(RsCr) Buy Sell OpenInt.
IndexFutures 2036.86 1881.01 19971.26
IndexOptions 45579.22 45507.63 52433.20
StockFutures 10769.56 10289.67 79121.40
StockOptions 5605.05 5687.91 4671.77
Total 63990.69 63366.22 156197.63
09‐Jul Prev_Day Change
PutCallRatio(OI) 1.53 1.51 0.01
PutCallRatio(Vol) 1.02 0.95 0.07
09‐Jul Wk.Ago Mth.Ago YearAgo
CallRate 6.18% 6.12% 6.02% 6.09%
CBLO 6.10% 6.10% 5.07% 4.95%
Repo 6.25% 6.25% 6.25% 6.25%
ReverseRepo 6.00% 6.00% 6.00% 6.00%
91DayT‐Bill 6.34% 6.42% 6.45% 6.27%
364DayT‐Bill 7.13% 7.11% 6.99% 6.32%
10YearGilt 7.89% 7.91% 7.95% 6.53%
G‐SecVol.(Rs.Cr) 12798 13776 36801 53756
FBILMIBOR 6.25% 6.25% 6.05% 6.17%
3MonthCPRate 7.15% 7.40% 7.80% 6.67%
5YearCorpBond 8.88% 8.81% 8.75% 7.55%
1MonthCDRate 6.33% 6.60% 7.12% 6.28%
3MonthCDRate 7.01% 6.82% 7.09% 6.35%
1YearCDRate 8.15% 8.11% 8.39% 6.66%
Currency 09‐Jul Prev_Day Change
USD/INR 68.66 68.88 ‐0.22
GBP/INR 91.47 91.14 0.32
EURO/INR 80.78 80.63 0.15
JPY/INR 0.62 0.62 0.00
Commodity 09‐Jul WkAgo Mth.Ago YearAgo
NYMEXCrude($/bl) 73.88 73.84 65.77 44.20
BrentCrude($/bl) 76.87 76.05 74. 20 46.71
Gold($/oz) 1257 1242 1298 1213
Gold(Rs./10gm) 30622 30348 31027 28009
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 opi nions, 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 p roduct 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, i ncluding on
• Nifty July 2018 Futures were at 10,859.85, a premium of 6.95 points,
above the spot closing of 10,852.90. The turnover on NSE’s Futures and
Options segment went down to Rs. 4,56,283.66 crore on Jul 9 from Rs.
4,56,642.98 crore on Jul 6.
•ThePut‐Call ratio stood at 0.99 against previous session’s close of 0.85.
•TheNiftyPut‐Call ratio remained unchanged at 1.53 against the
previous session’s close of 1.51.
• Open interest on Nifty Futures stood at 23.74 million as against the
previous session’s close at 22.42 million.
• Bond yields rose as investors deferred any purchases due to lack of
triggers in the market and ahead retail inflation data for Jun 2018 due
later this week.
• Yield on the 10‐year benchmark paper (7.17% GS 2028) rose 2 bps to
close at 7.89% as against its previous close of 7.87%. During the session,
bond yields traded in the range of 7.86% and 7.89%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 7,806 crore (gross) on J ul 7, compared w ith Rs.
4,492 crore (gross) borrowed on Jul 6. Sale of securities under the
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 20,266
crore on Jul 6.
• Banks borrowed Rs. 3,912 crore under the central bank’s Marginal
Standing Facility on Jul 6 compared with borrowing of Rs. 315 crore on
• The rupee rose against the U.S. dollar following a rise in U.S.
unemployment rate and slower‐than‐expected rise in U.S. wage growth
in Jun. The rupee rose 0.23% to close at 68. 72 compared to the previous
close of 68.87.
• The euro rose initially against the greenback following a slower‐than‐
neutralised following the resignation of the British foreign minister. Euro
was last seen trading at $1.1747, up 0.02% from the previous close of
• Gold prices traded higher amid trade war concerns and U.S.’s tariff
imposition plan on Chinese goods that became effective from Jul 6 gave
boost to the safe‐haven metal.
• Brent Crude prices traded higher following supply disruptions in Libya,
Venezuela and Iran.
• According to a report from Destatis, exports in Germany rose more
than expected by 1.8% MoM i n May 2018 as against 0.3% fall in Apr
2018. The ex ports rose despite t rade war disputes. However, imports
slowed to 0.7% in May after rising 2.6% in Apr.
• According to survey data from Sentix, eurozone’s investor confidence
index rose unexpectedly to 12.1 in Jul 2018 from 9.3 in Jun 2018.
• According to data from Bank of Japan, overall bank lending in Japan
rose 2.2% YoY in Jun 2018 to 524.847 t r illion yen as against 2.0% gain i n
• According to the Ministry of Finance, Japan’s current account surplus
stood at 1,938.3 billion yen in May 2018 as against 1,845.1 billion y en in