Derivatives/Infokit/Rollover stat [For August 29 2013]

[Rajesh Desai]

 

Derivatives Research [For August 29 2013] Sharekhan www.sharekhan.com

Summary of Contents     DARING DERIVATIVES   Derivatives Summary The Nifty (August) futures turned into premium of 3.95 points from discount of 2.65 points. The total open interest in the market was Rs167,128 crore and Rs4,351 crore was added in open interest. The Nifty call options added 16.29 lakh shares in open interest, whereas the Nifty put options added 34.00 lakh shares in open interest. Market commentary Tracking weak cues from the global markets and domestic concerns led the prime index Nifty to fall around 60 points during the opening bell.   Daily view Around 9.30 lakh shares were added in open interest with a substantial increase in the cost of carry, indicating building up of long positions by market players at lower level led to a sharp recovery in the market. On the options front, the implied volatility has further shot up significantly for the third consecutive day in a row by 500-1000 basis points, indicating market may remain volatile and uncertain tomorrow as August series futures and options expiry is lined up.

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DERIVATIVES INFO KIT

 

Open interest break-up

	BANKNIFTY	CNXIT	NIFTY	STOCK	TOTAL
Future	2922.82	43.78	16779.88	32903.63	52650.10
Call	3928.96	0.45	50030.45	8064.52	62024.38
Put	2272.04	0.16	45240.60	4941.44	52454.25
Total	9123.81	44.39	112050.93	45909.59	167128.73
Near Month	6517.06	31.03	54733.60	25318.60	86600.29
Far Months	2606.75	13.37	57317.33	20590.99	80528.44

 

 

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ROLLOVER STAT'S

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Click here to read report: Rollover Stat's

Regards, The Sharekhan Research Team

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CA. Rajesh Desai