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DAILY DERIVATIVE

REPORT
15
TH
JULY 2014

NIFTY FUTURE WRAP
31
ST
JULY 2014
SYMBOL SUPPORT RESISTANCE PARTICULARS CMP PRE CLOSE %CHANGE
NIFTY
S1-7485 R1- 7755
NIFTY
SPOT
7454.15 7459.60 -0.07
S2-7465 R2-7820
NIFTY
FUTURES
7482.90 7480.15 0.04
TREND STRATEGY
BULLISH BUY ON DIPS
PIVOT POINTS
S3 S2 S1 P R1 R2 R3
7356 7416 7450 7477 7510 7538 7598



DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP
31
ST
JULY 2014
SYMBOL SUPPORT RESISTANCE PARTICULARS CMP PRE CLOSE %CHANGE
BANK NIFTY
S1-14405 R1-14630
BANK NIFTY
SPOT
14487.75 14447.20 0.29
S2-14300 R2-15000
BANK NIFTY
FUTURES
14568.00 14500.05 0.47
TREND STRATEGY
BULLISH BUY ON DIPS
PIVOT POINTS
S3 S2 S1 P R1 R2 R3
14087 14310 14439 14533 14662 14757 14980




DAILY DERIVATIVE REPORT

FUTUREs FRONT


Long Build Up (Fresh Longs) Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
JUSTDIAL 1,277.00 1,562.00 22.3 1,587.20 4.8
ULTRACEMCO 4,389.00 4,760.00 8.5 2,508.90 0.9
ASIANPAINT 3,906.00 4,232.00 8.4 591.30 3.4
HINDZINC 7,659.00 7,688.00 0.4 161.80 5.3
Short-Covering Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
IOB 1,826.00 1,767.00 [3.2] 71.35 3.3
ORIENTBANK 2,738.00 2,680.00 [2.1] 285.50 5.5
HINDPETRO 6,708.00 6,596.00 [1.7] 388.30 2.9
- - - - - -
Short Build Up Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
IOC 2,753.00 3,019.00 9.7 327.80 [1.7]
JUBLFOOD 4,135.00 4,285.00 3.6 1,204.05 [3.6]
PETRONET 1,714.00 1,756.00 2.5 170.80 [1.0]
BATAINDIA 2,331.00 2,384.00 2.3 1,248.00 [0.8]
Long Unwinding Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
- - - - - -
- - - - - -
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DAILY DERIVATIVE REPORT






Top Gainers: Future Contract
Type Underlying Exp. Date Last Price Chg (%) OI ('000s)
FUTSTK ORIENTBANK 31-Jul-14 285.50 5.5 5,360.00
FUTSTK PFC 28-Aug-14 287.00 5.5 158.00
FUTSTK HINDZINC 31-Jul-14 161.75 5.2 15,378.00
FUTSTK JUSTDIAL 31-Jul-14 1,593.55 5.2 193.25
Top Losers: Future Contract
Type Underlying Exp. Date Last Price Chg (%) OI ('000s)
FUTSTK HEXAWARE 25-Sep-14 146.00 [12.0] 4.00
FUTSTK IDBI 25-Sep-14 91.15 [9.8] 12.00
FUTSTK UNIONBANK 25-Sep-14 193.70 [6.7] 8.00
FUTSTK BHARATFORG 25-Sep-14 626.00 [6.1] 3.00
FII Trends In Future
Script
BUY
[RS.CR]
SELL
[RS.CR]
NET POSITIONS
[RS.CR]
CONTRACTS
['000S]
VALUE
[RS.CR]
INDEX FUTURES
95,087 101,917 [257.02] 312.072 11,779
STOCK FUTURES
171,763 146,678 1,012.51 1,550.218 55,784


DAILY DERIVATIVE REPORT


OPTIONs FRONT

Top Gainers: Options
Inst
Type
Underlying
Expiry
Date
Last
Price[Rs.]
Strike
Price[Rs.]
OPT Type
OPTSTK SRTRANSFIN 31-Jul-14 70.00 920.00 PE
OPTSTK DLF 31-Jul-14 0.80 165.00 PE
OPTSTK BATAINDIA 31-Jul-14 66.00 1,280.00 PE
OPTSTK NTPC 31-Jul-14 0.30 125.00 PE
Top Looser: Options
Inst
Type
Underlying
Expiry
Date
Last
Price[Rs.]
Strike
Price[Rs.]
OPT Type
OPTIDX NIFTY 25-Sep-14 0.05 9,000.00 CE
OPTSTK JPASSOCIAT 31-Jul-14 0.05 42.50 PE
OPTIDX NIFTY 31-Jul-14 0.30 6,550.00 PE
OPTSTK JUBLFOOD 31-Jul-14 3.10 1,360.00 CE
FII Trends In Options
Script
BUY
[RS.CR]
SELL
[RS.CR]
NET POSITIONS
[RS.CR]
CONTRACTS
['000S]
VALUE
[RS.CR]
INDEX OPTIONS
976,808 991,466 [532.49] 1,525.816 57,657
STOCK OPTIONS
128,852 129,112 [18.66] 108.374 4,021


DAILY DERIVATIVE REPORT

PUT CALL RATIO: STOCK OPTION (OI WISE)
PUT CALL RATIO: STOCK OPTION (OPEN INTEREST WISE)
SCRIPT PUT CALL RATIO
ITC 7,732,000.00 4,805,000.00 1.61
BATAINDIA 18,500.00 12,500.00 1.48
JUSTDIAL 18,625.00 17,750.00 1.05
GAIL 218,000.00 229,000.00 0.95
PUT CALL RATIO: STOCK OPTION (VOLUME WISE)
SCRIPT PUT CALL RATIO
BATAINDIA 20,500.00 1,500.00 13.67
HAVELLS 1,250.00 250.00 5.00
APOLLOHOSP 1,500.00 500.00 3.00
TATACHEM 21,000.00 13,000.00 1.62
PUT CALL RATIO: INDEX FUTURES (OPEN INTEREST WISE)
SCRIPT PUT CALL RATIO
NIFTY 34,873,150.00 48,372,600.00 0.72
BANKNIFTY 1,916,575.00 2,744,475.00 0.70
- - - -
PUT CALL RATIO: INDEX FUTURES (VOLUME WISE)
SCRIPT PUT CALL RATIO
NIFTY 57,368,050.00 75,650,300.00 0.76
BANKNIFTY 1,629,125.00 2,407,600.00 0.68
- - - -


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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