< ----- F&O Cues - How To Do Such Research ----- >

franktrader · #1 30th July 2008, 05:32 PM

hi !

i have seen such kind of reports on the moneycontrol website - under this section -> : Moneycontrol » News » F&O Cues. here is the link to the exact webpage - http://www.moneycontrol.com/india/ne...s/17/10/349469

and i m also quoting the exact report that is shown there -

Quote:

FIIs net sell Rs 1470 cr in Nifty futures

Published on Wed, Jul 30 at 09:12 , Updated at Wed, Jul 30 at 12:29
Source : CNBC-TV18

CNBC-TV18s Head-Markets Research, Anuj Singhal : FIIs net sold Rs 1470 crore in Nifty futures. Nifty July futures shed 43 lakh while August futures added 55 lakh shares in Open Interest (OI). Nifty August ended at 2-point discount while July at 9-point premium.

Nifty Open Int PCR declined at 1.25 versus 1.36. Nifty 4200 Put added 2 lakh shares in Open Int, Nifty 4200 Call added 7.5 lakh shares in Open Int while stock futures shed 70 lakh shares in OI. Marketwide rollover stood at 44% and Nifty at 48%.

Bank Of India went down 12.5% in cash market. Its cost of carry, CoC fell while futures Open Interest up 11%. Fresh short positions have seen there.

Unwinding of long positions have seen in Dena Bank. The stock fell 5.4%. Its CoC was down with futures Open Int down 11%.

IFCI slipped 5%. CoC was down with futures Open Int down 9%. Huge long unwinding was seen there.

F&O HIGHLIGHTS
FIIs net sell Rs 1470 cr in Nifty futures
Nifty July futures shed 43 lakh, Aug futures add 55 lakh shares in Open Int
Nifty Aug at 2-point discount, Jul at 9-point premium
Nifty Open Int PCR at 1.25 vs 1.36
Nifty 4200 Put adds 2 lakh shares in Open Int
Nifty 4200 Call adds 7.5 lakh shares in Open Int
Stock futures shed 70 lakh shares in OI

Rollover %
Marketwide - 44
Nifty - 48
RPL - 40
Ispat - 41

BK OF INDIA
Stock down 12.5%; CoC down
Futures Open Int up 11%
Fresh short positions seen

DENA BANK
Stock down 5.4%; CoC down
Futures Open Int down 11%
Unwinding of long positions seen

IFCI
Stock down 5%; CoC down
Futures Open Int down 9%
Huge long unwinding seen

STERLING BIO
Stock up 3.4%; CoC up
Futures Open Int up 9%
Fresh long positions seen

i want to know how can we do such kind of research on our own, to precisely know about the particular counters, where
1) Huge Longs were created
2) Huge Shorts were created
3) Huge Long unwinding seen
4) Huge Short covering seen { i have added HUGE word in front of all

}

__________________________________________________ ____________

i want to learn how to interpret these things like - the COC, PCR, %change in price and open interest, significance of Nifty future being at premium or discount, how to calculate % rollover etc.

Could some one please suggest me some good study material where these concepts are explained in detail "name of the book,website etc.". so that i can also do such research on my own.
Also if some one could tell about some good websites or newsletters etc, which provide such kind of research reports for the complete markets, in great details.

i will be very thankful for your kind help.
with best regards

frank

CreditViolet · #2 30th July 2008, 08:18 PM

............

franktrader · #3 31st July 2008, 08:25 PM

F&O HIGHLIGHTS of 31 July

FIIs net buy Rs 1433 cr in Nifty futures, net buy Rs 477 cr in Nifty options
Marketwide rollover at 61% vs 63% seen on D-1 of last series
Nifty rollover of 54% vs 63% seen on D-1 of last series
Nifty Futures rolled 2.2 cr shares vs 3 cr shares last expiry
Nifty Aug at 16-point premium, July at 13-point premium (long rollover likely)
Nifty Open Int PCR at 1.33 vs 1.25
Stock futures add 2.5 cr shares in Open Int

BK OF INDIA
Stock up 5%; CoC up
Futures Open Int down 12%
Short covering rally seen

STERLING BIO
Stock up 11%; up 37% in 10 days
Futures Open Int up 8%
OI at 1 cr shrs; rollover at 16%

NTPC
Stock down 4%; volumes up
Futures Open Int up 11%
Fresh short positions seen

ZEE
Stock down 6%; top Nifty loser
Futures Open Int up 21%
Dropped buyback plans post mkt closing

NAG FERT
Stock up 3.2%; CoC down
Futures Open Int down 17%
Long unwinding at higher levels

beginner_av · #4 2nd August 2008, 12:37 AM

Quote:

Could some one please suggest me some good study material where these concepts are explained in detail "name of the book,website etc.". so that i can also do such research on my own.
Also if some one could tell about some good websites or newsletters etc, which provide such kind of research reports for the complete markets, in great details.

i will be very thankful for your kind help.
with best regards

frank

Are you comfortable with Excel VBA programming?

franktrader · #5 2nd August 2008, 12:43 AM

Quote:

Originally Posted by beginner_av

Are you comfortable with Excel VBA programming?

Thanks for the Reply BAV

i was really wondering that even after more then 100 views to this thread, not even a single person replied ...

"of course, except jesse sir - smiling like a buddha ..

i m not comfortable in excel VBA programming,, but if that is the only way to go on about doing such research work "that i have posted above", then i m willing to put in the hard work.

i want to find it out, how such research work is done.. ?

beginner_av · #6 2nd August 2008, 11:26 AM

Post a concept map here or PM me if you are uncomfortable putting it here. It will clear up all the things that you want to do.
As for your PM, excel VBA is much easier than using the other thing.

beginner_av · #7 2nd August 2008, 11:30 AM

Quote:

Originally Posted by franktrader

Thanks for the Reply BAV

"of course, except jesse sir - smiling like a buddha ..

oh, thats because he is tooo young for this thing

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