Jun 22, 2018 - S&P BSE 200. â0.37. â1.03. 10.53. FTSE. â0.93. â2.70. 1.46. Nifty 50. â0.29. â0.62. 11.50
Daily Dossier June 22, 2018
Domestic Equity (% Change) Index
Global Equity (% Change) 1 Day
1 Week
1 Year
Index
1 Day
1 Week
1 Year
S&P BSE Sensex
‐0.32
‐0.47
13.26
Dow Jones
‐0.80
‐2.83
14.25
S&P BSE 100
‐0.36
‐0.84
10.66
Nikkei
0.61
‐0.20
12.68
S&P BSE 200
‐0.37
‐1.03
10.53
FTSE
‐0.93
‐2.70
1.46
Nifty 50
‐0.29
‐0.62
11.50
SSE Composite Index
‐1.37
‐5.53
‐8.88
Nifty 100
‐0.33
‐0.90
10.85
KOSPI
‐1.10
‐3.53
‐0.84
Nifty 200
‐0.36
‐1.06
10.22
HangSeng
‐1.35
‐3.76
14.02
Returns less than 1 year are absolute and greater than 1 year are compounded annualized
Domestic Fixed Income (% Change)
Returns less than 1 year are absolute and greater than 1 year are compounded annualized
Domestic Commodity (% Change)
Index
1 Day
1 Week
1 Year
Index
1 Day
1 Week
1 Year
ICRA Composite Gilt Index
91.29
40.48
0.80
Crude Oil (1 bbl)
0.88
‐0.73
59.50
ICRA Liquid Index ICRA Composite Bond Fund Index ICRA Composite AAA Corporate Bond Index
7.22
7.83
6.86
Gold (10 gm)
‐0.50
‐1.97
6.55
93.65
40.33
1.30
Silver (1 kg)
‐0.23
‐3.94
3.41
117.49
45.77
0.12
Aluminium (1 kg)
‐0.37
‐4.15
22.61
Latest
Previous
Returns less than 1 year are simple annualised and greater than 1 year are compounded annualized
Returns are absolute
Currency Data (RBI Reference Rate)
Key Economic Indicators (In %)
Index
21‐Jun‐18
14‐Jun‐18
21‐Jun‐17
INR / USD
68.20
67.69
64.60
WPI (May'18)
Index
4.43
3.18
INR / EUR
78.79
79.93
71.94
CPI (May'18)
4.87
4.58
INR / GBP
89.58
90.68
81.53
IIP (Apr'18)
4.90
4.60
INR / 100 Yen
61.61
61.52
58.07
GDP (Q4 FY'18)
7.70
7.00
Quote of the day
“Should you find yourself in a chronically leaking boat, energy devoted to changing vessels is likely to be more productive than energy devoted to patching leaks
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Daily Dossier June 22, 2018
Equity Nifty 50 and Put Call Ratio Movement
Advance Decline Ratio 1.58
10,770
1.52
10,700
1.46 15‐Jun‐18
17‐Jun‐18 Nifty 50 Spot Index
19‐Jun‐18
Put/ Call
Nifty 50
NSE 10,840
21‐Jun‐18 Put Call Ratio
470
808
Decline
1,308
1,793
86
132
Institutional Flow ‐ Debt (₹ Cr.)
Purchase
Sales
Net
3,829
6,203
‐2,374
MF Flows**
2,366
1,876
490
DII Flows
3,399
2,735
664
FII Flows
Advance
Unchanged
Institutional Flow ‐ Equity (₹ Cr.)
BSE
Purchase
Sales
Net
FII Flows
1,233
2,553
‐1,319
MF Flows**
8,921
8,268
653
** Data as on Jun 19, 2018
• Indian equity markets remained under pressure during the session, with brief stance of recovery, due to lack of any positive triggers on the domestic front. The minutes of the Monetary Policy Committee’s (MPC) latest policy meeting held early this month gave no indication of policymakers’ stance on future rate hikes, citing uncertainties on oil and food prices. Weak global cues neutralised the risk appetite of investors as China continued to retaliate against U.S. protectionist move in form of tariff hikes on Chinese goods imports. • Key benchmark indices S&P BSE Sensex and Nifty 50 fell 0.32% and 0.29% to close at 35,432.39 and 10,741.10, respectively. S&P BSE Mid Cap and S&P BSE Small Cap fell 0.53% and 0.79%, respectively.
