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“Buyers Spree took the Nifty above

Crucial Mark of 56 K”

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DERIVATIVESW E E K L Y

28th Mar - 01st Apr 2011

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The Nifty Index last week ended with good gains of 5.22% at 5654.25. On the derivatives front

we have seen that the Nifty Futures prices ended in the positive terrain along with nominal

shredding of open interest and increase in the cost of carry, this is an indication that short

covering was witnessed. For the coming week, immediate Resistance for Nifty is seen in the band

of 5740-5800, above the 5800 mark the next crucial resistance will be faced at 5880 whereas on

the downside major support for Nifty is seen at 5350 levels.

DERIVATIVESN I F T Y

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Sentiment Indicator Nifty

Particulars

Nifty Futures (Mar)

Nifty CoC (%)

Open Interest

Volume

Spot Nifty

25th Mar. 2011 18th Mar. 2011 %Change

5654.25 5373.70 +5.22

-0.50

5680.70 5386.85

+28.45 +6.87

+5.45

29587850 29739300

+314.11

669409 578802 +15.65

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DERIVATIVESB A N K N I F T Y

The Bank Nifty Index last week ended with gains of 6.26% above its 11000 mark at 11387.30.

On the derivatives front we have seen that the Bank Nifty Futures prices increased along with an

overall addition of open interest and increase in the cost of carry, this is an indication of longs

being built at lower levels. For the coming week, Resistance for Bank Nifty is seen at

11827/12011 levels whereas on the downside Support is seen at 10661/10510 levels.

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Sentiment Indicator Bank Nifty

Particulars 25th Mar. 2011 18th Mar. 2011 %Change

11387.30 10715.90 +6.26

+12.27

11451.10 10756.10

+34.08 +10.53

+6.46

1066975 950325

+223.64

71094 61995 +14.67

Bank Nifty Futures (Mar)

Bank Nifty CoC (%)

Open Interest

Volume

Spot Bank Nifty

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DERIVATIVESC N X I T

4

Sentiment Indicator CNX IT

Particulars

The CNX IT Index in last trading session ended in the red territory losing 1.29% at 6722.25. On

the derivatives front we have seen that the CNX IT Futures prices ended in red along with an

overall addition of open interest and increase in the cost of carry, this is an indication of some

longs being built at lower levels. For the coming week, immediate support for the CNX IT Index is

seen at 6671 levels, if we sustain below this mark selling pressure may continue and in that casethe next support is seen at 6600/6480 whereas on the upside resistance continues to exist at

6923/7053 levels.

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CNX IT Futures (Mar)

CNX IT CoC (%)

Open Interest

Volume

Spot CNX IT

25th Mar. 2011 18th Mar. 2011 %Change

6930.65 6552.65 +5.76

+84.03

6953.10 6562.35

+19.70 +4.15

+5.95

28250 15350

+374.69

641 319 +100.94

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From the OI Concentration (Apr. Series) we can see that maximum addition of open interest on

the calls front is existent at 5700-5800 strike indicating this range to act as resistance on the

upside whereas on the put options front we can see that maximum open interest is accumulated

at 5500-5300 strike indicating this range to act as major support on the downside.

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DERIVATIVESO P T I O N S N A P

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