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SMC Global Derivative Report
 

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

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    SMC Global Derivative Report SMC Global Derivative Report Document Transcript

    • NIFTY SNAPSHOT CURRENT PREVIOUS Nifty Spot 7626.85 7656.40 Nifty Jun 7637.15 7668.30 Nifty Jul 7670.65 7702.20 Chg. OI (Jun) (%) -0.05 6.07 Chg. OI (Jul) (%) 0.07 7.68 Implied Volatility (%) 14.38 13.81 Nifty Support 7580 7500 Nifty Resistance 7680 7750 50 Day EMA 7011 6990 100 Day EMA 6641 6627 200 Day EMA 6334 6323 Put-Call Ratio 1.02 1.05 Historical Volatility (%) 17.61 18.06 Volatility Index 17.06 16.66 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 7580 on declines and 7680 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 in red. Dow was down by 0.60% and closed at 16844; S&P 500 was shed by 0.35% at 1944. European indices ended in red. FTSE was down by 0.50%, DAX shed by 0.79% & CAC 40 was down by 0.87%. Today major stock markets in Asia are trading mixed. Shanghai Composite is down by 0.24% at 2050 and Hang Seng is down by 0.48% at 23146. Japan’s Nikkei is down by 0.77% at 14953 and Singapore’s Straits Times up by 0.04% at 3291. Singapore Nifty future is currently up by 32 point at 7632. SECURITY IN BAN PERIOD DISHTV, HDIL, IBREALEST and UNITECH are in ban period for trade date Jun 12, 2014 F&O segment. 12.06.2014 We recommend the following trading strategy: Buy 1 Lot Feb Month Nifty 7550 PE around 59. Sell 1 Lot Feb Month Nifty 7450 PE around 31. Strategy Stop Loss: 14 (7550 PE + 7450 PE). Lot size: 50 Max Profit: 3600 (72*50) Max Loss: 1400 (28*50)
    • 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 -1283.44 -246.70 1542.12 839.21 188.79 586.46 737.80 477.81 -828.90 368.21 -1500.00 -1000.00 -500.00 0.00 500.00 1000.00 1500.00 2000.00 29-May 30-May 02-Jun 03-Jun 04-Jun 05-Jun 06-Jun 09-Jun 10-Jun 11-Jun 30.05 3.70 8.45 5.55 14.15 12.65 7.35 15.15 11.90 10.30 0.00 5.00 10.00 15.00 20.00 25.00 30.00 35.00 29-May 30-May 02-Jun 03-Jun 04-Jun 05-Jun 06-Jun 09-Jun 10-Jun 11-Jun -500000 0 500000 1000000 7200 7300 7450 7500 7550 7600 7700 7800 7900 8000 Call Put Buy 50.36% Sell 49.64% 0 1000000 2000000 3000000 4000000 5000000 6000000 7000 7100 7200 7300 7400 7500 7600 7700 7800 7900 8000 Call Put  FII’s are net buyer in (F&O segment) last session by INR 368.21 crores.  Nifty Jun futures closed at a premium of 10.30 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 down by 0.39% and open interest shed by 0.05%.
    • REC0MMENDATIONS: HDFCBANK View: Bullish CMP: 825.55 On the daily chart, there is a price rise with increase in volume. Momentum oscillators are neutral to positive. We recommend to: Buy Jun 840 Call at 13.00-13.50 Target: 28.00 Stop Loss: 7.00 Lot size: 500 SIEMENS View: Bearish CMP: 932.30 On the daily chart, price fall with increase in volume. Momentum oscillators are neutral to negative. We recommend to: Sell Jun Fut at 927.00-927.50 Target: 906.00 Stop Loss: 935.00 Lot size: 500 IRB View: Bearish CMP: 202.55 On the daily chart, stock shows weakness against the market. Momentum oscillators are neutral to negative. We recommend to: Buy Jun 190 Put At 5.50-5.60 Target: 9.00 Stop Loss: 4.00 Lot size: 4000
    • 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.