Jun 28, 2018 - Nifty 50. -0.91. -0.93. 12.20. SSE Composite Index. -1.10. -3.52. -11.85. Nifty 100. -0.97. -1.17. 11.58.
Daily Dossier June 28, 2018
Domestic Equity (% Change)
Global Equity (% Change)
Index
1 Day
1 Week
1 Year
Index
1 Day
1 Week
1 Year
S&P BSE Sensex
-0.77
-0.93
13.76
Dow Jones
-0.68
-2.19
13.17
S&P BSE 100
-0.98
-1.15
11.40
Nikkei
-0.31
-1.26
10.12
S&P BSE 200
-1.02
-1.32
11.22
FTSE
1.11
-0.07
2.52
Nifty 50
-0.91
-0.93
12.20
SSE Composite Index
-1.10
-3.52
-11.85
Nifty 100
-0.97
-1.17
11.58
KOSPI
-0.38
-0.93
-2.09
Nifty 200
-1.04
-1.31
11.05
HangSeng
-1.82
-4.51
9.74
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
1 Day
1 Week
1 Year
ICRA Composite Gilt Index
-49.27
-1.41
0.62
Index Crude Oil (1 bbl)
3.64
8.41
71.71
ICRA Liquid Index ICRA Composite Bond Fund Index ICRA Composite AAA Corporate Bond Index
6.84
6.82
6.87
Gold (10 gm)
0.47
-0.17
6.26
-34.08
7.29
1.18
Silver (1 kg)
0.29
0.18
2.64
-24.43
17.31
0.08
Aluminium (1 kg)
3.00
1.85
25.93
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
27-Jun-18
20-Jun-18
27-Jun-17
INR / USD
68.52
68.08
64.46
WPI (May'18)
4.43
3.18
INR / EUR
79.87
78.83
72.19
CPI (May'18)
4.87
4.58
INR / GBP
90.60
89.60
82.08
IIP (Apr'18)
4.90
4.60
INR / 100 Yen
62.36
61.82
57.71
GDP (Q4 FY'18)
7.70
7.00
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Daily Dossier June 28, 2018
Equity Advance Decline Ratio
10,850
1.66
10,700
1.48
10,550
1.30 21-Jun-18
23-Jun-18 Nifty 50 Spot Index
25-Jun-18
Put/ Call
Nifty 50
Nifty 50 and Put Call Ratio Movement
NSE
BSE
Advance
271
464
Decline
1,570
2,218
51
113
Purchase
Sales
Net
477
1,026
-549
12,333
8,109
4,224
Unchanged
27-Jun-18 Put Call Ratio
Institutional Flow - Equity (₹ Cr.)
Institutional Flow - Debt (₹ Cr.)
Purchase
Sales
Net
FII Flows
4,923
5,337
-414
FII Flows
MF Flows**
2,394
1,777
616
MF Flows**
DII Flows
3,572
3,488
84
** Data as on Jun 21, 2018
• Indian equity indices closed in the red amid growing trade rows between U.S. and other major global economies on the global front and steep decline in Oil & Gas and Banking stocks on the domestic front. Stocks of oil marketing companies plunged after oil prices surged to one-month high due to the risk of supply disruptions. Banking stocks witnessed decline following concerns of stress in the banking sector after the Reserve Bank of India reportedly stated that gross non-performing assets (NPA) ratio of banks is likely to surge from 11.6% in Mar 2018 to 12.2% by Mar 2019. Meanwhile, investors remained cautious ahead of the expiry of derivatives contracts on Jun 28, 2018. • Key benchmark indices S&P BSE Sensex and Nifty 50 fell 0.77% and 0.91% to close at 35,217.11 and 10,671.40, respectively. S&P BSE Mid-Cap and S&P BSE Small Cap fell 1.50% and 2.00%.
