www.capitalvia.

com

RESEARCH

WEEKLY
DERIVATIVES REPORT
Nifty Ends Above The 5200 Mark-Bulls Cherish !

21st Jun 2010 to 26th Jun 2010

www.capitalvia.com
 Weekly Report Derivatives
21st JunWeekly Commodity
to 26th Jun 2010 Report
1st March to 6th Mar 2010
RESEARCH
RESEARCH

Derivative Wrap - Nifty

Sentiment Indicator Nifty:

Particulars 18th June 2010 11thJune 2010 %Change

Spot Nifty 5262.60 5119.35 +2.72

Nifty Futures June 5261.15 5116.85 +2.82

Nifty CoC (%) -1.67 -1.37 -21.89

Open Interest 33376700 31753500 +5.11

Volume 495235 474498 +4.37

Nifty Snap
Last week the Nifty Index ended above its 5200 mark at 5262.60 gaining 2.72% but it struggled at its 5300
levels and could not give a close above it. On the derivatives front we can see that the Nifty Future prices surged
along with an overall addition of open interest but with decline in the cost of carry, this is an indication of some
shorts being built at higher levels. For the coming week Nifty is likely to face Resistance at its 5345/5400 mark
whereas on the downside Strong Support is seen in the range of 5200/5147/5100 Levels.

www.capitalvia.com | 2
 Weekly Report Derivatives
21st JunWeekly Commodity
to 26th Jun 2010 Report
1st March to 6th Mar 2010
RESEARCH
RESEARCH

Derivative Wrap - Bank Nifty

Sentiment Indicator Bank Nifty:

Particulars 18th June 2010 11th June 2010 %Change
Spot Bank Nifty 9576.25 9451.75 +1.31

Bank Nifty Futures June 9537.75 9390.35 +1.56

BankNifty CoC (%) -24.45 -18.23 -34.11

Open Interest 2116300 1580825 +33.87

Volume 52926 53646 -1.34

Bank Nifty Snap

Last Week the Bank Nifty Index ended with gains of 1.31% and ended at 9576 Mark. On the derivatives front
we can see that the Bank Nifty Future prices ended in the positive terrain along with an overall addition of open
interest but decline in the cost of carry, this is an indication of some shorts being built at higher levels. For the
coming week Bank Nifty Index immediate Support is seen at 9465-9445 levels, a breach of this range can lead
to further profit booking in it and in that case the next Support is seen at 9350/9250 Mark.

www.capitalvia.com | 3
 Weekly Report Derivatives
21st JunWeekly Commodity
to 26th Jun 2010 Report
1st March to 6th Mar 2010
RESEARCH
RESEARCH

Derivative Wrap - CNX IT

Sentiment Indicator CNX IT:

Particulars 18th June 2010 11th June 2010 %Change

Spot CNX IT 6006.95 5739.25 +4.66

CNX IT Futures May 5998.35 5725.55 +4.76

CNX IT CoC (%) -8.70 -6.70 -29.85

Open Interest 21050 11700 +79.91

Volume 173 146 +18.49

CNX IT Snap
Last Week the CNX IT Index along with other indices registered good gains. The Index outperformed and ended
above its 6000 mark at 6006.95 gaining 4.66%. On the derivatives front we can see that the CNX IT Index
futures prices surged along with an overall addition of open interest but decline in the cost of carry in
comparison to the previous week this is an indication of some shorts being built at higher levels. For the coming
week CNX IT Index Support is seen at 5850-5820/5700 levels whereas Resistance is seen at 6080/6140 Levels.

www.capitalvia.com | 4
 Weekly Report Derivatives
21st JunWeekly Commodity
to 26th Jun 2010 Report
1st March to 6th Mar 2010
RESEARCH
RESEARCH

Options Snap

From the OI Concentration Chart (July Series) we can see that still maximum addition of open interest on the
put options front is seen at strike price of 5000 indicating it as a strong support on the downside whereas on the
call options front we can see that maximum accumulation of open interest is seen at strike price of 5400
indicating it as resistance on the upside.

www.capitalvia.com | 5
 Weekly Report Derivatives
21st JunWeekly Commodity
to 26th Jun 2010 Report
1st March to 6th Mar 2010
RESEARCH
RESEARCH

Disclaimer

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 errors of fact or opinion. Users have the right to choose the product/s that suits them
the most.

Investment in Stocks has its own risks. Sincere efforts have been made to present the right investment perspective. The
information contained herein is based on analysis and up on sources that we consider reliable. We, however, do not vouch for
the accuracy or the completeness thereof. This material is for personal information and we are not responsible for any loss
incurred based upon it & take no responsibility whatsoever for any financial profits or loss which may arise from the
recommendations above.

The stock price projections shown are not necessarily indicative of future price performance. The information herein, together
with all estimates and forecasts, can change without notice.

CapitalVia does not purport to be an invitation or an offer to buy or sell any financial instrument.

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 free will and does not read any views
expressed as a recommendation for which either the site or its owners or anyone can be held responsible for.

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.

Any surfing and reading of the information is the acceptance of this disclaimer.

All Rights Reserved.

www.capitalvia.com | 6