Derivatives/Infokit [For December 03, 2013]

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Dec 2, 2013, 9:59:17 PM12/2/13

to LONGTERMINVESTORS, library-of-eq...@googlegroups.com, DAILY REPORTS

Daring Derivatives

[For December 03, 2013]

Sharekhan
www.sharekhan.com

Summary of Contents

DARING DERIVATIVES

Derivatives Summary

Nifty (December) futures premium has decreased marginally from 49.40 points to 45.90 points.
Total open interest in the market was Rs120,852 crore and Rs7,121 crore were added in the open interest.
Nifty call option added 39.58 lakh shares in open interest, whereas put option added 21.51 lakh shares in open interest.

Market commentary

Following global footprints, the benchmark indices commenced the day on positive note. Better than expected Gross Domestic Product (GDP), which was announced late on Friday evening supported the Index to extend the previous day's rally.

Daily view

Around 7.16 lakh shares were added in open interest with a marginal increase in the cost of carry, indicating the formation of fresh long positions by market participants supported by the index to end in green.
On the options front, implied volatility has shot up significantly by 100-400 basis points, indicating that selling may emerge at higher levels in the market.

Click here to read report: Daring Derivatives

DERIVATIVES INFO KIT