Y

Monday, Jan 28, 2013

NIFTY FUTURES : 6074.65 Premium/(Discount):0.95

Deri-Trade
NIFTY PCR OI : 1.12 NIFTY PCR Vol : 1.08
NSE Deri Market Turnover : Rs 145376.74 Crs Down by 14% V/s Pvs

divis

Daily Chart

Securities in Ban Period

HDIL IFCI IRB IVRCLINFRA KTKBANK PUNJLLYOD SUZLON RENUKA

Scrip Action Initiation Range Target Stop loss Expiry Lot

RELINFRA-Fut Buy > 544.10 560 533 Jan 500

Basis: Bullish engulfing on daily

timeframes after taking support at 50% Fibonacci level and trading above 20 DEMA with upward trend in momentum indicator on daily time frame can inch prices upwards towards 560.

ANALYSIS OF STOCK FUTURES OPEN INTEREST

Long _Build up -Up (Bullish) Symbol BANKINDIA SIANPAINT MARUTI RANBAXY SUZLON 365.1 1602.5 457.55 21.2 34.7 81.65 1157.15 233.25 Fut Price Fut Price % Chg 5 3.9 1.3 16.8 4393 22052 7606 7384 2649 11504 2138 1174 Volume Volume % Chg 24 402 108 195 2641000 2121000 5730500 85579000 Open Int 24184000 18300000 1045250 2633000 Open Int 39 10 6 6 % Chg Symbol No Major Long _Unwinding (Bearish) Fut Price % Chg Volume Long Unwinding Is % Chg Witnessed Open Int % Chg

Short_ Covering (Bullish) Symbol IVRCLINFRA HDIL ABIRLANUVO TATACOMM 5.5 12.5 2.1 1.2 % Chg -64 -60 24 37 % Chg -21 -20 -19 -19 % Chg Symbol EXIDEIND ULTRACEMCO ACC

Short_ Build up (Bearish) Fut Price % Chg 121.4 -1.7 1920.4 -1.3 1331.65 -1 865 1913 2644 Volume -41 117 186 % Chg 4680000 644125 708000 Open Int -3 -12 -4 % Chg

OPTIONS -Snapshot
610349 335530 259246 165577 35139
Volume %

Active Calls

NIFTY 6100 C Jan NIFTY 6000 C Jan NIFTY 6200 C Jan NIFTY 6300 C Jan NIFTY 5900 C Jan
Calls O.I Gainers

MARUTI 1650 C Feb ORIENTBANK 320 C Jan DLF 280 C Feb RANBAXY 460 C Feb RANBAXY 440 C Jan
Calls Volume Rise

1175 1000 692 494 258

598190 377577 246200 75466 36462

Volume %

Active Puts

NIFTY 6000 P Jan NIFTY 5900 P Jan NIFTY 6100 P Jan NIFTY 5800 P Jan NIFTY 5700 P Jan
Puts O.I Gainers

ORIENTBANK 300 P Jan RANBAXY 420 P Jan ORIENTBANK 320 P Jan MARUTI 1500 P Feb ICICIBANK 1050 P Feb
Puts Volume Rise

SUZLON 22.5 C Jan ORIENTBANK 320 C Jan SUZLON 20 C Jan MARUTI 1650 C Feb ORIENTBANK 340 C Jan

12320 7183 7167 4775 4755

%

ORIENTBANK 300 P Jan NIFTY 5500 P Jun NIFTY 6800 P Jan MARUTI 1600 P Jan ORIENTBANK 320 P Jan

28700 4080 3440 2787 2444

%

4650 2200 938 430 212

Analysis: Looking at the above Nifty Option O.I of Jan series Max of OI of calls
is at 6200 with a decrease of 17.02 Lakh shares of O.I. witnessed in 6100 CE. There is a decrease of open interest in 6000 & 5900CE besides Max of Put OI has shifted to 6000 PE where 7.69 lks of O.I was shed signifying the market would be in range of 6000-6200 which acts as support & resistance .

Bhaskar.G

Product Team +9140 33502438 bhaskarg@jrg.co.in Disclaimer: This document has been prepared by JRG Securities Ltd. and is meant for the recipient for use as intended and not for circulation. The information in this document is not an offer/recommendation to buy or sell securities. Opinions in this article are the independent views of the author(s) and also analysis contained are collected from sources believed to be reliable, but no representation, expressed or implied, is made as to its accuracy ,or correctness. Neither JRG Securities Ltd ,nor any person connected with it, accepts any liability arising from the use of this document. It should be noted that price and value of the security/ies referred to in this report may go up or down and that past performance is not a guide for future performance. Investors must make their own investment decision based on their own investment objectives, goals and financial position and based on their own analysis as this report may not be suitable for all investors. However noted that JRG Securities Ltd and its associated companies, their directors and employees do not undertake any obligation to update or keep the information current besides on the date of this report, and from time to time, have long or short positions in, and buy or sell the securities of the companies mentioned herein or engage in any other transaction involving such securities and earn brokerage or compensation or act as advisor or have other potential conflict of interest with respect to security/ies mentioned herein.