Derivatives/Infokit [For December 13, 2013]

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Rajesh Desai

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Dec 12, 2013, 10:47:02 PM12/12/13
to LONGTERMINVESTORS, library-of-eq...@googlegroups.com, DAILY REPORTS, globalspeculators

 
Daring Derivatives
[For December 13, 2013]
 Summary of Contents
 
 
DARING DERIVATIVES
 

Derivatives Summary

Nifty (December) futures premium has decreased marginally from 35.55 points to 27.90 points.
  • Total open interest in the market was Rs146,513 crore and Rs163 crore were added in open interest.
  • Nifty call added 15.64 lakh shares in open interest, whereas put option underwent reduction by 2.91 lakh shares in open interest.

Market commentary

  • For the second consecutive day in a row the domestic indices witnessed a gap down the opening on a set of mixed cues across the globe.

Daily view

  • Around 2.62 lakh shares were added in open interest with a marginal decrease in the cost of carry, indicating short positions were build up in today's trade.
  • On the options front, implied volatility has remained flattish to positive, indicating 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

1923.49

26.67

16500.24

37644.11

56094.52

Call

2320.85

0.04

38778.14

5936.27

47035.30

Put

1885.53

0.00

38087.23

3410.64

43383.40

Total

6129.87

26.72

93365.61

46991.01

146513.21

Near Month

5722.19

25.37

64984.45

45319.93

116051.94

Far Months

407.68

1.34

28381.17

1671.08

30461.27

 

 

 
Click here to read report: Derivatives Info Kit  
 
Regards,
The Sharekhan Research Team



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CA. Rajesh Desai
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