Stock Futures and Options Reports for the Week (13th - 17th December - 2010)

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WEEKLY

REPORT

DERIVATIVES

www

capi t al vi acom

13th Dec - 18th Dec 2010

Global Research Limited

INDICES TANK - LONGS STUCK



Nifty Futures (Dec)

5857.35 5992.80

-7.25

5879.60 6016.75

-2.26

+6.93 +5.40

-2.28

26342900 28404650

+28.33

Spot Nifty

Nifty CoC (%)

Open Interest

Last week the Nifty Index ended in the red territory at 5857.35 Mark

losing 2.26%. On the derivatives front we have seen that the Nifty

Futures prices declined along with an overall decline in open interestbut increase in the cost of carry, this is an indication of long closures at

higher levels. For the coming week, the Nifty Index is likely to face

crucial resistance in the zone of 5960/6067 whereas on the downside,

support is seen at 5740/5690 levels. A decisive sustenance of the Index

below the 5690 level can call for some more selling pressure in the

markets and in that case the next support for the Index is seen at

5640/5550 mark.

Derivative Wrap - Bank Nifty

Sentiment Indicator Nifty

R E S E A R C H

Particulars 10th Dec. 2010 3rd Dec. 2010 %Change

www.capitalvia.com | 2

Bank Nifty Futures (Dec)

11447.00 12349.20

+2.40

11500.75 12408.65

-7.30

+8.57 +6.50

-7.31

1302500 1271975

+31.84

Spot Bank Nifty

Bank Nifty CoC (%)

Open Interest

The Bank Nifty Index last week plunged more than seven percent and

ended in deep red at 11447. On the derivatives front we have seen that

the Bank Nifty Futures prices declined along with an overall addition of

open interest and increase in the cost of carry, this is an indication of

some longs being built at lower levels. For the coming week Bank NiftyIndex is likely to face resistance in the zone of 11700-12050 levels

whereas on the downside support for the Index is seen at 11138/10775

levels.

Sentiment Indicator Bank Nifty

Particulars 10th Dec. 2010 3rd Dec. 2010 %Change

Derivatives13th Dec - 18th Dec, 2010

Derivative Wrap - Nifty

558644 356553 +56.67Volume

82126 55721 +47.38Volume



R E S E A R C H

Options Snap

From the OI Concentration (Dec. Series)

we can see that the maximum addition of

open interest on the call options front is

existent at strike price of 6000 and 6100

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 5700-5600

indicating it as the strong support zone on

the downside.

Derivative Wrap - CNX IT

CNX IT Futures (Dec)

Spot CNX IT

CNX IT CoC (%)

Open Interest

Last week the CNX IT Index also ended in the green along with other

indices. It gained 3.64% and closed at 6856.65. On the derivatives

front we have seen that the CNX IT Futures prices surged along with anoverall addition of open interest but decline in the cost of carry, this is an

indication that some shorts have been built at higher levels. For the

coming week the Resistance for CNX IT Index is seen at 6936/7036

levels whereas on the downside support for the Index is seen at

6685/6617 levels.

Particulars

6869.10

6901.10

+8.50

15050

Sentiment Indicator Nifty

10th Dec. 2010

6856.65

+34.37

6882.60

+0.18

+5.11

+0.27

11200

+66.34

3rd Dec. 2010 %Change



Volume 222 204 +8.82



R E S E A R C H

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Documents

Stock Futures and Options Reports for the Week (13th - 17th December - 2010)