stock futures and options report for the week

8/14/2019 Stock Futures and Options Report for the Week

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www.capitalvia.com

Investors Confidence Shaken By Bloodbath !!08th February 2010 to 13th Feb 2010

WEEKLYOPTION & DERIVATIVE REPORT


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R E S E A R C H

www.capitalvia.com | 2

Global Indices

Weekly Report Derivatives08th February to 13th Feb 2010

Derivative Wrap

Key HighlightThe benchmark Sensex shed over 430 points at close following bearish trend across the globe on credit

defaults in the Eurozone countries. The Nifty broke the psychological 4700 mark during the day, but

managed to claw back above that level.

The market breadth was pathetic; about 525 shares advanced while 2410 shares declined on the BSE.

Nearly 211 shares remained unchanged. The BSE Midcap Index was down 2.6% and Smallcap down

3.25%. Sugar and fertiliser stocks were the big losers.

The 30-share BSE Sensex closed at 15,790.93, down 434.02 points or 2.68% and the 50-share NSE Nifty

fell 2.61% or 126.70 points, to settle at 4,718.65, after seeing day's low of 4,692.35.

Asian stocks fell for the third week on concern rising U.S. job losses and mounting debt in Europe,

combined with China's steps to cool its economy, will drag on the global economic recovery.

Asian currencies dropped for a fourth week, the longest run of losses since June, as concern that someEuropean nations will struggle to contain and finance budget deficits eroded demand for emerging-

market assets

GlobalMarketNews

Spot Nifty

Nifty Futures

Bank Nifty Futures

Current Close

4708.25

4718.65

Weekly Change

-139.90

-163.04

-2.86%

-3.33%

%Change

8205.10 -364.9 -4.25%

Dow Jones

FTSE

Current Close

10012.23

Weekly Change

10.05 +0.10%

%Change

5060.92 -78.39 -1.53%

CAC 4012.91 -1.06 -0.03%

Nikkei 10057.09 -298.89 -2.89%


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Emerging market equity funds lost $1.6 billion in weekly withdrawals, the biggest outflows in 24

weeks, as earnings and Greece's debt woes raised concerns that the global recovery may falter, EPFR

Global said.

U.S. stocks rose, with the Dow Jones Industrial Average erasing a 167-point drop in the final hour of

trading, on speculation the European Union may propose a solution for Greece's budget deficit. Oil,

gold and copper rebounded, and the dollar pared its gain.

Federal Reserve Bank of St. Louis President James Bullard said the U.S. economic recovery remains ontrack and that he expects job growth in coming months.

Goldman Sachs Group Inc. gave Chairman and Chief Executive Officer Lloyd Blankfein a $9 million all-

stock bonus for 2009, about half the award granted by JPMorgan Chase & Co. to CEO Jamie Dimon,

even as profit reached an all-time high and the shares doubled.

The unemployment rate in the U.S. unexpectedly dropped to 9.7 percent in January and manufacturers

added to payrolls for the first time in three years, which may provide a spark to revive the rest of the

labor market.

DBS Group Holdings Ltd., Southeast Asia's biggest bank, will focus on growing its operations in China

and India without pursuing acquisitions as the lender seeks to reduce dependence on its Singapore

home market.

Derivative Wrap


Source: Bloomberg



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R E S E A R C H


Option Strategy Corner


INDEX PRICE

4757.25 LONG CALLPREMIUM 144

NIFTY (Lot Size / Expiry Date - 50 / February 25, 2010)

Outlook : BULLISH

STRIKE PRICE PREMIUMMAXIMUM

PROFITSTOPLOSS

BUY 4700 FEBCALL

UNLIMITED 70

PAY OFF TABLE

ON EXPIRY NIFTY CLOSES AT

4500

4600

4700

4800

4900

5000

5100

Strategy : LONG CALL

Risk: Limited to the premium. (Maximum loss if market expires at or below the option strike price).

Reward: Unlimited

Breakeven: Strike Price + Premium

NET PAY OFF FROM CALL OPTION

-144.00

-144.00

00.00

-44.00

56.00

156.00

256.00


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R E S E A R C H


NIFTY HAS BROKEN VITAL SUPPORT BASE OF 4750 TO 4800 INTHIS WEEK.NOW WE COULD SEE THAT NIFTY COULD TRY TOTRADE IN THE RANGE OF 4700 TO 4800. NEXT SUPPORT FORNIFTY SEEMS TO BE AROUND THE LEVEL OF 4650. CLOSINGBELOW THAT LEVEL COULD TAKE IT THE NIFTY TILL 4500.WERECOMMEND THAT TRADERS SHOULD GO FOR SELL ON NIFTYAT HIGHER LEVEL, UNTIL IT CLOSE ABOVE THE LEVEL OF 4950,CLOSING ABOVE THIS MAY TAKE IT TO 5150 ALSO.

TECHNICAL PICTURE

Technical View


Properties

Support 1 4650

4520

4900

5000

Values

Support 2

Resistance 1

Resistance 2

Weekly Levels


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R E S E A R C H


Index Futures and Index Options:

Index futures saw a trading volume of Rs.19584.72 crores arising out of 856683 contracts and Index options saw 2161420contracts getting traded at a notional value of Rs.52392.90 crores. The total turnover of the Futures & Options segment of theExchange was around Rs.90464.62 crores.

Instrument wise summary :

Index Future

Symbol

NIFTY

MINI NIFTY

BANK NIFTY

No of ContractsTraded

85902

737853

Traded Quantity

1718040

36892650

811.19

17416.42

Total Traded Value(RS. in CR.)

Open Interest (Qty)as at End of Trading Hrs

1736660

33084850

CN XIT

32645 1632250 1341.67 1342450

283 28300 15.43 43800


Symbol

NIFTY

MINI NIFTY

BANK NIFTY

No of ContractsTraded

958

1003

2159459

Traded Quantity

19160

50150

107972950

9.45

42.98

52340.46

Total Traded Value(RS. in CR.)

Open Interest (Qty)as at End of Trading Hrs

30160

185100

101746600

Index Option


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R E S E A R C H


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