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DAILY DERIVATIVE

REPORT
13
TH
JUNE 2014

NIFTY FUTURE WRAP
26
TH
JUNE2014
SYMBOL SUPPORT RESISTANCE PARTICULARS CMP PRE CLOSE %CHANGE
NIFTY
S1-7590 R1- 7670
NIFTY
SPOT
7650.45 7626.85 0.31
S2-7530 R2-7710
NIFTY
FUTURES
7671.70 7637.15 0.45
TREND STRATEGY
BULLISH BUY ON DIPS
PIVOT POINTS
S3 S2 S1 P R1 R2 R3
7518 7585 7628 7652 7695 7719 7786



DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP
26
TH
JUNE 2014
SYMBOL SUPPORT RESISTANCE PARTICULARS CMP PRE CLOSE %CHANGE
BANK NIFTY
S1-15330 R1-15700
BANK NIFTY
SPOT
15475.75 15450.55 0.16
S2-15180 R2-15750
BANK NIFTY
FUTURES
15550.90 15474.80 0.49
TREND STRATEGY
BULLISH BUY ON DIPS
PIVOT POINTS
S3 S2 S1 P R1 R2 R3
14969 15226 15388 15484 15646 15742 15999




DAILY DERIVATIVE REPORT

FUTUREs FRONT


Long Build Up (Fresh Longs) Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
BIOCON 5,930.00 6,650.00 12.1 507.90 6.2
EXIDEIND 3,581.00 3,977.00 11.1 146.25 1.4
COLPAL 899.00 978.00 8.8 1,494.00 2.6
HDFCBANK 72,326.00 77,005.00 6.5 845.70 2.4
Short-Covering Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
CESC 1,996.00 1,920.00 [3.8] 616.05 1.7
PETRONET 2,065.00 2,008.00 [2.8] 159.15 2.7
HINDALCO 15,042.00 14,764.00 [1.9] 168.65 3.2
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Short Build Up Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
PFC 3,710.00 3,894.00 5.0 309.40 [2.2]
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Long Unwinding Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
HINDZINC 10,270.00 10,024.00 [2.4] 170.20 [0.7]
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DAILY DERIVATIVE REPORT






Top Gainers: Future Contract
Type Underlying Exp. Date Last Price Chg (%) OI ('000s)
FUTSTK HEROMOTOCO 28-Aug-14 2,672.00 7.6 2.75
FUTSTK GODREJIND 31-Jul-14 344.65 6.9 23.00
FUTSTK BIOCON 26-Jun-14 510.05 6.6 3,334.50
FUTSTK GODREJIND 26-Jun-14 345.45 6.3 3,534.00
Top Losers: Future Contract
Type Underlying Exp. Date Last Price Chg (%) OI ('000s)
FUTSTK DISHTV 31-Jul-14 57.00 [4.4] 960.00
FUTSTK BHARTIARTL 26-Jun-14 342.00 [3.8] 18,049.00
FUTSTK HDIL 31-Jul-14 97.70 [3.8] 568.00
FUTSTK INDIACEM 31-Jul-14 119.80 [3.8] 164.00
FII Trends In Future
Script
BUY
[RS.CR]
SELL
[RS.CR]
NET POSITIONS
[RS.CR]
CONTRACTS
['000S]
VALUE
[RS.CR]
INDEX FUTURES
51,072 76,244 [959.60] 325.579 12,495
STOCK FUTURES
100,559 87,711 268.99 1,544.621 58,405


DAILY DERIVATIVE REPORT


OPTIONs FRONT

Top Gainers: Options
Inst
Type
Underlying
Expiry
Date
Last
Price[Rs.]
Strike
Price[Rs.]
OPT Type
OPTSTK RPOWER 26-Jun-14 2.00 82.50 PE
OPTSTK MCLEODRUSS 26-Jun-14 3.50 270.00 PE
OPTSTK M&MFIN 26-Jun-14 14.70 290.00 PE
OPTSTK TATAGLOBAL 26-Jun-14 1.25 200.00 CE
Top Looser: Options
Inst
Type
Underlying
Expiry
Date
Last
Price[Rs.]
Strike
Price[Rs.]
OPT Type
OPTSTK SSLT 26-Jun-14 0.05 220.00 PE
OPTSTK JSWENERGY 26-Jun-14 0.10 95.00 CE
OPTSTK HDFCBANK 26-Jun-14 0.25 740.00 PE
OPTSTK JPASSOCIAT 26-Jun-14 0.55 100.00 CE
FII Trends In Options
Script
BUY
[RS.CR]
SELL
[RS.CR]
NET POSITIONS
[RS.CR]
CONTRACTS
['000S]
VALUE
[RS.CR]
INDEX OPTIONS
321,424 326,433 [163.80] 1,557.435 59,644
STOCK OPTIONS
57,857 57,022 25.49 91.446 3,559


DAILY DERIVATIVE REPORT

PUT CALL RATIO: STOCK OPTION (OI WISE)
PUT CALL RATIO: STOCK OPTION (OPEN INTEREST WISE)
SCRIPT PUT CALL RATIO
MCLEODRUSS 423,000.00 279,000.00 1.52
HEROMOTOCO 122,500.00 94,625.00 1.29
AUROPHARMA 972,500.00 874,500.00 1.11
MARUTI 206,000.00 208,250.00 0.99
PUT CALL RATIO: STOCK OPTION (VOLUME WISE)
SCRIPT PUT CALL RATIO
ABIRLANUVO 4,000.00 1,250.00 3.20
SRTRANSFIN 1,000.00 500.00 2.00
IBREALEST 380,000.00 208,000.00 1.83
HAVELLS 8,500.00 5,500.00 1.55
PUT CALL RATIO: INDEX FUTURES (OPEN INTEREST WISE)
SCRIPT PUT CALL RATIO
NIFTY 43,213,400.00 40,860,050.00 1.06
BANKNIFTY 2,044,750.00 1,996,650.00 1.02
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PUT CALL RATIO: INDEX FUTURES (VOLUME WISE)
SCRIPT PUT CALL RATIO
NIFTY 56,623,900.00 57,738,500.00 0.98
BANKNIFTY 1,594,100.00 1,906,150.00 0.84
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DAILY DERIVATIVE REPORT




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PLOT NO. 12, SCHEME NO. 78, PART II
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DAILY DERIVATIVE REPORT
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