Upload
dasherno1
View
216
Download
0
Embed Size (px)
Citation preview
8/8/2019 Stock Futures and Options Reports for the Week (27th - 31st December - 2010)
1/5
WEEKLY
REPORT
DERIVATIVES
www
capi t al vi acom
Global Research Limited
27th Dec 2010 - 01st Jan 2011
Volatility Lessens - Nifty Manages to Close above the 6K !
8/8/2019 Stock Futures and Options Reports for the Week (27th - 31st December - 2010)
2/5
Nifty Futures (Dec)
6011.60 5948.75
+9.28
6037.20 5966.80
+1.05
+26.31 +7.91
+1.18
28664600 26229700
+232.61
Spot Nifty
Nifty CoC (%)
Open Interest
Last week the Nifty Index ended with gains of more than a percent at
6011.60 mark. On the derivatives front we have seen that the Nifty
Futures prices surged along with an overall addition of open interestand increase in the cost of carry, this is an indication of longs being
accumulated at lower levels. For the coming week immediate resistance
for Nifty is seen at 6045/6070 mark, sustenance above the 6070 mark
decisively can continue the upward march in it and in that case the next
resistance is seen at 6145/6180 mark. On the downside support is seen
at 5900/5850 mark.
Derivative Wrap - Bank Nifty
Sentiment Indicator Nifty
R E S E A R C H
Particulars 24th Dec. 2010 16th Dec. 2010 %Change
www.capitalvia.com | 2
Bank Nifty Futures (Dec)
11477.05 11424.15
+15.74
11533.85 11473.75
+0.46
+30.10 +11.32
+0.52
1597075 1379850
+165.90
Spot Bank Nifty
Bank Nifty CoC (%)
Open Interest
The Bank Nifty Index last week closed almost flat at 11477.05. On the
derivatives front we have seen that the Bank Nifty Futures prices have
ended with nominal gains along with an overall addition of open
interest and increase in the cost of carry, this is an indication of some
longs being built in the Index at lower levels. For the coming week asmentioned last week also, the Bank Nifty Index would continue to face
resistance at its 11700-11900 band whereas on the downside support
continues to exist at 11147/10543 levels.
Sentiment Indicator Bank Nifty
Particulars 24th Dec. 2010 16th Dec. 2010 %Change
Derivatives27th Dec 2010 - 01st Jan 2011
Derivative Wrap - Nifty
339486 501085 -32.25Volume
45484 109287 -58.38Volume
8/8/2019 Stock Futures and Options Reports for the Week (27th - 31st December - 2010)
3/5
R E S E A R C H
Options SnapFrom the OI Concentration (Jan. Series)
we can see that the maximum addition of
open interest on the call options front is
existent at strike price of 6100-6300
indicating this range to act as immediate
resistance on the upside whereas on the
put options front addition of open interest
is seen at strike price of 5800 indicating it
as the strong support on the downside.
Derivative Wrap - CNX IT
CNX IT Futures (Dec)
Spot CNX IT
CNX IT CoC (%)
Open Interest
The CNX IT Index last week continued its outperformance and ended
with gains of nearly 2% at 7353.65. On the derivatives front we have
seen that the CNX IT futures prices ended with gains along with overalladdition of open interest and increase in the cost of carry, this is an
indication of longs being built at lower levels. For the coming week
resistance for the index continues to exist at 7400/7450 mark whereas
on the downside support is seen at 7255/7170/7135 levels.
Particulars
7353.65
7370.60
+14.02
31400
Sentiment Indicator CNX IT
24th Dec. 2010
7211.80
+33.90
7232.05
+1.97
+7.32
+1.92
23450
+91.53
16th Dec. 2010 %Change
www.capitalvia.com | 3
Derivatives27th Dec 2010 - 01st Jan 2011
Volume 262 352 -25.57
8/8/2019 Stock Futures and Options Reports for the Week (27th - 31st December - 2010)
4/5
R E S E A R C H
The information and views in this report, our website & all the service we provide are
believed to be reliable, but we do not accept any responsibility (or liability) for errorsof fact or opinion. Users have the right to choose the product/s that suits them the
most.
Sincere efforts have been made to presentthe right investment perspective. The information contained herein is based on
analysis and up on sources that we consider reliable.
This material is for personal
information and based upon it &
take no responsibility
The stock price projections shown are not necessarily indicative of future price
performance. The information herein, together with all estimates and forecasts, canchange without notice.
Analyst or any person related to CapitalVia might be holding positions in the stocks
recommended.
It is understood that anyone who is browsing through the site has done so at his freewill and does not read any views expressed as a recommendation for which eitherthe site or its owners or anyone can be held responsible for.
Any surfing and reading of the information is the acceptance of this disclaimer.
All Rights Reserved.
Investment in Stocks has its own risks.
We, however, do not vouch
for the accuracy or the completeness thereof.
we are not responsible for any loss incurred
whatsoever for any financial profits or loss which may
arise from the recommendations above.
CapitalVia does not purport to be an invitation or an offer to buy or sell any
financial instrument.
Our Clients (Paid Or Unpaid), Any third party or anyone else have no rights
to forward or share our calls or SMS or Report or Any Information Provided
by us to/with anyone which is received directly or indirectly by them. If
found so then Serious Legal Actions can be taken.
Disclaimer
www.capitalvia.com | 4
Derivatives27th Dec 2010 - 01st Jan 2011
8/8/2019 Stock Futures and Options Reports for the Week (27th - 31st December - 2010)
5/5
Contact Us
Contact Number:
You Can Send Us DD &
Communication @ Postal Address:
India:
Singapore:
Hotline: +91-91790-02828Landline: +91-731-668000Fax: +91-731-4238027
CapitalVia Global Research LimitedNo. 99, 1st Floor, Surya ComplexR. V. Road, BasavanagudiOpposite Lalbagh West GateBangalore - 560004Corporate Office Address:No. 99, 1st Floor, Surya ComplexR. V. Road, BasavangudiOpposite Lalbagh West GateBangalore - 560004
CapitalVia Global Research LimitedNo. 506 West, Corporate House169, R. N. T. Marg, Near D. A. V. V.Indore - 452001
CapitalVia Global Research Pvt. Ltd.Block 2 Balestier Road#04-665 Balestier HillShopping CentreSingapore - 320002