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Nifty Synopsis
Particulars Current Previous Change (%)
Source: NSE
01 January 2013
Outlook
Nifty Futures open interest saw an increase of around 0.44% and Nifty Futures saw marginal decrease of 0.05%. India VIX saw an increase of around 9.68%: Indicating negativeness for the market. The PCR for Nifty based on open interest saw an increase and stands at 1.01 as compared to 1.00 as on the previous trading session: Indicating positiveness for the market.
0.40 0.00
19/Dec
20/Dec
21/Dec
24/Dec
26/Dec
27/Dec
28/Dec
High put option open interest build up of around 5.2 mn is seen at 5800 strike: Indicating that traders are betting on 5760-5800 to act as strong support. High call option open interest build up of around 5.5 mn is seen at 6000 strike: Indicating that traders are betting on 6000-6070 to act as strong resistance. In call options 6000 strike saw addition in open interest of around 0.47 mn: Further indicating 6000 is likely to act as resistance. In put options 5800 strike saw addition in open interest of around
6 5
PCR OI
PCR Vol
Nifty Spot
Source: NSE
31/Dec
Millions
0.45 mn: Further indicating 5800 is likely to act as support. Securities in Ban for Trade are: - SUZLON.
4 3 2 1 0
5400
5500
5600
5700
5800
5900
6000
6100
6200
6300
Put OI
Call OI
Source: NSE
14/Dec
17/Dec
18/Dec
19/Dec
20/Dec
21/Dec
24/Dec
26/Dec
27/Dec
28/Dec
31/Dec
Millions
5400
5500
5600
5700
5800
5900
6000
6100
6200
6300
OI
Nifty Futures
Put OI CHNG
Call OI CHNG
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6400
6400
Millions
Money Derilook
FII Derivatives Statistics (` in Cr.)
Product INDEX FUTURES INDEX OPTIONS STOCK FUTURES STOCK OPTIONS Total
Source: NSE
01 January 2013
Net -250.46 835.18 -246.09 -37.59 301.04 OI 7659.24 32865.23 30630.65 1198.58 72353.69
20/Dec
21/Dec
24/Dec
26/Dec
27/Dec
28/Dec
FII B/S
OI Chng
Nifty Spot
Source: NSE
FIIs were net buyers to the tune of ` 301.04 Cr with an open interest of around ` 72,353.69 Cr. In Index Options FIIs were net buyers to the tune of ` 835.18 Cr with an open interest of around ` 32,865.23 Cr. In Index Futures FIIs were net sellers to the tune of ` 250.46 Cr with an open interest decrease of around ` 204.19 Cr: Indicating Long Unwinding in Index Futures by FIIs.
Sectoral Movement
6 5 4 3 2 1 0 -1 -2 -3
Banking
Telecom
Capital Goods
Finance
Power
Real Estate
31/Dec
Cement
Textiles
% Change Pric e
% Change OI
Source: NSE
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Pharma
Others
FMCG
Metals
Auto
Infra
IT
Money Derilook
Option Activity
Stock APOLLOTYRE DLF DLF DLF DLF DLF HDIL HINDALCO HINDALCO IFCI IFCI IFCI ITC JPASSOCIAT JPASSOCIAT JPASSOCIAT RCOM RCOM RELIANCE RELIANCE TATAMOTORS TATAMOTORS TATAMOTORS UNITECH UNITECH UNITECH UNITECH
Source: NSE
01 January 2013
Fut Price 89.45 232.25 232.25 232.25 232.25 232.25 112.60 131.60 131.60 33.75 33.75 33.75 289.50 97.80 97.80 97.80 74.65 74.65 844.00 844.00 314.00 314.00 314.00 34.00 34.00 34.00 34.00 Option Type C C C C P P C C P C C C C C C C C C C C C P P C C C P Strike 90 230 240 250 220 230 115 140 120 32.5 35 37.5 300 100 105 110 75 80 840 860 320 290 300 35 37.5 40 32.5 OI_Chng 304,000 331,000 475,000 1,283,000 141,000 137,000 340,000 268,000 142,000 320,000 832,000 552,000 398,000 548,000 876,000 360,000 384,000 352,000 103,250 256,500 117,000 100,000 301,000 2,840,000 3,230,000 940,000 370,000 OI 720,000 1,488,000 1,259,000 1,535,000 667,000 452,000 1,088,000 2,488,000 1,172,000 968,000 4,832,000 3,392,000 1,224,000 3,548,000 3,824,000 1,912,000 2,084,000 2,648,000 723,750 731,500 1,867,000 509,000 1,364,000 5,450,000 5,870,000 2,670,000 2,120,000
High OI addition of around 2,68,000 was seen in 140 Call of HINDALCO: Indicating that 140 might act as strong resistance for it. High OI addition of around 12,83,000 was seen in 250 Call of DLF: Indicating that 250 might act as strong resistance for it. High OI addition of around 8,76,000 was seen in 105 Call of JPASSOCIAT: Indicating that 105 might act as strong resistance for it.
