FII came out with 80cr buying figure in cash market after two days selling figure.DIIs were net seller in cash market by 88cr.Selling was seen in Index future by FII with amount of 524cr.Writing was seen at 6200 call option while some buying was emerged at 6000 Put option. Nifty close below 6190 mark which is first sign a deeper correction for 5920 which is 200-day SMA.

1. DERIVATIVE REPORT
09th January 2014
SWASTIKA INTELLIGENCE GROUP
NIFTY VS OPEN INTEREST
Market Internals
 FII came out with 80cr buying figure in cash
market after two days selling figure.
 DIIs were net seller in cash market by 88cr.
 Selling was seen in Index future by FII with
amount of 524cr.
 Writing was seen at 6200 call option while
some buying was emerged at 6000 Put option.
 Nifty close below 6190 mark which is first sign
a deeper correction for 5920 which is 200-day
SMA.
 Midcap Index is outperforming as nifty has no
direction; it will continue till nifty holds
congestion zone.
 Dollar Index has crossed 81 mark whereas US
10-Yr treasury yields has jumped to 3 mark
which is a negative signal for emerging market
currencies and equity market.
Derivative Activity:
Nifty closed at 6174 mark while nifty January future closed at 6197 mark with premium of 23 points.
Nifty (Feb) Contract closed at 6234 level with premium of 60 points.
The cost of carry for January month contract placed at 6.18% vs. 8.76%, whereas total OI is
positioned at 18953850, where nifty January future sheds 2.5% in open interest.
At the money option implied volatility placed at 15.08% vs. 15.03%.
OPEN INTEREST GAINERS
Scrips
Price
% Price Change
Open Interest (Change)
% OI Change
M&MFIN
295.95
-3.54%
255000
42%
ALBK
98.05
4.92%
1772000
34%
SYNDIBANK
97.75
5.45%
1428000
31%
BANKINDIA
242.75
4.27%
1508000
25%
IOC
192.95
-2.87%
729000
16%
OPEN INTEREST LOOSERS
% Price Change
Open Interest (Change)
Scrips
Price
TATAPOWER
81.35
1.37%
-2584000
-15%
UBL
791
4.18%
-83500
-15%
GSKCONS
4354
0.51%
-1125
-8%
273.1
2073.3
-1.07%
-0.48%
-72000
-86000
-8%
-6%
GODREJIND
HEROMOTOCO
% OI Change
Swastika Intelligence Group,
1st Floor , Bandukwala Building, British Hotel Lane, Fort Mumbai

2. DERIVATIVE REPORT
09th January 2014
SWASTIKA INTELLIGENCE GROUP
OPTION DATA ANALYSIS:
OI CONCENTRATION CHART
CHANGE IN OI
ON CALL OPTION FRONT:
 On call option front highest open interest shifted to 6300 mark which is strong resistance on
immediate basis.
 Long liquidation was seen at 6500 mark which sheds 9.6 lacs amount in open interest while some bit
of writing was seen at 6300 mark.
ON PUT OPTION FRONT:
 On put option front highest open interest has been shifted to 6000 level which is important support
in downside.
 Some buying was emerged at lower levels puts.
 IndiaVix was flat which closed at 16.32 level.
 PCR OI placed at 0.92 mark while PCR volume stands at 1.01 mark.
 VIX/PCR ratio stands at 17.74 level which shows comfort among the traders.
Swastika Intelligence Group,
1st Floor , Bandukwala Building, British Hotel Lane, Fort Mumbai

3. DERIVATIVE REPORT
09th January 2014
SWASTIKA INTELLIGENCE GROUP
TOATL VOLUME SUMMARY
FII STATISTICS Jan 08’14 (IN RS. Cr.)
Open Interest
Product
Net
Product
No of Contracts
Traded Value (Crs)
INDEX
FUTURES
266070
7971.4
434004
13323.59
-2.84
-159.38
1117084
34345.63
0.44
STOCK
FUTURES
524846
17682.2
-26.03
999498
31531.48
-0.31
INDEX
OPTIONS
1844987
57374
-22.35
60965
1948.25
-1.28
STOCK
OPTIONS
237249
8458.38
-731.99
TOTAL
Values
-524.23
INDEX
FUTURES
INDEX
OPTIONS
STOCK
FUTURES
STOCK
OPTIONS
Contracts
Change
(In %)
2611551.00
81148.95
-4.00
F&O TOTAL
2873152
91486
DERIVATIVE FOLIO
MOST ACTIVE NIFTY CALL OPTION
Symbol
NIFTY
NIFTY
NIFTY
NIFTY
NIFTY
Strike Price
6300
6200
6400
6500
6600
Traded Qty.
11258100
8184300
7855450
5071550
2420500
Open Interest
5105500
3077450
4217650
3952650
2823950
MOST ACTIVE NIFTY PUT OPTION
Symbol
NIFTY
NIFTY
NIFTY
NIFTY
NIFTY
MOST ACTIVE STOCK CALL OPTION
Symbol
SBIN
RELIANCE
INFY
INFY
SBIN
Strike
Price
1700
860
3800
3500
1800
Traded
Qty.
797500
1292250
429625
413375
406625
Open
Interest
499125
777250
487500
261625
875250
Strike Price
6200
6100
6000
5900
5800
Traded Qty.
10469650
9711450
7095000
4129600
2549700
Open Interest
4169300
4461900
4881000
2678900
2897400
MOST ACTIVE STOCK PUT OPTION
Symbol
INFY
INFY
INFY
SBIN
INFY
Strike
Price
3100
3400
3300
1600
3500
Traded
Qty.
467125
356375
350375
347375
347000
Open
Interest
490875
316000
434750
237125
235625
Swastika Intelligence Group,
1st Floor , Bandukwala Building, British Hotel Lane, Fort Mumbai

4. DERIVATIVE REPORT
09th January 2014
SWASTIKA INTELLIGENCE GROUP
Report Prepared by
Santosh Meena
RESEARCH TEAM
Santosh Sahu
Amit Khare
Vishnu shreekar
Sonakshi Bahety
Saloni Gupta
Designation
Derivative & Technical Analyst
E-mail ID
santosh.meena@swastika.co.in
SWASTIKA INTELLIGENCE GROUP
Research Head
Commodity Analyst
Commodity Analyst
Research Associate
Research Associate
research@swastika.co.in
Santosh.sahu@swastika.co.in
amit.khare@swastika.co.in
vishnu.shreekar@swastika.co.in
Sonakshi.bahety@swastika.co.in
Salony.gupta@swastika.co.in
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1st Floor , Bandukwala Building, British Hotel Lane, Fort Mumbai