DAILY DERIVATIVE

REPORT
17
TH
JUNE 2014

NIFTY FUTURE WRAP
26
TH
JUN 2014
SYMBOL SUPPORT RESISTANCE PARTICULARS CMP PRE CLOSE %CHANGE
NIFTY
S1-7480 R1- 7580
NIFTY
SPOT
7525.55 7542.10 -0.22
S2-7400 R2- 7680
NIFTY
FUTURES
7552.00 7560.00 -0.11
TREND STRATEGY
BULLISH BUY ON DIPS
PIVOT POINTS
S3 S2 S1 P R1 R2 R3
7418 7483 7517 7548 7582 7613 7678



DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP
26
TH
JUN 2014
SYMBOL SUPPORT RESISTANCE PARTICULARS CMP PRE CLOSE %CHANGE
BANK NIFTY
S1-14860 R1-15225
BANK NIFTY
SPOT
15017.65 15106.90 -0.59
S2-14670 R2-15350
BANK NIFTY
FUTURES
15075.45 15163.50 -0.58
TREND STRATEGY
BULLISH BUY ON DIPS
PIVOT POINTS
S3 S2 S1 P R1 R2 R3
14543 14796 14936 15050 15189 15303 15556




DAILY DERIVATIVE REPORT

FUTUREs FRONT


Long Build Up (Fresh Longs) Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
VOLTAS 2,511.00 2,860.00 13.9 226.65 3.0
IBREALEST 6,496.00 7,258.00 11.7 96.15 0.5
BPCL 5,398.00 6,020.00 11.5 591.00 3.6
IDEA 18,886.00 20,720.00 9.7 136.70 0.6
Short-Covering Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
RPOWER 11,590.00 11,374.00 [1.9] 104.20 2.0
SAIL 12,847.00 12,620.00 [1.8] 98.55 1.1
IRB 3,340.00 3,286.00 [1.6] 195.35 1.7
YESBANK 13,474.00 13,405.00 [0.5] 537.20 1.6
Short Build Up Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
TATASTEEL 12,589.00 14,782.00 17.4 526.40 [0.1]
ORIENTBANK 2,323.00 2,694.00 16.0 323.00 [3.2]
UBL 2,260.00 2,389.00 5.7 720.85 [0.5]
HINDALCO 12,565.00 13,080.00 4.1 161.80 [0.4]
Long Unwinding Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
IFCI 6,110.00 6,103.00 [0.1] 38.20 [0.8]
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DAILY DERIVATIVE REPORT






Top Gainers: Future Contract
Type Underlying Exp. Date Last Price Chg (%) OI ('000s)
FUTSTK DISHTV 26-Jun-14 57.05 5.5 46,184.00
FUTSTK RELCAPITAL 26-Jun-14 623.80 5.0 9,580.00
FUTSTK RELCAPITAL 31-Jul-14 627.00 4.8 302.00
FUTSTK TATACOMM 31-Jul-14 366.55 4.3 158.00
Top Losers: Future Contract
Type Underlying Exp. Date Last Price Chg (%) OI ('000s)
FUTSTK IFCI 28-Aug-14 37.70 [14.4] 63.00
FUTSTK BANKINDIA 28-Aug-14 294.75 [13.2] 4.00
FUTSTK UNITECH 28-Aug-14 32.10 [11.9] 34.00
FUTSTK BPCL 28-Aug-14 561.25 [10.9] 8.00
FII Trends In Future
Script
BUY
[RS.CR]
SELL
[RS.CR]
NET POSITIONS
[RS.CR]
CONTRACTS
['000S]
VALUE
[RS.CR]
INDEX FUTURES
51,620 49,634 77.62 332.011 12,699
STOCK FUTURES
108,750 92,387 508.10 1,529.556 56,844


DAILY DERIVATIVE REPORT


OPTIONs FRONT

Top Gainers: Options
Inst
Type
Underlying
Expiry
Date
Last
Price[Rs.]
Strike
Price[Rs.]
OPT Type
OPTSTK IDBI 26-Jun-14 0.85 80.00 PE
OPTSTK AXISBANK 26-Jun-14 6.10 1,640.00 PE
OPTSTK ALBK 26-Jun-14 1.55 122.50 PE
OPTSTK AXISBANK 26-Jun-14 5.00 1,620.00 PE
Top Looser: Options
Inst
Type
Underlying
Expiry
Date
Last
Price[Rs.]
Strike
Price[Rs.]
OPT Type
OPTSTK SIEMENS 26-Jun-14 1.35 980.00 CE
OPTSTK HDFCBANK 26-Jun-14 0.25 730.00 PE
OPTSTK ASIANPAINT 26-Jun-14 0.10 480.00 PE
OPTSTK TCS 26-Jun-14 0.30 1,950.00 PE
FII Trends In Options
Script
BUY
[RS.CR]
SELL
[RS.CR]
NET POSITIONS
[RS.CR]
CONTRACTS
['000S]
VALUE
[RS.CR]
INDEX OPTIONS
430,520 434,506 [138.91] 1,604.685 61,233
STOCK OPTIONS
91,225 93,794 [78.62] 101.203 3,876


DAILY DERIVATIVE REPORT

PUT CALL RATIO: STOCK OPTION (OI WISE)
PUT CALL RATIO: STOCK OPTION (OPEN INTEREST WISE)
SCRIPT PUT CALL RATIO
MCLEODRUSS 446,000.00 303,000.00 1.47
AUROPHARMA 949,000.00 850,500.00 1.12
TCS 601,375.00 584,500.00 1.03
MARUTI 219,000.00 240,750.00 0.91
PUT CALL RATIO: STOCK OPTION (VOLUME WISE)
SCRIPT PUT CALL RATIO
SRTRANSFIN 1,500.00 500.00 3.00
ABIRLANUVO 1,500.00 750.00 2.00
KOTAKBANK 100,000.00 70,500.00 1.42
PNB 639,000.00 531,000.00 1.20
PUT CALL RATIO: INDEX FUTURES (OPEN INTEREST WISE)
NIFTY 41,394,450.00 43,289,000.00 0.96
BANKNIFTY 1,988,650.00 2,126,975.00 0.93
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- - - -
PUT CALL RATIO: INDEX FUTURES (VOLUME WISE)
SCRIPT PUT CALL RATIO
NIFTY 72,552,950.00 77,369,200.00 0.94
BANKNIFTY 2,945,100.00 3,507,125.00 0.84
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DAILY DERIVATIVE REPORT



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CAPITAL STARS FINANCIAL
RESEARCH PRIVATE LIMITED
PLOT NO. 12, SCHEME NO. 78, PART II
VIJAYNAGAR INDORE 452001 (MP)
DAILY DERIVATIVE REPORT
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