Daring Derivatives / Info Kit [For January 08, 2014]

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Rajesh Desai

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Jan 7, 2014, 9:25:16 PM1/7/14
to LONGTERMINVESTORS, library-of-eq...@googlegroups.com, DAILY REPORTS, globalspeculators

 
Derivatives Research
[For January 08, 2014]
 Summary of Contents
 
 
DARING DERIVATIVES
 

Derivatives Summary

  • Nifty (January) futures premium has decreased marginally from 37.75 points to 33.60 points.
  • Total open interest in the market was Rs123,880 crore and Rs2,748 crore were added in open interest.
  • Nifty call added 19.47 lakh shares in open interest, whereas put option added 16.63 lakh shares in open interest.

Market commentary
Mirroring the global counterparts, back home the Indian markets witnessed a flattish to positive start.

Daily view

  • Around 0.21 lakh shares were added in open interest with a marginal decrease in the cost of carry, indicating short positions were built up in today's trade.
  • On the options front, implied volatility has decreased marginally by 100-150 basis points, indicating that selling may continue to emerge at higher levels.
Click here to read report: Daring Derivatives
 
DERIVATIVES INFO KIT

 

Open interest break-up
  BANKNIFTY CNXIT NIFTY STOCK TOTAL
Future 1894.62 46.47 11890.92 35416.57 49248.59
Call 1708.63 0.10 32463.60 6552.26 40724.58
Put 1289.06 0.05 28938.94 3679.18 33907.24
Total 4892.32 46.61 73293.46 45648.02 123880.41
Near Month 4775.91 45.09 49782.29 44289.60 98892.89
Far Months 116.41 1.52 23511.17 1358.42 24987.52
Click here to read report: Derivatives Info Kit  
 
Regards,
The Sharekhan Research Team


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CA. Rajesh Desai
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