Sunday, February 20, 2011

Derivative Strategy On Future And Options By Mansukh

derivative strategy
F & O HIGHLIGHTS
Nifty February 2011 futures closed at 5,466.00, at a premium of 7.05 over spot closing of 5,458.95, while Nifty March 2011 futures were at 5,489.00, at a premium of 30.05 points over spot closing. The near month February 2011 derivatives contract expire on Thursday, February 24, 2011. Nifty February futures saw an addition of 6.69% or 1.73 million (mn) units, taking the total outstanding open interest (OI) to 27.73 mn units.
From the most active underlying, SBI's February 2011 futures closed at a discount of 8.50 points at 2764.00 compared with spot closing of 2772.50. The number of contracts traded was 30,857.
Tata Steel February 2011 futures were at a premium of 1.30 points at 641.30 compared with spot closing of 640.00. The number of contracts traded was 30,775.
ICICI Bank February 2011 futures were at a premium of 1.10 points at 1031.10 compared with spot closing of 1030.00. The number of contracts traded was 31,906.
Tata Motors February 2011 futures were at a discount of 3.65 points at 1199.85 compared with spot closing of 1203.50. The number of contracts traded was 27,200.
Reliance Industries February 2011 futures were at a premium of 2.00 points at 940.00 compared with spot closing of 938.00. The number of contracts traded was 30,438.

commodity derivatives

Read more about Derivation Strategy
More info about Derivative Future Level 
Derivative Margin Report by Mansukh



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