06 December 2010

Derivative Report - Angel Broking, India Research Dec 06, 2010

Bookmark and Share
Visit http://indiaer.blogspot.com/ for complete details �� ��


Comments
 The Nifty futures’ open interest decreased by 0.27%
while Minifty futures’ open interest decreased by
1.71% as market closed at 5992.80 levels.
 The Nifty Dec future closed at a premium of 23.95
points, against a premium of 17.35 points in the last
trading session. On the other hand, Jan future closed
at a premium of 45.30 points.
 The PCR-OI increased from 1.24 to 1.26 points.
 The Implied volatility of At-the-money options
decreased from 16.00% to15.50%.
 The total OI of the market is `1,41,311cr and the
stock futures OI is `39,394cr.
 Few liquid counters where cost of carry is positive are
GLAXO, STERLINBIO, SRTRANSFIN, ESCORTS, and
FSL.




View
 FIIs have formed some long positions in the Index
futures and the Stock futures. They were net buyers
of `604cr in the cash market segment.
 In the last trading session, the 5900 and 6000 put
options added significant open interest, and no
considerable changes were observed in call
options.
 After significant correction from higher levels,
BALRAMCHIN is showing long formations in it. We
may see a positive move in the stock up to `88.
Thus, traders can use buy on dips around `78-`79
with a stop loss of `74.
 Barring last trading session, BANKINDIA had given
a positive move on the back of short covering. We
expect correction in the stock up to `465. Thus,
traders can trade with negative bias around
`485-`487 with a stop loss of `496.

No comments:

Post a Comment