Debt G‐Sec Yield Vs. Debt Market Traded Volume
Liquidity Indicators (₹ Cr.) 21‐Jun‐18 60000
7.85 7.70 22‐May‐18
35000
01‐Jun‐18 10 Yrs G‐Sec
10000 11‐Jun‐18 21‐Jun‐18 Traded Volume
Traded Volume
G‐Sec Yield
8.00
Policy Rates (in %)
20‐Jun‐18
21‐Jun‐17 78,555
G‐Sec
43,995
27,777
LAF
24,136
15,104
‐2,534
T‐Bill
1,618
9,931
10,227
Call
20,232
18,718
14,032
CBLO
117,748
121,178
105,867
Volume (Rs. Cr.) 25441
Closing Yield 7.77
Change in BPS ‐5
Top 5 traded G ‐ Sec 21‐Jun‐18
14‐Jun‐18
21‐Jun‐17
Security
Reverse Repo
6.00
6.00
5.75
Repo
6.25
6.25
6.00
06.68 GS 2031
7070
7.96
‐4
CRR
4.00
4.00
4.00
06.84 GS 2022
5095
7.79
‐8
SLR
19.50
19.50
19.50
07.59 GS 2026
480
8.01
‐4
Bank Rate
6.50
6.50
6.25
08.20 GS 2022
200
7.78
‐8
07.17 GS 2028
• Bond yields fell for the fifth consecutive day following decline in global crude oil prices ahead of a meeting between the members of the Organization of the Petroleum Exporting Countries on Jun 22. • Yield on the 10‐year benchmark paper (7.17% GS 2028) dropped 5 bps to close at 7.77% from the previous close of 7.83%. During the session, bond yields traded in the range of 7.76% and 7.81%.
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Daily Dossier June 22, 2018
Commodity and Currency Movement of USD/INR with Domestic Gold prices Prev Day
% Change
Gold ($/oz)
1,266.81
1,267.70
‐0.07
Silver ($/oz)
16.31
16.26
0.26
NYMEX Crude($/bbl)
65.68
65.92
‐0.36
72.61
73.59
‐1.33
1,347.00
1,373.00
‐1.89
Brent Crude($/bbl) Baltic Dry Index
Rupee Vs. Gold 31,800
69
29,500
66
27,200 21‐Jun‐17
21‐Oct‐17 Gold (Rs.)
63 21‐Jun‐18
21‐Feb‐18 USD/INR
Rupee per USD
Current
Gold (in Rs.)
Global Commodity Category
• Gold prices fell on concerns over rise in interest rates in the U.S. after the Federal Reserve chairman hinted that the bank will continue to raise rates. • The rupee rose against the U.S. dollar following selling of the greenback by exporters and intervention by the Reserve Bank of India.
Mutual Fund Equity
Debt
Category
1 Year
3 Years
5 Years
Category
1 Month
6 Months
Large Cap
7.49
8.96
15.50
Liquid
7.17
6.77
1 Year 6.63
Small/Mid Cap
5.49
13.72
25.78
Ultrashort Term
8.77
6.17
6.14
Diversified
7.08
10.13
17.47
Short Term
8.33
4.00
4.19
Balanced
6.12
9.34
15.67
Long Term
7.39
2.58
2.68
Gold Funds
4.53
2.71
1.38
Long Term Gilt
7.50
0.04
‐1.16
Note: 1. Equity: Less than 1 year return are absolute and greater than 1 year returns are CAGR; 2. Debt: Less than 1 year return are simple annualised and greater than 1 year returns are CAGR; 3. Category as per MFI Explorer
• Mutual funds bought equity worth Rs. 2365.72 crore as against sale of Rs. 1876.09 crore as on June 19, 2018. This led to a net purchase of Rs. 489.63 crore compared with a net purchase of Rs. 384.12 crore on June 18, 2018. • In the debt space, mutual funds bought to the tune of Rs. 8920.52 crore as against sale of Rs. 8267.56 crore as on June 19, 2018. This meant a net purchase of Rs. 652.96 crore compared with a net purchase of Rs. 63.34 crore on June 18, 2018.
Event Calendar Events for June 2018 Event
Date
Event
Date
Nikkei India Manufacturing PMI (May 18)
1‐Jun‐18
Index of Industrial Production (Apr 18)
12‐Jun‐18
Nikkei India Services PMI (May 18)
5‐Jun‐18
Consumer Price Index (May 18)
12‐Jun‐18
MPC Second Bi‐monthly Monetary Policy Statement
6‐Jun‐18
Wholesale Price Index (May 18)
14‐Jun‐18
Forex Reserves
8‐Jun‐18
Index of Eight Core Industries (May 18)
2‐Jul‐18
Note: All the data of the newsletter are sourced from MFI Explorer, BSE, CCIL, MCX, NSDL, NSE, RBI, SEBI, Thomson Reuters Eikon
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Daily Dossier June 22, 2018
MFI Explorer Complete fund analytics on your desktop
MFI Portfolio Tracker Accurate portfolio valuation and return computation for mutual fund portfolios
Factsheet and Scorecard Comprehensive performance statistics and fund details
Product Note Everything about a fund explained in a lucid and visually appealing manner
Newsletter Periodic updates from global and domestic capital markets
Datafeed and Web tool Exhaustive data sets to power your system and array of calculators for your portal
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