Debt G-Sec Yield Vs. Debt Market Traded Volume
Liquidity Indicators (₹ Cr.) 27-Jun-18 60000
7.87
7.70 28-May-18
35000
07-Jun-18
10000 27-Jun-18
17-Jun-18
10 Yrs G-Sec
Traded Volume
G-Sec Yield
8.04
26-Jun-18
27-Jun-17
G-Sec
23,103
19,847
31,722
LAF
3,841
-28,385
-16,197
T-Bill
4,902
2,612
4,237
Call
14,611
13,881
12,296
CBLO
134,960
141,115
122,958
Closing Yield 7.87
Change in BPS 4
Traded Volume
Policy Rates (in %)
Top 5 traded G - Sec 27-Jun-18
20-Jun-18
27-Jun-17
Reverse Repo
6.00
6.00
5.75
07.17 GS 2028
Volume (Rs. Cr.) 12312
Repo
6.25
6.25
6.00
06.84 GS 2022
2812
7.89
4
CRR
4.00
4.00
4.00
06.68 GS 2031
2625
8.04
3
SLR
19.50
19.50
19.50
07.59 GS 2026
730
8.11
3
Bank Rate
6.50
6.50
6.25
06.05 GS 2019 FEB
495
6.88
3
Security
• Bond yields rose for the fourth consecutive day following rally in the global crude oil prices and weakening domestic currency that raised worries about faster pace of consumer inflation growth rate going forward.
• Yield on the 10-year benchmark paper (7.17% GS 2028) rose 4 bps to close at 7.87% as against its previous close of 7.83%. During the session, bond yields traded in the range of 7.85% and 7.88%.
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Daily Dossier June 28, 2018
Commodity and Currency Movement of USD/INR with Domestic Gold prices Prev Day
% Change
Gold ($/oz)
1,251.62
1,258.64
-0.56
Silver ($/oz)
16.05
16.25
-1.26
NYMEX Crude($/bbl)
76.16
73.98
2.95
75.58
73.32
3.08
1,309.00
1,323.00
-1.06
Brent Crude($/bbl) Baltic Dry Index
Rupee Vs. Gold 31,800
69
29,500
66
27,200 29-Jun-17
28-Oct-17 Gold (Rs.)
63 27-Jun-18
26-Feb-18 USD/INR
Rupee per USD
Current
Gold (in Rs.)
Global Commodity Category
• Gold prices fell as dollar strengthened against the euro and on expectations over a faster rate hike by the U.S. Federal Reserve (Fed). Meanwhile, U.S. President has proposed to review the foreign investments under the Committee on Foreign Investment in the U.S. • The rupee fell against the greenback following losses in the domestic equity market. Persistent concerns over a trade war between U.S. and China weighed on market sentiment. However, greenback sales by several state-run banks and private banks restricted further losses.
Mutual Fund Equity
Debt
Category
1 Year
3 Years
5 Years
Category
1 Month
6 Months
1 Year
Large Cap
8.38
8.04
15.35
Liquid
7.23
6.80
6.64
Small/Mid Cap
6.15
12.29
25.74
Ultrashort Term
8.43
6.22
6.15
Diversified
7.92
9.12
17.34
Short Term
7.33
4.08
4.20
Balanced
6.72
8.70
15.62
Long Term
5.52
2.50
2.67
Gold Funds
4.61
3.45
1.99
Long Term Gilt
2.04
-0.43
-1.29
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. 2,393.61 crore as against sale of Rs. 1,777.28 crore as on June 21, 2018. This led to a net purchase of Rs. 616.33 crore compared with a net purchase of Rs. 1,240.51 crore on June 20, 2018. • In the debt space, mutual funds bought to the tune of Rs. 12,333.06 crore as against sale of Rs. 8,109.12 crore as on June 21, 2018. This meant a net purchase of Rs. 4,223.94 crore compared with a net purchase of Rs. 1,532.37 crore on June 20, 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
Page | 3 of 4
Daily Dossier June 28, 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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