{LONGTERMINVESTORS} F&O Pointers

 

* India's VIX index -5.7% to 13.65 yday, lowest since March 25, vs 3-mo. avg      17.36.
* Nifty put/call OI ratio 0.83 vs 3-mo. avg 0.92
* Bank Nifty ATM IV 14.6% vs 3-mo. avg 21.5%
* FPIs buy net $83.8m of index futures
* FPIs sell $22.9m of index options
* FPIs buy $37.7m of stk futures
* FPIs sell $5.2m of stk options
* FPIs buy $92.6m of stks on Dec. 22; YTD net purchases $2.9b
* Nifty futures OI 277,733 contracts; SGX Nifty OI 333,406 contracts
* Total Nifty futures OI -0.1% to 611,139 contracts
* Total Bank Nifty futures OI -1.1% to 72,020 contracts
* Highest OI on Nifty: 7,500 puts, 8,000 calls
* Nifty +1% to 7,865.95; futures discount Rs 1.9
* Bank Nifty +0.8% to 16,882.5; futures discount Rs 31.3

​ 

--
You received this message because you are subscribed to the Google Groups "LONGTERMINVESTORSRESEARCH" group.
To unsubscribe from this group and stop receiving emails from it, send an email to longterminvestorsresearch+unsubscribe@googlegroups.com.
Visit this group at https://groups.google.com/group/longterminvestorsresearch.
For more options, visit https://groups.google.com/d/optout.