Apr 4, 2018 - MF Flows**. 4,203. 1,967. 2,235. MF Flows**. 23,069. 13,948. 9,121. DII Flows. 3,330. 2,851. 479. ** Data
Daily Dossier April 04, 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
0.35
0.59
11.57
Dow Jones
1.65
0.74
16.38
S&P BSE 100
0.41
0.86
11.48
Nikkei
-0.45
-0.12
12.16
S&P BSE 200
0.52
1.01
12.10
FTSE
NA
0.43
-3.46
Nifty 50
0.33
0.60
10.90
SSE Composite Index
-0.84
-0.95
-2.67
Nifty 100
0.45
0.83
11.70
KOSPI
-0.07
-0.39
12.68
Nifty 200
0.51
0.97
12.11
NA
-1.98
24.40
HangSeng
Returns less than 1 year are absolute and greater than 1 year are compounded annualized
Returns less than 1 year are absolute and greater than 1 year are compounded annualized
Domestic Fixed Income (% Change)
Domestic Commodity (% Change)
Index
1 Day
1 Week
1 Year
Index
1 Day
1 Week
1 Year
ICRA Composite Gilt Index
95.19
14.96
4.79
Crude Oil (1 bbl)
-2.98
-3.69
24.90
ICRA Liquid Index ICRA Composite Bond Fund Index ICRA Composite AAA Corporate Bond Index
6.93
9.03
6.71
Gold (10 gm)
0.79
-0.11
6.98
66.47
13.66
5.72
Silver (1 kg)
0.39
-0.70
-8.69
46.66
12.28
6.07
Aluminium (1 kg)
0.58
-0.91
3.32
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
Index
3-Apr-18
27-Mar-18
3-Apr-17
INR / USD
65.02
64.80
64.91
WPI (Feb 2018)
2.48
2.84
INR / EUR
80.09
80.76
69.28
CPI (Feb 2018)
4.44
5.07
INR / GBP
91.46
92.26
81.43
IIP (Jan 2018)
7.50
7.10
INR / 100 Yen
61.31
61.36
58.23
GDP (Q3 FY18)
7.20
6.50
Quote of the day “Rule No. 1 : Never lose money. Rule No. 2 : Never forget Rule No. 1." - Warren Buffet
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Daily Dossier April 04, 2018
Equity Advance Decline Ratio
10,600
1.50
10,300
1.25
10,000
1.00 26-Mar-18
28-Mar-18 30-Mar-18 Nifty 50 Spot Index
Put/ Call
Nifty 50
Nifty 50 and Put Call Ratio Movement
1-Apr-18 3-Apr-18 Put Call Ratio
Institutional Flow - Equity (₹ Cr.)
NSE
BSE
Advance
1,351
1,848
Decline
446
798
Unchanged
68
141
Sales
Net
Institutional Flow - Debt (₹ Cr.)
Purchase
Sales
Net
Purchase
FII Flows
15,807
16,065
-258
FII Flows
4,214
2,133
2,082
MF Flows**
4,203
1,967
2,235
MF Flows**
23,069
13,948
9,121
DII Flows
3,330
2,851
479
** Data as on Mar 27, 2018
• After witnessing a volatile session, Indian equity markets closed on positive note amid gains in banking stocks after the Reserve Bank of India permitted banks to spread their bond trading losses over the four quarters. However, trade war tensions between the U.S. and China and expansion of India’s manufacturing sector in Mar 2018 at the weakest pace in 5-month period weighed on market sentiment. Investors also remained focused on Monetary Policy Committee’s first bi-monthly policy decision of FY19. • Key benchmark indices S&P BSE Sensex and Nifty 50 grew 0.35% and 0.33%, respectively, to close at 33,370.63 and 10,245.00. S&P BSE Mid-Cap and S&P BSE Small-Cap grew 0.92% and 1.35%, respectively.
