DAILY DERIVATIVE

REPORT
18
TH
JUNE 2014

NIFTY FUTURE WRAP
26
TH
JUN 2014
SYMBOL SUPPORT RESISTANCE PARTICULARS CMP PRE CLOSE %CHANGE
NIFTY
S1-7510 R1- 7680
NIFTY
SPOT
7631.70 7533.55 1.30
S2-7440 R2- 7715
NIFTY
FUTURES
7661.00 7559.20 1.35
TREND STRATEGY
BULLISH BUY ON DIPS
PIVOT POINTS
S3 S2 S1 P R1 R2 R3
7355 7488 7574 7620 7706 7752 7884



DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP
26
TH
JUN 2014
SYMBOL SUPPORT RESISTANCE PARTICULARS CMP PRE CLOSE %CHANGE
BANK NIFTY
S1-14910 R1-15600
BANK NIFTY
SPOT
15373.20 15030.00 2.28
S2-14670 R2-15750
BANK NIFTY
FUTURES
15472.65 15090.00 2.54
TREND STRATEGY
BULLISH BUY ON DIPS
PIVOT POINTS
S3 S2 S1 P R1 R2 R3
14232 14764 15118 15297 15651 15829 16362




DAILY DERIVATIVE REPORT

FUTUREs FRONT


Long Build Up (Fresh Longs) Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
INDIACEM 2,964.00 3,537.00 19.3 120.75 1.6
APOLLOTYRE 3,363.00 3,954.00 17.6 201.70 1.3
M&MFIN 3,888.00 4,497.00 15.7 286.55 1.6
ORIENTBANK 2,587.00 2,988.00 15.5 329.50 2.1
Short-Covering Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
CESC 1,750.00 1,702.00 [2.7] 620.15 3.9
UPL 4,188.00 4,104.00 [2.0] 318.80 5.0
RCOM 20,986.00 20,603.00 [1.8] 149.70 2.9
IRB 3,266.00 3,236.00 [0.9] 211.60 8.5
Short Build Up Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
M&M 10,419.00 12,393.00 19.0 1,185.00 [1.5]
IBREALEST 7,034.00 8,340.00 18.6 96.50 [0.1]
JINDALSTEL 14,234.00 15,451.00 8.6 327.25 [0.3]
SAIL 12,534.00 13,223.00 5.5 98.25 [0.5]
Long Unwinding Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
- - - - - -
- - - - - -
- - - - - -
- - - - - -
DAILY DERIVATIVE REPORT






Top Gainers: Future Contract
Type Underlying Exp. Date Last Price Chg (%) OI ('000s)
FUTSTK IRB 26-Jun-14 211.60 8.5 12,944.00
FUTSTK IRB 31-Jul-14 213.00 8.4 360.00
FUTSTK TATACHEM 28-Aug-14 331.45 7.2 9.00
FUTSTK JUSTDIAL 31-Jul-14 1,386.00 6.4 2.25
Top Losers: Future Contract
Type Underlying Exp. Date Last Price Chg (%) OI ('000s)
FUTSTK IDFC 28-Aug-14 129.00 [5.8] 6.00
FUTSTK MCDOWELL-N 26-Jun-14 2,608.00 [2.5] 2,052.88
FUTSTK MCDOWELL-N 31-Jul-14 2,524.80 [2.2] 5,045.88
FUTSTK SUNTV 26-Jun-14 436.85 [2.0] 1,201.00
FII Trends In Future
Script
BUY
[RS.CR]
SELL
[RS.CR]
NET POSITIONS
[RS.CR]
CONTRACTS
['000S]
VALUE
[RS.CR]
INDEX FUTURES
52,509 67,498 [574.76] 353.151 13,351
STOCK FUTURES
106,510 90,423 452.54 1,510.693 54,453


DAILY DERIVATIVE REPORT


OPTIONs FRONT

Top Gainers: Options
Inst
Type
Underlying
Expiry
Date
Last
Price[Rs.]
Strike
Price[Rs.]
OPT Type
OPTSTK ASIANPAINT 26-Jun-14 4.25 590.00 CE
OPTSTK TATACHEM 26-Jun-14 5.60 350.00 CE
OPTSTK GMRINFRA 31-Jul-14 1.00 45.00 CE
OPTIDX NIFTY 26-Jun-14 0.35 3,300.00 PE
Top Looser: Options
Inst
Type
Underlying
Expiry
Date
Last
Price[Rs.]
Strike
Price[Rs.]
OPT Type
OPTSTK CENTURYTEX 26-Jun-14 0.05 430.00 PE
OPTSTK RPOWER 26-Jun-14 0.05 82.50 PE
OPTSTK ORIENTBANK 26-Jun-14 0.05 275.00 PE
OPTSTK TATACHEM 26-Jun-14 0.05 260.00 PE
FII Trends In Options
Script
BUY
[RS.CR]
SELL
[RS.CR]
NET POSITIONS
[RS.CR]
CONTRACTS
['000S]
VALUE
[RS.CR]
INDEX OPTIONS
469,350 444,211 930.47 1,679.909 63,355
STOCK OPTIONS
99,243 100,447 [48.39] 108.561 4,047


DAILY DERIVATIVE REPORT

PUT CALL RATIO: STOCK OPTION (OI WISE)
PUT CALL RATIO: STOCK OPTION (OPEN INTEREST WISE)
SCRIPT PUT CALL RATIO
MCLEODRUSS 450,000.00 303,000.00 1.49
TCS 644,250.00 589,375.00 1.09
AUROPHARMA 956,000.00 877,000.00 1.09
MARUTI 247,375.00 267,500.00 0.92
PUT CALL RATIO: STOCK OPTION (VOLUME WISE)
SCRIPT PUT CALL RATIO
DISHTV 104,000.00 56,000.00 1.86
KOTAKBANK 56,500.00 33,500.00 1.69
HDIL 1,600,000.00 1,312,000.00 1.22
GRASIM 17,875.00 15,500.00 1.15
PUT CALL RATIO: INDEX FUTURES (OPEN INTEREST WISE)
NIFTY 44,411,950.00 42,178,150.00 1.05
BANKNIFTY 2,086,725.00 2,114,100.00 0.99
- - - -
- - - -
PUT CALL RATIO: INDEX FUTURES (VOLUME WISE)
SCRIPT PUT CALL RATIO
NIFTY 82,360,050.00 85,219,800.00 0.97
BANKNIFTY 3,219,550.00 3,662,275.00 0.88
- - - -



DAILY DERIVATIVE REPORT



The information and views in this report, our website & all the service we provide are believed to
be reliable, but we do not accept any responsibility (or liability) for errors of fact or opinion.
Users have the right to choose the product/s that suits them the most.
Use of this report in no way constitutes a client/advisor relationship, all information we
communicate to you (the subscriber) either through our Web site or other forms of
communications, are purely for informational purposes only.
We recommend seeking individual investment advice before making any investment, for you are
assuming sole liability for your investments. Capital Stars will in no way have discretionary
authority over your trading or investment accounts.
All rights reserved.

OFFICE: - +91 731 4757600
MOB: +91 92000 99927
PHONE: +91 731 6790000
Email: info@capitalstars.com


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