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Saturday, 15 September 2012

Derivatives Daily Update: September 14 2012



Breakout Day: September 14, 2012

Nifty September Futures opened with gap and closed at the day’s high at 5584.90. Bank Nifty too opened with a bang and closed whoopingly high by 424.95 points at 10650.85. Open Interest in Nifty across all the series was up by 20 lakh shares at 2.28 Cr shares indicating Bulls have become aggressive in mopping up their positions. Turnover was up by more than double at Rs 1.95 trillion. Put Call Ratio was slightly down at 1.02 across all the series for both Index & Stock Options but was smartly up at 1.44 for Nifty alone in current series. Volatility as measured by India VIX was down by 2% at 15.38 and Dollar Rupee pair was smartly down to 54.29 helping Rupee to become stronger against Dollar. In all it was a day of Bulls who swept Bears in today’s session.

My belief has once again being vindicated as we crossed 5500 in a style and are approaching fast to kiss another important level of 5630. Undertone is strong, Bulls are active, bears are worried and so it is advisable to remain Bullish in medium to long term. In short term corrections might come which one should use to add positions.

Happy Trading

Atul Doshi

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