PutCallRatio(OI) 1.37 1.44 ‐0.07
PutCallRatio(Vol) 1.00 1.06 ‐0.06
30‐Jan Wk.Ago Mth.Ago YearAgo
CallRate 5.88% 5.89% 6.10% 6.00%
CBLO 5.85% 6.00% 6.05% 6.20%
Repo 6.00% 6.00% 6.00% 6.25%
ReverseRepo 5.75% 5.75% 5.75% 5.75%
91DayT‐Bill 6.40% 6.32% 6.14% 6.17%
364DayT‐Bill 6.53% 6.46% 6.26% 6.16%
10YearGilt 7.60% 7.41% 7.33% 6.40%
G‐SecVol.(Rs.Cr) 32937 51143 45921 46210
1MonthCPRate 6.93% 6.89% 6.86% 6.72%
3MonthCPRate 7.78% 7.58% 7.06% 7.05%
5YearCorpBond 7.82% 7.78% 7.68% 7.08%
1MonthCDRate 6.27% 6.25% 6.34% 6.23%
3MonthCDRate 7.22% 7.16% 6.33% 6.43%
1YearCDRate 7.47% 7.44% 6.98% 6.55%
Currency 30‐Jan Prev_Day Change
USD/INR 63.75 63.55 0.21
GBP/INR 89.39 89.82 ‐0.44
EURO/INR 78.75 78.87 ‐0.11
JPY/INR 0.59 0.58 0.00
Commodity 30 ‐Jan WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 64.59 64.40 60.41 52.58
BrentCrude($/bl) 67.46 70.05 67.07 54.81
Gold($/oz) 1338 1341 1302 1195
Gold(Rs./10gm) 30305 30058 29252 28820
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
• Bond yields fell marginally as investors preferred to remain on the
sidelines ahead of the Union Budget that is scheduled on Feb 1.
•Yieldonthe10‐y ear benchmark paper (7.17% GS 2028) fell 1 bps to
close at 7.43% as against previous session’s close of 7.44%. During the
session, bond yields traded in the range of 7.41% and 7.48%.
• Yield on the old 10‐year benchmark paper (6.79% GS 2027) fell 2 bps to
close at 7.60% as against previous session’s close of 7.62%. During the
session, bond yields traded in the range of 7.57% and 7.66%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 2,600 crore (gross) on Jan 30 compared with
Rs. 2,620 crore on Jan 29. Sale of securities under Reserve Bank of India’s
(RBI) reverse repo window stood at Rs. 14,885 crore on Jan 29.
• A report from the Commerce Department showed that U.S. personal
income grew 0.4% in Dec 2017 as against a gain of 0.3% in Nov 2017.
Disposable personal income increased 0.3% in Dec and remained
unchanged from Nov. Meanwhile, personal spending grew 0.4% in Dec
as against a gain of 0.8% in Nov.
• A report from the European Commission showed that euro zone’s
economic confidence index missed market expectations and fell to 114.7
in Jan 2018 as against revised score of 115.3 in D ec 2017. The soft
sentiment reflects lower confidence in services and retail trade.
Meanwhile, industrial confidence held steady at 8.8 due to managers'
more optimistic views on the current level of overall order books that
was offset by their worsening assessment of stocks of finished products.
• Nifty Feb 2018 Fu t ures were a t 11,072. 10 points, a premium of 22.45
points above the spot closing of 11,049.65. The turnover on NSE’s Futures
and Options segment went up from Rs. 3,19,544.84 crore on Jan 29 to Rs.
3,52,935.77 crore on Jan 30.
•ThePut‐Call ratio stood at 0.83 against p revious session’s close of 0.84.
• The Nifty Put‐Call ratio stood at 1.37 against previous session’s close of
• India VIX moved down 8.23% to 16.4150 from 17.8875 in the previous
• Open interest on Nifty Futures stood at 26.66 million as against the
previous session’s close of 26.49 million.
• The Indian rupee weakened slightly as investors preferred to remain on
the sidelines ahead of the Union Budget that is scheduled on Feb 1 and
the U.S. Federal Reserve’s monetary policy meeting later this week. The
rupee slightly fell 0.04% to close at 63.60 per dollar from the previous
close of 63.57 per dollar.
• The euro strengthened as euro zone’s economic growth for the fourth
quarter 2017 came in line with market expectations. E uro grew 0.35% and
was trading at $1.2424, up from the previous close of 1.2381.
• Gold prices traded higher because of growing safe haven appeal of the
bullion as investors remained on the sidelines ahead of the U.S. Federal
Reserve meeting, scheduled later during the week.
• Brent crude prices remained under pressure as investors remained on
the sidelines ahead of the weekly U.S. stockpile data.