Infokit/Derivatives: Wed, May 15, 2013

3 views
Skip to first unread message

Rajesh Desai

unread,
May 15, 2013, 12:04:32 AM5/15/13
to



 
Derivatives Research
[For May 15, 2013]

If you do not wish to receive this research report in future, please click here 

 
Summary of Contents
 
DARING DERIVATIVES

Derivatives Summary

  • The Nifty (May) futures' premium decreased marginally from 14.00 points to 10.60 points.
  • The total open interest in the market was Rs154,045 crore and Rs3,556 crore was reduced in open interest.
  • The Nifty call options added 0.14 lakh shares in open interest, whereas the Nifty put options added by 18.02 lakh shares in open interest.

Market commentary

  • Mirroring the mixed cues from the international markets, the Indian bourses commenced the day on a flattish to positive note. This is for the second day in a row that the broad based selling across the market was visible due to which the market continued to trade lower.

Daily view

  • Around 12.89 lakh shares were added in open interest with a marginal decrease in the cost of carry, indicating short positions were built up at higher levels by the market participants.
  • On the options front, the implied volatility decreased marginally, indicating overall bias for the market is negative and 6050 may act as a hurdle going forward.
Click here to read report: Daring Derivatives
 
DERIVATIVES INFO KIT

 

Open interest break-up
  BANKNIFTY CNXIT NIFTY STOCK TOTAL
Future 2488.19 12.56 14423.91 31146.93 48071.59
Call 2310.92 0.19 40281.62 7144.80 49737.53
Put 3226.94 0.13 47852.76 5156.94 56236.77
Total 8026.04 12.88 102558.30 43448.67 154045.89
Near Month 7891.62 12.78 67463.51 41549.10 116917.01
Far Months 134.42 0.09 35094.79 1899.57 37128.89

 

Click here to read report: Derivatives Info Kit
 

 

   

   

 
Regards,
The Sharekhan Research Team 		myac...@sharekhan.com

Visit www.sharekhan.com to manage your newsletter subscriptions

 
 



--
CA. Rajesh Desai
Reply all
Reply to author
Forward
0 new messages