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DAILY DERIVATIVE

REPORT
20
TH
JUNE 2014

NIFTY FUTURE WRAP
26
TH
JUNE2014
SYMBOL SUPPORT RESISTANCE PARTICULARS CMP PRE CLOSE %CHANGE
NIFTY
S1-7520 R1- 7620
NIFTY
SPOT
7540.70 7558.20 -0.23
S2-7430 R2-7670
NIFTY
FUTURES
7557.75 7569.40 -0.15
TREND STRATEGY
BULLISH BUY ON DIPS
PIVOT POINTS
S3 S2 S1 P R1 R2 R3
7371 7468 7513 7565 7609 7661 7758



DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP
26
TH
JUNE 2014
SYMBOL SUPPORT RESISTANCE PARTICULARS CMP PRE CLOSE %CHANGE
BANK NIFTY
S1-14945 R1-15385
BANK NIFTY
SPOT
15067.40 15220.40 -1.01
S2-14710 R2-15500
BANK NIFTY
FUTURES
15122.00 15251.10 -0.85
TREND STRATEGY
BULLISH BUY ON DIPS
PIVOT POINTS
S3 S2 S1 P R1 R2 R3
14366 14765 14943 15164 15342 15563 15962




DAILY DERIVATIVE REPORT

FUTUREs FRONT


Long Build Up (Fresh Longs) Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
TATAMTRDVR 9,108.00 11,067.00 21.5 317.15 6.8
COLPAL 925.00 1,110.00 20.0 1,586.00 4.0
INDUSINDBK 15,143.00 16,260.00 7.4 559.10 3.1
HCLTECH 11,443.00 11,826.00 3.4 1,461.20 1.6
Short-Covering Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
TATAMOTORS 20,873.00 20,318.00 [2.7] 438.90 1.1
TECHM 23,319.00 23,043.00 [1.2] 2,033.75 0.7
WIPRO 12,403.00 12,333.00 [0.6] 538.50 1.4
OFSS 1,295.00 1,290.00 [0.4] 2,945.55 1.0
Short Build Up Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
ONGC 17,881.00 20,751.00 16.1 421.55 [4.9]
TATACHEM 3,236.00 3,423.00 5.8 331.30 [1.0]
MCDOWELL-N 16,101.00 16,767.00 4.1 2,502.35 [6.8]
GMRINFRA 13,978.00 14,386.00 2.9 32.70 [0.6]
Long Unwinding Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
HINDZINC 9,285.00 9,036.00 [2.7] 160.60 [3.4]
BHEL 18,111.00 17,861.00 [1.4] 240.40 [0.5]
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DAILY DERIVATIVE REPORT






Top Gainers: Future Contract
Type Underlying Exp. Date Last Price Chg (%) OI ('000s)
FUTSTK TATAMTRDVR 31-Jul-14 317.35 7.0 1,030.00
FUTSTK TATAMTRDVR 26-Jun-14 317.15 6.8 22,178.00
FUTSTK LUPIN 28-Aug-14 1,033.10 4.8 0.25
FUTSTK UNIONBANK 28-Aug-14 243.35 4.2 8.00
Top Losers: Future Contract
Type Underlying Exp. Date Last Price Chg (%) OI ('000s)
FUTSTK IOB 28-Aug-14 80.00 [10.3] 8.00
FUTSTK MCDOWELL-N 31-Jul-14 2,401.00 [8.2] 6,139.75
FUTSTK MCDOWELL-N 28-Aug-14 2,421.25 [7.9] 16.50
FUTSTK BPCL 28-Aug-14 580.00 [6.9] 9.00
FII Trends In Future
Script
BUY
[RS.CR]
SELL
[RS.CR]
NET POSITIONS
[RS.CR]
CONTRACTS
['000S]
VALUE
[RS.CR]
INDEX FUTURES
53,036 57,897 [189.73] 379.369 14,542
STOCK FUTURES
71,899 104,051 [1,233.00] 1,534.777 56,425


DAILY DERIVATIVE REPORT


OPTIONs FRONT

Top Gainers: Options
Inst
Type
Underlying
Expiry
Date
Last
Price[Rs.]
Strike
Price[Rs.]
OPT Type
OPTIDX BANKNIFTY 26-Jun-14 3.00 11,000.00 PE
OPTSTK COALINDIA 26-Jun-14 1.45 340.00 PE
OPTSTK TATAMTRDVR 26-Jun-14 6.50 330.00 CE
OPTSTK ACC 26-Jun-14 11.20 1,420.00 PE
Top Looser: Options
Inst
Type
Underlying
Expiry
Date
Last
Price[Rs.]
Strike
Price[Rs.]
OPT Type
OPTSTK INFY 26-Jun-14 0.05 4,100.00 CE
OPTSTK TATACHEM 26-Jun-14 0.25 365.00 CE
OPTSTK BANKBARODA 26-Jun-14 0.05 1,060.00 CE
OPTSTK TITAN 26-Jun-14 0.25 375.00 CE
FII Trends In Options
Script
BUY
[RS.CR]
SELL
[RS.CR]
NET POSITIONS
[RS.CR]
CONTRACTS
['000S]
VALUE
[RS.CR]
INDEX OPTIONS
433,424 381,944 1,930.02 1,725.413 65,863
STOCK OPTIONS
72,532 73,737 [37.52] 109.534 4,156


DAILY DERIVATIVE REPORT

PUT CALL RATIO: STOCK OPTION (OI WISE)
PUT CALL RATIO: STOCK OPTION (OPEN INTEREST WISE)
SCRIPT PUT CALL RATIO
MCLEODRUSS 511,000.00 315,000.00 1.62
AUROPHARMA 909,500.00 898,000.00 1.01
MARUTI 249,625.00 261,375.00 0.96
GAIL 542,000.00 583,000.00 0.93
PUT CALL RATIO: STOCK OPTION (VOLUME WISE)
SCRIPT PUT CALL RATIO
IOC 142,000.00 138,000.00 1.03
AUROPHARMA 562,000.00 590,500.00 0.95
AXISBANK 821,250.00 871,000.00 0.94
PNB 265,500.00 292,500.00 0.91
PUT CALL RATIO: INDEX FUTURES (OPEN INTEREST WISE)
SCRIPT PUT CALL RATIO
NIFTY 42,156,000.00 46,686,200.00 0.90
BANKNIFTY 2,100,975.00 2,421,150.00 0.87
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PUT CALL RATIO: INDEX FUTURES (VOLUME WISE)
SCRIPT PUT CALL RATIO
NIFTY 103,465,650.00 104,950,600.00 0.99
BANKNIFTY 2,854,775.00 3,369,850.00 0.85
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DAILY DERIVATIVE REPORT




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