Derivatives/Infokit [For September 30, 2013]

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Rajesh Desai

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Sep 27, 2013, 10:29:42 PM9/27/13
to LONGTERMINVESTORS, library-of-eq...@googlegroups.com, DAILY REPORTS



 
Derivatives Research
[For September 30, 2013]
 Summary of Contents
 
 
 
DARING DERIVATIVES
 

Derivatives Summary

  • The Nifty (October) futures' premium decreased marginally from 65.05 points to 54.95 points.
  • The total open interest in the market was Rs100,803 crore and Rs4,350 crore was added in open interest.
  • The Nifty call options added 19.38 lakh shares in open interest, whereas the Nifty put options added 28.28 lakh shares in open interest.

Market commentary

  • The very first day of October series witnessed a sluggish start on a set of mixed cues from the global markets. Sustained weakness in the banking, metal, capital goods, realty and automobile stocks since the early hours of trade supported the bears to dominate the trend for the day.

Daily view

  • Around 0.27 lakh shares were reduced in open interest with a marginal decrease in the cost of carry, indicating closure of long positions today by the market participants led to a sell off across the Street.
  • On the options front, the implied volatility increased marginally by 50-100 basis points, indicating the overall bias for the market is negative and 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 1581.73 21.31 11018.16 24569.15 37190.35
Call 729.34 0.00 28759.05 2308.74 31797.12
Put 615.74 0.16 29693.64 1505.70 31815.25
Total 2926.81 21.48 69470.85 28383.59 100802.72
Near Month 2889.86 21.48 42471.82 28063.47 73446.63
Far Months 36.95 0.00 26999.02 320.12 27356.09

 

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





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CA. Rajesh Desai
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