Daily Dossier

May 29, 2020

Domestic Equity (% Change) Global Equity (% Change)

Index 1 Day 1 Week 1 Year Index 1 Day 1 Week 1 Year
S&P BSE Sensex 1.88 4.10 -18.99 Nasdaq Composite -0.46 0.91 23.16
S&P BSE 100 1.88 3.90 -20.50 Nikkei 2.32 6.64 3.09
S&P BSE 200 1.80 3.73 -20.01 FTSE 1.21 3.38 -14.45
Nifty 50 1.88 4.22 -20.44 SSE Composite Index 0.33 -0.76 -2.19
Nifty 100 1.86 3.75 -19.82 KOSPI -0.13 1.51 -0.99
Nifty 200 1.85 3.66 -20.61 HangSeng -0.72 -4.73 -15.55
Returns less than 1 year are absolute and greater than 1 year are compounded Returns less than 1 year are absolute and greater than 1 year are compounded
annualized 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 0.81 29.28 15.26 Crude Oil (1 bbl) -4.46 -2.05 -39.18
ICRA Liquid Index 2.48 4.30 5.91 Gold (10 gm) 0.00 0.00 29.26
ICRA Composite Bond Fund
8.06 29.21 14.61 Silver (1 kg) 0.00 0.00 1.78
Index
ICRA Composite AAA
17.14 32.55 15.01 Aluminium (1 kg) 0.00 0.00 -3.34
Corporate Bond Index
Returns less than 1 year are simple annualised and greater than 1 year are Returns are absolute
compounded annualized

Currency Data (RBI Reference Rate) Key Economic Indicators (In %)

Index 28-May-20 21-May-20 28-May-19 Index Latest Previous
INR / USD 75.75 75.78 69.61 WPI (Mar'20) 1.00 2.26
INR / EUR 83.48 83.04 77.86 CPI (Mar'20) 5.91 6.58
INR / GBP 92.94 92.38 88.28 IIP (Mar'20) -16.70 4.60
INR / 100 Yen 70.25 70.34 63.59 GDP (Q3 FY'20) 4.70 5.10

[1]
Data as on 27 May 2020

Quote of the day

“Take your profits or someone else will take them for you.” – J.J. Evans

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 Daily Dossier
May 29, 2020

Equity

Nifty 50 and Put Call Ratio Movement Advance Decline Ratio

NSE BSE
9,589 1.61
Advance 1,264 1,533
9,369 1.45

Put/ Call
Nifty 50

Decline 537 816

9,149 1.29

8,929 1.13
Unchanged 125 152
22-May-20 24-May-20 26-May-20 28-May-20
Nifty 50 Spot Index Put Call Ratio

Institutional Flow - Equity (₹ Cr.) Institutional Flow - Debt (₹ Cr.)

Purchase Sales Net Purchase Sales Net
FII Flows 6,153 6,321 -168 FII Flows 837 3,291 -2,454
MF Flows** 5,265 3,013 2,252 MF Flows** 7,464 6,354 1,109
DII Flows 5,044 4,899 145
** Data as on May 26, 2020

• Indian equity markets closed in the green with investors shrugging off geopolitical concerns that include a border stand-off between India
and China and escalating U.S.- China trade tensions. Buying interest continued to remain supported by easing of lockdown measures and
gradual re-opening of economic activities, although covid-19 infections have been on a rise. Markets found additional support from India
Meteorological Department's (IMD) forecast that the southwest monsoon is expected to reach Kerala coast around Ju 1. Earlier IMD had
estimated monsoon to be delayed by a week.

