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Post a positive start, the market saw sectoral rotation in IT, banking, telecom and oil & gas. However, it finally
ended 28 points higher. The Nifty slipped into a discount of 4 points. India VIX increased 0.34% and settled at 14.69

FIIs bought 652 crore while DIIs sold 292 crore in the cash segment. FIIs bought 52 crore in index futures and
94 crore in index options. In stock futures, they bought 625 crore

The highest Put base stands at the 7700 strike with over 70 lakh shares. The highest Call base stands at the 8000
strike with over 80 lakh shares. The 7800 and 7900 Call strikes have seen addition of 0.80 and 5.50 lakh shares, re-
spectively. On the Put side, 7700, 7800 and 7900 strikes have seen addition of 9.10, 12.90 and 1.32 shares, respec-
tively
Nifty Future: The Nifty is likely to open flat to negative on the back of mixed global cues. It is likely to trade in
the range of 7730-7830. The trading strategy would be to create shorts near 7800-7804 for targets of 7770 and
7750. On the other hand, one can enter longs if the index finds support near 7730
Bank Nifty Future: Supports are pegged near 15250 while resistance can be seen between 15700 and 15800
NIFTY SNAPSHOT & PIVOT POINTS
SPOT FUTURE
COST OF
CARRY
TOTAL FUT OI PCR OI PCR VOL ATM IV
CURRENT 7796 7792 -2.46 19799900 0.95 1.16 12.94
PREVIOUS 7768 7768 0.05 18990850 0.94 1.11 13.28
CHANGE(%) 0.36% 0.30% - 4.26% - - -
PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3
NIFTY FUTURE 7660 7721 7756 7782 7817 7843 7904
F&O HIGHLIGHTS
INDEX OUTLOOK
It was another record breaking session as the BSE Sensex and NSE Nifty closed at fresh life-time highs on
Wednesday as buying momentum continued with bouts of cooling.

Yesterday's rally was spearheaded by the IT stocks, as index heavy weigh Infosys contributed the most in
today's upswing. The BSE IT index gained 2.2% followed by telecom banking, auto and the capital goods
stocks
BPCL, Infosys, Bank of Baroda, Hindalco , Wipro, Bajaj Auto, and TCS were among the gainers on NSE,
whereas Ambuja Cements, ACC, IDFC, Grasim, Kotak Bank, Tata Steel and Tata Power were among the los-
ers

MARKET ROUNDUP


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INTRADAY STRATEGY
i) ) BHARAT PETROLEUM CORPORATION LTD
(BPCL)
ii) AMBUJA CEMENTS LTD( AMBUJACEM)
Buy Bpcl July fut in range of 608-609

Sell Ambuja cem july fut in range of 211-210

View : Bullish View :Bearish
Strategy : Buy Future Strategy : Sell Future
Target1 : 613 Target 2 : 618 Target 1 : 208.50 Target 2 : 207
Stop loss : 603

Stop loss : 212.50
Market Lot : 500 CMP : 601.60

Market Lot : 2000 CMP : 215.15
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP SHORT BUILD UP
SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG SYMBOL
OI
(LOTS)
%CHNG PRICE %CHNG
JSWENERGY 10288000 19.0 82.60 1.7 SUN TV 1101000 61.9 431.00 6.7
IRB INFRA 12188000 15.6 263.40 1.9
JUBLIANT
FOOD
1189000 10.9 1277.00 1.9
BPCL 3355500 15.4 608.00 4.3 JSWSTEEL 5787500 10.5 1184.90 2.3
HINDALCO 31078000 14.8 193.25 2.7 MARUTI 1772000 5.5 2495.00 0.9
TCS 3313750 8.7 2543.00 2.1 YES BANK 11154000 9.1 536.20 2.1
OI addition : We saw long build-up in Mrf, Irbinfra, Bpcl,Hindalco and Tcs while short build up
was seen in Sun tv, Jswsteel, Yesbank, Pfc, Maruti and Canara bank

OI Shedding : We saw short covering in Recltd, Cairn, Bankbaroda, Syndicate and Mcdowell-n
while long closure was seen in Acc, Cipla, Ibrealest, Jpassociate and Bharatforg


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F&O TURNOVER
INSTRUMENT NO. OF CONTRACTS TURNOVER(CR) PERCENTAGE CHANGE
INDEX FUTURES 407470 15834.46 -
STOCK FUTURES 793524 31511.21 -
INDEX OPTIONS 4534285 175792.23 1.14
STOCK OPTIONS 384821 15159.08 0.48
F&O TOTAL 6120131 238299.58 1.07
NIFTY OPTION OI DISTRIBUTION
0
1000000
2000000
3000000
4000000
5000000
6000000
7000000
8000000
7900 7800 7700 7600 7500 7400 7300 7200 7100 7000 6900
O
p
e
n

I
n
t
e
r
e
s
t
Strike Price
OI Concentration Chart
Call OI (APR) Put OI (APR)


DAILY DERIVATIVES REPORT
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Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK SBIN 31JUL2014 CE 2,600 19.00 8,115 26,625.01
OPTSTK
RELIANCE
31JUL2014 CE 1,040 10.50 7,653 20,104.43
OPTSTK
TCS
31JUL2014 CE 2,600 15.30 6,637 21,688.64
OPTSTK
AXISBANK
31JUL2014 CE 2,100 5.95 5,646 29,783.64
OPTSTK
INFY
31JUL2014 CE 3,400 26.00 5,261 22,495.58
MOST ACTIVE CALLS
MOST ACTIVE PUTS
Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK

SBIN
31JUL2014 PE 2,500 19.80 4,940 15,561.62
OPTSTK

AXISBANK
31JUL2014 PE 2,000 27.00 4,606 23,373.72
OPTSTK

TCS
31JUL2014 PE 2,500 17.95 4,491 14,154.85
OPTSTK

RELIANCE
31JUL2014 PE 1,020 7.95 3,764 9,685.05
OPTSTK

INFY
31JUL2014 PE 3,200 7.50 2,666 10,697.09

DERIVATIVE
PRODUCT
BUY SELL OPEN INTEREST AT THE
END OF THE DATE
NO.OF
CON-
TRACTS
AMOUNT
IN CRORES
NO.OF
COTRACTS
AMOUNT
IN CRORES
NO. OF
CONTRACTS
AMOUNT
IN CRORES
INDEX FUTURE
65614 2538.16 34558 1337.6 366586 14224
INDEX OPTION
325807 12529.87 332015 12721.33 1785282 69303
STOCK FUTURE
94473 3289.61 70081 2564.67 1542513 5643
STOCK OPTION
73835 2732.06 75896 2815.17 117963 4414


DAILY DERIVATIVES REPORT
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