Thursday, February 17, 2011

erivative Strategy On Futures And Options Morning Report By Mansukh

derivative research
F & O HIGHLIGHTS
Nifty February 2011 futures closed at 5,494.00, at a premium of 12.30 over spot closing of 5,481.70, while Nifty March 2011 futures were at 5,511.10, at a premium of 29.40 points over spot closing. The near month February 2011 derivatives contracts expire on Thursday, February 24, 2011. Nifty February futures saw an addition of 5.51% or 1.40 million (mn) units, taking the total outstanding open interest (OI) to 26.95 mn units.
From the most active underlying, Tata Steel February 2011 futures closed at a discount of 0.65 points at 643.50 compared with spot closing of 644.15. The number of contracts traded was 44,164.
Hindalco February 2011 futures were at a premium of 0.90 points at 212.80 compared with spot closing of 211.90. The number of contracts traded was 18,070.
SBI's February 2011 futures were at a discount of 5.00 points at 2750.00 compared with spot closing of 2755.00. The number of contracts traded was 20,742.
Tata Motor's February 2011 futures were at a discount of 4.90 points at 1236.10 compared with spot closing of 1241.00. The number of contracts traded was 21,943.
Reliance Industries February 2011 futures were at a 3.premium of 4.05 points at 947.75 compared with spot closing of 943.70. The number of contracts traded was 18,49
derivatives pricing strategy
Read more about derivative strategy report by Mansukh
Derivative Future Level Report By Mansukh
Derivative Margin Report By Mansukh
More info about Metals and Energy Watch By Mansukh

0 comments:

Post a Comment