ICRON Daily Dossier_22 Jun 2018.xlsx - Mutual Funds India

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Jun 22, 2018 - 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
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  

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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

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Factsheet and Scorecard Comprehensive performance statistics and fund details

Product Note Everything about a fund explained in a lucid and visually appealing manner

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Datafeed and Web tool Exhaustive data sets to power your system and array of calculators for your portal

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