Wednesday, 12 June 2013

DERIVATIVES MARKET,Thursday, 13.06.2013.

•Nifty June futures (near future) rose up against the spot index with 11.70 point premium; it also witnessed 0.97 mn increase in open interest.
• Put Call Ratio (open interest) fell from 0.93 on June 11 to 0.86 on June 12.
• Nifty 6000 June Call strike continued to witness the highest open interest.
• Nifty 5700 June Put strike continued to witness the highest open interest.
• India VIX (volatility index based on the Nifty 50 Index Option prices) fell from 19.49% on June 11 to 18.85% on June 12.

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