Debt Daily Yields (in %)
Liquidity Indicators (₹ Cr.) 3-Apr-18
2-Apr-18
10 Yr GOI Bond
7.33
Closed
Change (bps) NA
3 M CD
6.80*
Closed
NA
3 M CP
7.44*
Closed
Call
5.93
CBLO
5.68
3-Apr-18
2-Apr-18
3-Apr-17
G-Sec
39,408
Closed
35,825
LAF
3,430
Closed
-83,367
NA
T-Bill
2,968
Closed
2,125
Closed
NA
Call
20,000
Closed
17,197
Closed
NA
CBLO
104,623
Closed
116,990
AAA
AA+
AA
*As on 28-Mar-18
Policy Rates (in %)
Spread Data (in bps)* 3-Apr-18
27-Mar-18
3-Apr-17
Reverse Repo
5.75
5.75
5.75
1 Year
77
71
90
Repo
6.00
6.00
6.00
3 Year
45
78
96
CRR
4.00
4.00
4.00
5 Year
31
47
70
SLR
19.50
19.50
19.50
10 Year
28
50
69
Bank Rate
6.25
6.25
6.25
15 Year
21
48
69
*As on 28-Mar-18
• Bond yields fell on the first trading day of 2018-19 after the Reserve Bank of India permitted banks to spread provisions made for mark to market losses on their bond portfolios. • Yield on the 10-year benchmark paper (7.17% GS 2028) fell 7 bps to close at 7.33% from the previous close of 7.40%. During the session, bond yields traded in the range of 7.31% and 7.37%.
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Daily Dossier April 04, 2018
Commodity and Currency Movement of USD/INR with Domestic Gold prices Prev Day
% Change
Gold ($/oz)
1,332.45
1,340.96
-0.63
Silver ($/oz)
16.37
16.61
-1.43
NYMEX Crude($/bbl)
63.40
63.04
0.57
Brent Crude($/bbl)
66.28
Closed
N.A.
1,016.00
Closed
N.A.
Baltic Dry Index
Rupee Vs. Gold 32,100
69
29,400
67
26,700
65
24,000 03-Apr-17
03-Aug-17 Gold (Rs.)
63 03-Apr-18
03-Dec-17 USD/INR
Rupee per USD
Current
Gold (in Rs.)
Global Commodity Category
• Gold prices moved down as safe-haven appeal of the metal lost its sheen due to recovery in global equities. Gold prices were last seen trading at $1,330.98 per ounce, compared with the previous close of $1,340.96 per ounce. • Brent crude prices moved down ahead of weekly stockpiles data from the U.S. on crude and refined products. Oil prices were last seen trading at $66.37 per barrel, compared with the previous close of $68.21 per barrel.
Mutual Fund Equity
Debt
Category
1 Year
3 Years
5 Years
Category
1 Month
6 Months
1 Year
Large Cap
10.10
7.06
15.22
Liquid
7.55
6.47
6.51
Small/Mid Cap
16.39
14.06
26.33
Ultrashort Term
10.59
6.10
6.69
Diversified
12.41
8.75
17.23
Short Term
14.67
4.31
6.09
Balanced
10.46
8.46
15.84
Long Term
19.51
2.96
5.53
Gold Funds
5.07
4.06
-0.15
Long Term Gilt
32.23
-1.48
3.23
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. 4202.86 crore as against sale of Rs. 1967.47 crore as on Mar 27, 2018. This led to a net purchase of Rs. 2235.39 crore compared with a net purchase of Rs. 2594.50 crore on Mar 26, 2018.
• In the debt space, mutual funds bought to the tune of Rs. 23068.53 crore as against sale of Rs. 13947.72 crore as on Mar 27, 2018. This meant a net purchase of Rs. 9120.81 crore compared with a net purchase of Rs. 3834.16 crore on Mar 26, 2018.
Event Calendar Events for April 2018 Event
Date
Event
Date
Index of Eight Core Industries (Feb 18)
2-Apr-18
Forex Reserves
6-Apr-18
Nikkei India Manufacturing PMI (Mar 18)
3-Apr-18
Consumer Price Index (Mar 18)
12-Apr-18
First Bi-monthly Monetary Policy Statement for 2018-19
5-Apr-18
Index of Industrial Production (Feb 18)
12-Apr-18
Nikkei India Services PMI (Mar 18)
5-Apr-18
Wholesale Price Index (Mar 18)
16-Apr-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 April 04, 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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