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SMC Global Derivative Report

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Derivatives Research is a daily futures and options market report, which provides derivative market information along with the technical recommendation, outlook for the market and short term trading …

Derivatives Research is a daily futures and options market report, which provides derivative market information along with the technical recommendation, outlook for the market and short term trading strategies in indices and individual stocks. This report aims to target the F/O traders, who aim to earn from the short term market fluctuations.Derivatives Research is a daily futures and options market report, which provides derivative market information along with the technical recommendation, outlook for the market and short term trading strategies in indices and individual stocks. This report aims to target the F/O traders, who aim to earn from the short term market fluctuations.

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  • 1. NIFTY SNAPSHOT CURRENT PREVIOUS Nifty Spot 7656.40 7654.60 Nifty Jun 7668.30 7669.75 Nifty Jul 7702.20 7701.60 Chg. OI (Jun) (%) 6.07 8.90 Chg. OI (Jul) (%) 7.68 5.07 Implied Volatility (%) 13.81 14.45 Nifty Support 7500 7500 Nifty Resistance 7750 7750 50 Day EMA 6990 6969 100 Day EMA 6627 6613 200 Day EMA 6323 6311 Put-Call Ratio 1.05 1.09 Historical Volatility (%) 18.06 18.62 Volatility Index 16.66 17.10 NIFTY STRATEGY NIFTY-TECHNICAL OUTLOOK Today the markets are likely open on flat note. All emerging Markets are trading mixed. The coming session is likely to witness a range of 7500 on declines and 7750 on advances. WORLD MARKET COMMENTARY In last session all leading American indices like Dow Jones Industrial Average, NASDAQ index and the S&P 500 (SPX) ended mixed. Dow was up by 0.02% and closed at 16946; S&P 500 was shed by 0.02% at 1951. European indices ended mixed. FTSE was down by 0.02%, DAX gained by 0.20% & CAC 40 was up by 0.13%. Today major stock markets in Asia are trading mixed. Shanghai Composite is down by 0.06% at 2051 and Hang Seng is down by 0.42% at 23218. Japan’s Nikkei is up by 0.28% at 15037 and Singapore’s Straits Times down by 0.15% at 3289. Singapore Nifty future is currently up by 3.5 point at 7664.5 SECURITY IN BAN PERIOD HDIL, IBREALEST and UNITECH are in ban period for trade date Jun 11, 2014 F&O segment. 11.06.2014 We recommend the following trading strategy: Buy 1 Lot Feb Month Nifty 7600 PE around 57. Sell 1 Lot Feb Month Nifty 7500 PE around 31. Strategy Stop Loss: 13 (7600 PE + 7500 PE). Lot size: 50 Max Profit: 3700 (74*50) Max Loss: 1300 (26*50)
  • 2. FII’S ACTIVITY IN F&O IN LAST TEN SESSIONS (DERIVATIVE SEGMENT) BASIS GAP IN NIFTY NIFTY CHANGE IN OPEN INTREST FII’S ACTIVITY IN F&O IN LAST SESSION (DERIVATIVE SEGMENT) NIFTY TOTAL OPEN INTEREST -159.27 -1283.44 -246.70 1542.12 839.21 188.79 586.46 737.80 477.81 -828.90 -1500.00 -1000.00 -500.00 0.00 500.00 1000.00 1500.00 2000.00 28-May 29-May 30-May 02-Jun 03-Jun 04-Jun 05-Jun 06-Jun 09-Jun 10-Jun 2.45 30.05 3.70 8.45 5.55 14.15 12.65 7.35 15.15 11.90 0.00 5.00 10.00 15.00 20.00 25.00 30.00 35.00 28-May 29-May 30-May 02-Jun 03-Jun 04-Jun 05-Jun 06-Jun 09-Jun 10-Jun -600000 -400000 -200000 0 200000 400000 600000 7000 7200 7300 7400 7500 7600 7750 7800 7900 8000 Call Put Buy 49.00%Sell 51.00% 0 1000000 2000000 3000000 4000000 5000000 6000000 7000 7100 7200 7300 7400 7500 7600 7700 7800 7900 8000 Call Put  FII’s are net seller in (F&O segment) last session by INR 828.90 crores.  Nifty Jun futures closed at a premium of 11.90 points.  Maximum Call for Jun month stands at the levels of 8000.  Maximum Put for Jun month stands at the levels of 7500.  Nifty is up by 0.02% and open interest added by 6.07%.
  • 3. REC0MMENDATIONS: TCS View: Bullish CMP: 2160.70 On the daily chart, there is a price rise with increase in volume. Momentum oscillators are neutral to positive. We recommend to: Buy Jun 2200 Call at 33.00-33.50 Target: 65.00 Stop Loss: 21.00 Lot size: 125 GLENMARK View: Bullish CMP: 565.50 On the daily chart, stock trading above 20 days moving average. Momentum oscillators are neutral to positive. We recommend to: Buy Jun Fut at 568.00-568.20 Target: 581.00 Stop Loss: 564.00 Lot size: 1000 ONGC View: Bearish CMP: 443.45 On the daily chart, stock shows weakness against the market. Momentum oscillators are neutral to negative. We recommend to: Buy Jun 430 Put At 14.50-14.80 Target: 25.00 Stop Loss: 10.00 Lot size: 1000
  • 4. For Any Query or Suggestions email at researchfeedback@smcindiaonline.com Analyst Dhirender Singh Bisht Boardline : 011-30111000 Extn.649 dhirenderbisht@smcindiaonline.com Disclaimer : This report is for the personal information of the authorized recipient and doesn’t construe to be any investment, legal or taxation advice to you. It is only for private circulation and use .The report is based upon information that we consider reliable, but we do not represent that it is accurate or complete, and it should not be relied upon as such. No action is solicited on the basis of the contents of the report. The report should not be reproduced or redistributed to any other person(s) in any form without prior written permission of the SMC. The contents of this material are general and are neither comprehensive nor inclusive. Neither SMC nor any of its affiliates, associates, representatives, directors or employees shall be responsible for any loss or damage that may arise to any person due to any action taken on the basis of this report. It does not constitute personal recommendations or take into account the particular investment objectives, financial situations or needs of an individual client or a corporate/s or any entity/s. All investments involve risk and past performance doesn’t guarantee future results. The value of, and income from investments may vary because of the changes in the macro and micro factors given at a certain period of time. The person should use his/her own judgment while taking investment decisions. Please note that we and our affiliates, officers, directors, and employees, including persons involved in the preparation or issuance if this material;(a) from time to time, may have long or short positions in, and buy or sell the securities thereof, of company (ies) mentioned here in or (b) be engaged in any other transaction involving such securities and earn brokerage or other compensation or act as a Aprket maker in the financial instruments of the company (ies) discussed herein or may perform or seek to perform investment banking services for such company(ies) or act as advisor or lender/borrower to such company(ies) or (c) may have any other potential conflict of interest with respect to any recommendation and related information and opinions. All disputes shall be subject to the exclusive jurisdiction of Delhi High court.