| Particulars | Comment | View |
| Trend | Positive |
Strong Liquidity in Market |
|
Sentiment
|
Positive |
|
| FII | Neutral |
On Leave aggression on either side will be missing. |
| DII | Negative |
DII selling in cash, may book profit above 12200 |
|
Global Market
|
Neutral |
Dow near all time high but brent at higher level |
| F & O | Positive |
strong put writing at lower level |
|
Overall comment
|
Expiry seems to negative below 12200 in absence of FII ( as they are on holiday) | |
| FII DERIVATIVES STATISTICS FOR 24-Dec-2019 | ||||
| BUY | SELL | FTD | FTM | |
| Amt in Crores | Amt in Crores | |||
| INDEX FUTURES | 2908.68 | 3377.94 | -469.26 | -1567.91 |
| INDEX OPTIONS | 169862.91 | 168840.18 | 1022.73 | 10279.41 |
| STOCK FUTURES | 33683.57 | 33919.29 | -235.72 | 3853.35 |
| STOCK OPTIONS | 1774.25 | 1661.23 | 113.02 | 138.22 |
| FII/FPI trading activity on NSE,BSE and MSEI in Capital Market Segment(In Rs. Crores) | |||||
| Category | Date | Buy Value | Sell Value | Net Value ftd | Total FTM |
| FII/FPI | 24-Dec-19 | 1935.51 | 2049.89 | -114.38 | 5362.07 |
| DII | 24-Dec-19 | 1920.41 | 2265.63 | -345.22 | -819.76 |
| Remarks: Current Figure provisional, Ttoal FTM far near actual (https://www.fpi.nsdl.co.in/web/Reports/Yearwise.aspx?RptType=6) | |||||
| Nfity | Growth | |||||
| Opening | High | Low | Close | Over Day | Over PE | |
| Previous Day | 12235 | 12287 | 12213 | 12263 | -0.1% | 0.9% |
| Daily | 12269 | 12284 | 12202 | 12215 | -0.4% | 0.5% |
| Weekly ( Expiry) | 12026 | 12294 | 12213 | 12215 | ||
| Monthly ( Expiry ) | 12146 | 12294 | 11832 | 12215 | ||
| Previous Expiry-Day | 12132 | 12159 | 12100 | 12151 | 0.42% | 2.30% |
| Spot | DMA | Moving Average | Mov Avg Distance | |||
| 12214.6 | 5 | 12246 | -32 | -0.3% | ||
| 12214.6 | 22 | 12075 | 139 | 1.1% | ||
| 12214.6 | 50 | 11910 | 305 | 2.5% | ||
| 12214.6 | 100 | 11499 | 716 | 5.9% | ||
| 12214.6 | 200 | 11543 | 672 | 5.5% | ||
| Bank Nifty | Growth | |||||
| Opening | High | Low | Close | Over Day | Over PE | |
| Previous Day | 32381 | 32503 | 32197 | 32339 | -0.1% | 0.7% |
| Daily | 32338 | 32390 | 32246 | 32281 | -0.2% | 0.5% |
| Weekly ( Expiry) | 31776 | 32443 | 31771 | 32281 | ||
| Monthly ( Expiry ) | 32074 | 32443 | 31160 | 32281 | ||
| Previous Expiry-Day | 31982 | 32157 | 31906 | 32123 | 0.77% | 6.68% |
| Spot | Spot | Moving Average | Mov Avg Distance | |||
| 32280.8 | 32281 | 32270 | 11 | 0.0% | ||
| 32280.8 | 32281 | 31799 | 481 | 1.5% | ||
| 32280.8 | 32281 | 30220 | 2060 | 6.4% | ||
| 32280.8 | 32281 | 29183 | 3098 | 9.6% | ||
| 32280.8 | 32281 | 29589 | 2692 | 8.3% | ||
| Participant wise Open Interest (no. of contracts) in Equity Derivatives as on Dec 24 2019 | PCR (Total O/S) | 1.39 | |||||||||||||||
| Client Type | Future Index Long | % of Holding in Total | Future Index Short | % of Holding in Total | Future Stock Long | % of Holding in Total | Future Stock Short | % of Holding in Total | Option Index Call Long | % of Holding in Total | Option Index Put Long | % of Holding in Total | Option Index Call Short | % of Holding in Total | Option Index Put Short | % of Holding in Total | Total Position |
| Client | 126223 | 41% | 133667 | 44% | 754136 | 38% | 230805 | 12% | 522007 | 61% | 635339 | 53% | 586636 | 68% | 823869 | 69% | 0.73 |
| DII | 41748 | 14% | 38943 | 13% | 27229 | 1% | 1108990 | 57% | 16482 | 2% | 86836 | 7% | 0 | 0% | 0 | 0% | 14.45 |
| FII | 109502 | 36.0% | 86004 | 28.27% | 1014549 | 51.73% | 489179 | 24.94% | 174972 | 20.36% | 316146 | 26.48% | 59257 | 6.9% | 113382 | 9.50% | 0.68 |
| Pro | 26727 | 9% | 45586 | 15% | 165428 | 8.4% | 132368 | 7% | 145960 | 17.0% | 155577 | 13% | 213528 | 25% | 256647 | 21.5% | 1.03 |
| TOTAL | 304200 | 100% | 304200 | 100% | 1961342 | 100% | 1961342 | 100% | 859421 | 100% | 1193898 | 100% | 859421 | 100% | 1193898 | ||
| Participant wise Open Interest (no. of contracts) in Equity Derivatives as on Dec 23 2019 | PCR (Total O/S) | 1.53 | |||||||||||||||
| Client Type | Future Index Long | % of Holding in Total | Future Index Short | % of Holding in Total | Future Stock Long | % of Holding in Total | Future Stock Short | % of Holding in Total | Option Index Call Long | % of Holding in Total | Option Index Put Long | % of Holding in Total | Option Index Call Short | % of Holding in Total | Option Index Put Short | % of Holding in Total | Total Position |
| Client | 129751 | 42% | 132978 | 43% | 786525 | 39% | 251075 | 12% | 436778 | 56% | 674227 | 56% | 541020 | 69% | 823623 | 69% | 0.76 |
| DII | 41748 | 14% | 40491 | 13% | 26099 | 1% | 1119331 | 55% | 16482 | 2% | 86836 | 7% | 0 | 0% | 0 | 0% | 14.79 |
| FII | 111342 | 36.3% | 83170 | 27.10% | 1031389 | 50.83% | 515476 | 25.40% | 180293 | 23.02% | 296537 | 24.76% | 58810 | 7.5% | 114024 | 9.52% | 0.67 |
| Pro | 24094 | 8% | 50296 | 16% | 185058 | 9.1% | 143189 | 7% | 149495 | 19.1% | 140159 | 12% | 183218 | 23% | 260112 | 21.7% | 0.96 |
| TOTAL | 306935 | 100% | 306935 | 100% | 2029071 | 100% | 2029071 | 100% | 783048 | 100% | 1197759 | 100% | 783048 | 100% | 1197759 | ||
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