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RESEARCH

WEEKLY
DERIVATIVES REPORT
Buying Interest At Lower Levels Made The Market Rebound!

14th Jun 2010 to 19th Jun 2010

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 Weekly Report Derivatives
14th JunWeekly Commodity
to 19th Jun 2010 Report
1st March to 6th Mar 2010
RESEARCH
RESEARCH

Derivative Wrap - Nifty

Sentiment Indicator Nifty:

Particulars 11thJune 2010 4th June 2010 %Change

Spot Nifty 5119.35 5135.50 -0.31

Nifty Futures June 5116.85 5119.95 -0.06

Nifty CoC (%) -1.37 -5.52 +74.81

Open Interest 31753500 29119150 +9.04

Volume 474498 369945 +28.26

Nifty Snap
Last week the Nifty ended flat above its 5100 Mark at 5119.35 losing 0.30%.It rebounded from its supports of
4960 and recovered some of its losses. On the derivatives front we can see that the Nifty future prices ended
almost flat along with an overall addition of open interest and increase in the cost of carry, this is an indication
of long accumulation at lower levels. For the coming week Nifty is likely to face immediate Resistance at its
5150/5160 levels, a decisive maintenance above this mark will provide strength to it in which case it can
continue its ride towards its 5210/5235/5260 mark whereas on the downside strong Support is seen in the
range of 5020-4960, a break down below this mark will call for caution in the market and in that case the Next
Supports are seen at 4908/4870 levels.

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 Weekly Report Derivatives
14th JunWeekly Commodity
to 19th Jun 2010 Report
1st March to 6th Mar 2010
RESEARCH
RESEARCH

Derivative Wrap - Bank Nifty

Sentiment Indicator Bank Nifty:

Particulars 11th June 2010 4th June 2010 %Change
Spot Bank Nifty 9451.75 9455.95 0.00

Bank Nifty Futures June 9390.35 9342.95 +0.50

BankNifty CoC (%) -18.23 -21.80 +16.37

Open Interest 1580825 1385125 +14.12

Volume 53646 48489 +10.63

Bank Nifty Snap

Last week the Bank Nifty Index also ended flat at 9451.75 Mark. On the derivatives front we can see that the
Bank Nifty future prices ended with gains of half a percent along with an overall addition of open interest and
increase in the cost of carry, this is an indication of long accumulation in the index at lower levels. For the
coming week Bank Nifty Index is likely to face immediate Resistance at its 9585 mark whereas major Resistance
would be faced at 9650/9710 levels. On the downside strong support is seen in the range of 9240/9083 levels.

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 Weekly Report Derivatives
14th JunWeekly Commodity
to 19th Jun 2010 Report
1st March to 6th Mar 2010
RESEARCH
RESEARCH

Derivative Wrap - CNX IT

Sentiment Indicator CNX IT:

Particulars 11th June 2010 4th June 2010 %Change

Spot CNX IT 5739.25 5884.30 -2.46

CNX IT Futures May 5725.55 5859.90 -2.29

CNX IT CoC (%) -6.70 -7.56 +11.37

Open Interest 11700 12300 +4.87

Volume 146 148 -1.35

CNX IT Snap
The CNX IT Index last week dragged lower losing 2.50% to end at 5739.25. On the derivatives front we can see
that the CNX IT Futures ended in the red terrain along with increase in the open interest and the cost of carry in
comparison to the previous week, this is an indication of some longs being built in it at lower levels. For the
coming week Support for the index is seen at 5640/5470 Mark whereas Resistance is seen at 5800/5870 levels.

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 Weekly Report Derivatives
14th JunWeekly Commodity
to 19th Jun 2010 Report
1st March to 6th Mar 2010
RESEARCH
RESEARCH

Options Snap

From the OI Concentration Chart (June Series) we can see that still maximum addition of open interest on the
put options front is seen at strike price of 5000-4800 indicating it as a strong support zone on the downside
whereas on the call options front we can see that maximum accumulation of open interest is seen at strike price
of 5200 indicating it as resistance on the upside.

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 Weekly Report Derivatives
14th JunWeekly Commodity
to 19th Jun 2010 Report
1st March to 6th Mar 2010
RESEARCH
RESEARCH

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