Debt

G-Sec Yield Vs. Debt Market Traded Volume Liquidity Indicators (₹ Cr.)
28-May-20 27-May-20 28-May-19
7.00 91,502 G-Sec 22,526 26,346 62,378
LAF[1] -735,369 -733,886 -3,512
Traded Volume

6.33 71,447
G-Sec Yield

T-Bill 41,462 16,369 4,864

5.67 51,392 Call 15,059 11,952 22,050
T-Repo 186,606 210,815 144,680
5.00 31,337
28-Apr-20 08-May-20 18-May-20 28-May-20
10 Yrs G-Sec Traded Volume

Policy Rates (in %) Top 5 traded G - Sec(28 May 2020)

Volume Closing Change
28-May-20 21-May-20 28-May-19 Security
(Rs. Cr.) Yield in BPS
Reverse Repo 3.35 3.75 5.75 06.45 GS 2029 1,443 5.99 1
Repo 4.00 4.40 6.00 05.79 GS 2030 1,056 5.75 -1
CRR 3.00 3.00 4.00 07.57 GS 2033 1,825 6.28 -1
SLR 18.00 18.00 19.00 07.26 GS 2029 6,790 6.10 0
Bank Rate 4.25 4.65 6.25 07.27 GS 2026 1336 5.64 1

• Bond yields stood almost steady as investors awaited fresh triggers and clarity on open market operations by the Reserve Bank of India.
• Yield on the existing 10-year benchmark paper (6.45% GS 2029) rose 1 bps to close at 5.99% compared to the previous close of 5.98%
after trading in a range of 5.98% to 5.99%.

[1]
Data as on 27 May 2020

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 Daily Dossier
May 29, 2020

Commodity and Currency

Global Commodity Movement of USD/INR with Domestic Gold prices

Category Current Prev Day % Change Rupee Vs. Gold
Gold ($/oz) 1,718.50 1,708.87 0.56 44,515 78

Gold (in Rs.)

Rupee per USD

Silver ($/oz) 17.42 17.30 0.69 40,168 74

NYMEX Crude($/bbl) 33.62 32.75 2.66 35,821 70

Brent Crude($/bbl) 33.19 32.30 2.76 31,474 66

[1] 28-May-19 27-Sep-19 27-Jan-20 28-May-20
Baltic Dry Index 502.00 506.00 -0.79 Gold (Rs.) USD/INR

• Gold prices rose as its safe haven appeal improved on escalating tensions between U.S. and China after the latter imposed a national-
security law in Hong Kong which fueled concerns of a quick economic recovery.
• The Indian rupee in spot trade weakened against the greenback as increasing tensions between U.S. and China over Hong Kong
outweighed the gains resulting from the foreign fund inflow into the domestic equity market.

Mutual Fund

Equity Debt
Category 1 Year 3 Years 5 Years Category 1 Month 6 Months 1 Year
Large Cap Fund -17.45 -1.11 2.99 Liquid Fund 4.46 5.12 5.60
Mid Cap Fund -17.13 -3.85 2.60 Ultra Short Duration Fund 10.15 3.93 6.31
Multi Cap Fund -17.70 -1.90 2.98 Short Duration Fund 16.01 6.11 4.23
Aggressive Hybrid Fund -13.69 -1.06 3.00 Long Duration Fund 29.10 17.17 15.71
Small Cap Fund -24.96 -9.01 0.67 Gilt Fund 24.34 15.11 14.20
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. 5,265.46 crore as against sale of Rs. 3,013.33 crore as on May 26, 2020. This led to a net purchase of
Rs. 2,252.13 crore compared with a net sale of Rs. 849.00 crore on May 22, 2020.
• In the debt space, mutual funds bought to the tune of Rs. 7,463.65 crore as against sale of Rs. 6,354.23 crore as on May 26, 2020. This
meant a net purchase of Rs. 1,109.42 crore compared with a net purchase of Rs. 1,480.11 crore as on May 22, 2020.

Event Calendar

Events for May 2020

Event Date Event Date
GDP (Q4FY20) 29-May-20 Loans and Advances to Central Government 29-May-20
Forex Reserves 29-May-20 Loans and Advances to State Government 29-May-20
Infrastructure Output 29-May-20 Revenue deficit 29-May-20
Fiscal deficit (as a % of budget estimates) 29-May-20 Tax Revenue 29-May-20

Note: All the data of the newsletter are sourced from MFI Explorer, BSE, CCIL, MCX, NSDL, NSE, RBI, SEBI, Refinitiv
[1]
Data as on 27 May 2020
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Daily Dossier
May 29, 2020

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