MOSt Market Roundup
Date: Wednesday December 28, 2011
MOSt VELOCITY 25
MOSt VELOCITY 10
Daily Technical Analysis
Equity Market
Cash Volumes (Rs in Crores)
Exchange
BSE (Cash)
NSE (Cash)
Derivatives (NSE)
Total
Advance / Decline
Group
Advance
Decline
Unchanged
Top Index Gainers
Scrip
NTPC
BHEL
POWERGRID
CIPLA
TATAPOWER
Top Index Losers
Scrip
IJINDALSTEL
PNB
ICICIBANK
RELINFRA
CAIRN
LTP
454.40
771.00
695.15
358.00
313.90
% Change
-7.19
-4.62
-4.26
-3.10
-2.97
LTP
161.50
247.80
100.55
324.00
91.60
% Change
2.93
2.93
1.62
1.28
1.16
Sensex
12
18
0
BSE 200
47
152
1
Today
1343
6217
152971
160531
Pev. Day
1958
5641
125280
132879
Sensex
Dealer's Diary
15727.85
146.10
Nifty
4705.80
44.70
The Nifty registered losses for the 2nd day with a close just above the 4700 support.
There was lack of fresh buying support ahead of the futures and options expiry on
Thursday. The positive news regarding the passing of the Lokpal bill in the Lok
Sabha failed to lift the investor sentiment amid thin volumes due to reduced year-end
foreign institutional activity.
The Asian markets were a mixed bag with Shanghai closing marginally up, while
Nikkei, Kospi and Hang Seng lost around half percent.
The Asian markets were plagued by worries about deflation returning to haunt Japan
as factory production declined.
The European markets were up by around half percent, while US futures were trading
up by quarter percent.The Italian bond auction saw yields plunging to 3.25% as Italy
was able to sell 9 Billion euros of bills.
The Indian markets saw minor gains in the Capital Goods and Power sectors, while the
IT and Healthcare sectors were flat.
Metals and Banking sectors lost around 2%, while the Oil and Gas saw losses of 1.5%.
Among Nifty stocks, Infosys, NTPC, BHEL, Tata Power and Power Grid were the
leading movers.ICICI Bank, Reliance, ITC, Jindal Steel and Power and HDFC were on
the losing side.
Among Nifty junior stocks, Lupin, Dabur, Idea, IFCI and Dabur saw gains.
Asian Paints, Bank of Baroda, Bank of India, indusind Bank and United Spirits saw
losses.
Derivative Market
Daily Technical Analysis
Derivative Volumes (Rs in Crores)
Exchange
Index Options
Stock Options
F&O Total
Index Futures
Stock Futures
Total
No. of
Contracts
4917285
137680
6551618
652141
844512
13103236
Turn
Over
117566.93
2991.3
152971.16
14365.79
18047.14
305942
Put Call
Ratio
0.86
0.57
0.85
-
-
Nifty Futures Dec (LTP)
Dealer's Diary
4704.50
54.50
Discount
1.3
Nifty ended down 50 points at 4706, it opened lower and continued its downtrend
with support taking at 4680 leves intraday. Nifty is trading in a range of 4700 to 4800
since last 4 days and with expiry day tomorrow it will give a directional move eitherside
confirming the trend. We have seen additions in 4700 CE and 4800 CE with OI increasing
by 37% and 19% respectively. We expect the market to be volatile in tomorrow trade.
Most Active Stock Future
Stock
Futures
SBIN DEC FUT
ICICIBK DEC FUT
AXISBK DEC FUT
INFY DEC FUT
Price
1605.0
697.0
830.0
2780.0
No. of Contracts
Vol
OI
30890
24497
20640
11594
34520
26329
23324
15636
Most Active Nifty Calls
Index
Option
DEC 4700 CE
DEC 4600 CE
DEC 4800 CE
DEC 4500 CE
Most Active Nifty Puts
Vol
OI
805490 108589
562660 135356
265584
54622
156844 132879
Price No. of Contracts
26.50
3.00
98.00
0.80
Index
Option
Price
No. of Contracts
Vol
OI
616231
446966
319712
148915
130887
98772
144972
138171
DEC 4700 PE 16.60
DEC 4800 PE 60.80
DEC 4600 PE
DEC 4500 PE
3.45
1.15