Strike 860 2400 230 840 2400 CA/PA CE CE CE PE PE Volume 3655 3072 2676 2289 1958
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Money Derilook
Open Interest Gainers Long Buildup
Scrip IBREALEST HDIL FINANTECH COLPAL WELCORP
Source: NSE
01 January 2013
Price 75.70 112.65 1142.10 1570.50 107.75 Price change 1.95 1.50 14.95 18.15 1.25 % Price Change 2.64 1.35 1.33 1.17 1.17 % OI Change 5.55 4.16 4.14 3.76 3.53 % Delivery 31.01 13.85 17.55 58.26 76.28
Short Buildup
Scrip PETRONET HCLTECH CENTURYTEX Source: NSE
Price 159.00 623.40 419.50 Price change -1.95 -6.40 -4.30 % Price Change -1.21 -1.02 -1.01 % OI Change 16.85 5.64 3.94 % Delivery 69.91 72.53 48.37 -
Price 429.80 352.50 1111.40 145.35 879.20 Price change 4.60 4.15 20.80 3.50 26.25 % Price Change 1.08 1.19 1.91 2.47 3.08 % OI Change -7.28 -6.77 -5.93 -4.72 -3.83 % Delivery 48.43 50.90 69.92 62.80 45.35
Long Unwinding
Scrip SUZLON Source: NSE
Price 18.40 Price change -0.95 % Price Change -4.91 % OI Change -5.18 % Delivery 24.08 -
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Money Derilook
01 January 2013
Research Team
Vivek Mahajan Head of Research 022-42333522 vivek.mahajan@adityabirla.com Hemant Thukral Head Derivatives Desk 022-42333483 hemant.thukral@adityabirla.com
Fundamental Team
Avinash Nahata Akhil Jain Sunny Agrawal Sumit Jatia Shreyans Mehta Dinesh Kumar Pradeep Parkar Head of Fundamental Desk Metals & Mining/Mid Caps FMCG/Cement/Mid Caps Banking & Finance Construction/Real Estate Information Technology/Auto Database Analyst 022-42333459 022-42333540 022-42333458 022-42333460 022-42333544 022-42333531 022-42333597 avinash.nahata@adityabirla.com akhil.jain@adityabirla.com sunny.agrawal@adityabirla.com sumit.jatia@adityabirla.com shreyans.m@adityabirla.com dinesh.kumar.k@adityabirla.com pradeep.parkar@adityabirla.com
Quantitative Team
Rizwan Khan Jyoti Nangrani Raghuram Rahul Tendolkar Amit Somani Technical and Derivative Strategist Sr. Technical Analyst Technical Analyst Derivatives Analyst Derivatives Analyst 022-42333454 022-42333454 022-42333537 022-42333532 022-42333532 rizwan.khan@adityabirla.com jyoti.nangrani@adityabirla.com raghuram.p@adityabirla.com rahul.tendolkar@adityabirla.com amit.somani@adityabirla.com
Advisory Support
Indranil Dutta Suresh Gardas Sandeep Pandey Advisory Desk HNI Advisory Desk Advisory Desk 022-42333494 022-42333535 022-30004011 indranil.dutta@adityabirla.com suresh.gardas@adityabirla.com sandeep.pandey@adityabirla.com
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Money Derilook
Disclaimer:
01 January 2013
This document is not for public distribution and is meant solely for the personal information of the authorised recipient. No part of the information must be altered, transmitted, copied, distributed or reproduced in any form to any other person.Persons into whose possession this document may come are required to observe these restrictions. This document is for general information purposes only and does not constitute an investment advice or an offer to sell or solicitation of an offer to buy / sell any security and is not intended for distribution in countries where distribution of such material is subject to any licensing, registration or other legal requirements. The information , opinion, views contained in this document are as per prevailing conditions and are of the date of appearing on this material only and are subject to change. No reliance may be placed for any purpose whatsoever on the information contained in this document or on its completeness. Neither Aditya Birla Money Limited (ABML) nor any person connected with it accepts any liability or loss arising from the use of this document. The views and opinions expressed herein by the author in the document are his own and do not reflect the views of Aditya Birla Money Limited or any of its associate or group companies. The information set out herein may be subject to updating, completion, revision, verification and amendment and such information may change materially. Past performance is no guarantee and does not indicate or guide to future performance. Nothing in this document is intended to constitute legal, tax or investment advice, or an opinion regarding the appropriateness of any investment, or a solicitation of any type. The contents in this document are intended for general information purposes only. This document or information mentioned therefore should not form the basis of and should not be relied upon in connection with making any investment. The investment may not be suited to all the categories of investors. The recipients should therefore obtain your own professional, legal, tax and financial advice and assessment of their risk profile and financial condition before considering any decision. Aditya Birla Money Limited, its associate and group companies, its directors, associates, employees from time to time may have various interests/ positions in any of the securities of the Company(ies) mentioned therein or be engaged in any other transactions involving such securities or otherwise in other securities of the companies / organisation mentioned in the document or may have other potential conflict of interest with respect of any recommendation and / related information and opinions.
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