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DAILY DERIVATIVE

REPORT
3
RD
JUNE 2014

NIFTY FUTURE WRAP
26
TH
JUNE2014
SYMBOL SUPPORT RESISTANCE PARTICULARS CMP PRE CLOSE %CHANGE
NIFTY
S1-7230 R1- 7380
NIFTY
SPOT
7362.50 7239.50 1.83
S2-7160 R2-7500
NIFTY
FUTURES
7370.95 7233.65 1.90
TREND STRATEGY
BULLISH BUY ON DIPS
PIVOT POINTS
S3 S2 S1 P R1 R2 R3
7051 7190 7280 7329 7420 7469 7608



DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP
26
TH
JUNE 2014
SYMBOL SUPPORT RESISTANCE PARTICULARS CMP PRE CLOSE %CHANGE
BANK NIFTY
S1-14670 R1-15320
BANK NIFTY
SPOT
15287.25 14770.00 3.34
S2-14300 R2-15620
BANK NIFTY
FUTURES
15256.30 14758.95 3.37
TREND STRATEGY
BULLISH BUY ON DIPS
PIVOT POINTS
S3 S2 S1 P R1 R2 R3
13873 14483 14869 15093 15479 15703 16312




DAILY DERIVATIVE REPORT

FUTUREs FRONT


Long Build Up (Fresh Longs) Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
BHARTIARTL 12,213.00 15,076.00 23.4 365.70 5.7
SYNDIBANK 2,071.00 2,467.00 19.1 156.85 13.2
INDIACEM 2,038.00 2,390.00 17.3 105.80 5.2
NMDC 8,089.00 9,413.00 16.4 177.40 3.7
Short-Covering Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
NHPC 4,566.00 4,478.00 [1.9] 25.20 1.2
CAIRN 13,160.00 13,131.00 [0.2] 346.90 2.1
ARVIND 4,455.00 4,446.00 [0.2] 194.20 5.7
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Short Build Up Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
ZEEL 6,845.00 7,551.00 10.3 266.90 [0.5]
GRASIM 10,718.00 10,797.00 0.7 3,193.00 [0.4]
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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 SYNDIBANK 26-Jun-14 156.85 13.2 9,868.00
FUTSTK RELCAPITAL 26-Jun-14 589.00 11.6 10,440.00
FUTSTK RELCAPITAL 31-Jul-14 591.30 11.6 81.00
FUTSTK IOB 31-Jul-14 84.90 9.6 104.00
Top Losers: Future Contract
Type Underlying Exp. Date Last Price Chg (%) OI ('000s)
FUTSTK AUROPHARMA 31-Jul-14 647.00 [3.9] 65.50
FUTSTK AUROPHARMA 26-Jun-14 642.90 [3.8] 15,590.50
FUTSTK AUROPHARMA 28-Aug-14 647.00 [3.7] 1.00
FUTSTK JUSTDIAL 26-Jun-14 1,373.20 [2.6] 364.25
FII Trends In Future
Script
BUY
[RS.CR]
SELL
[RS.CR]
NET POSITIONS
[RS.CR]
CONTRACTS
['000S]
VALUE
[RS.CR]
INDEX FUTURES
186,078 189,134 [100.02] 244.389 8,944
STOCK FUTURES
402,682 482,151 [2,920.17] 1,432.873 50,290


DAILY DERIVATIVE REPORT


OPTIONs FRONT

Top Gainers: Options
Inst
Type
Underlying
Expiry
Date
Last
Price[Rs.]
Strike
Price[Rs.]
OPT Type
OPTSTK SBIN 26-Jun-14 26.00 2,420.00 PE
OPTSTK IDFC 26-Jun-14 7.70 132.50 PE
OPTSTK RELCAPITAL 26-Jun-14 22.00 630.00 CE
OPTSTK RELCAPITAL 26-Jun-14 24.55 620.00 CE
Top Looser: Options
Inst
Type
Underlying
Expiry
Date
Last
Price[Rs.]
Strike
Price[Rs.]
OPT Type
OPTSTK ADANIENT 26-Jun-14 0.10 630.00 CE
OPTSTK ACC 26-Jun-14 0.55 1,200.00 PE
OPTSTK BHEL 26-Jun-14 0.50 160.00 PE
OPTIDX NIFTY 26-Jun-14 0.05 2,700.00 PE
FII Trends In Options
Script
BUY
[RS.CR]
SELL
[RS.CR]
NET POSITIONS
[RS.CR]
CONTRACTS
['000S]
VALUE
[RS.CR]
INDEX OPTIONS
186,078 189,134 [100.02] 244.389 8,944
STOCK OPTIONS
75,092 73,437 43.30 6.995 271


DAILY DERIVATIVE REPORT

PUT CALL RATIO: STOCK OPTION (OI WISE)
PUT CALL RATIO: STOCK OPTION (OPEN INTEREST WISE)
SCRIPT PUT CALL RATIO
DIVISLAB 6,000.00 3,250.00 1.85
MCLEODRUSS 79,000.00 60,000.00 1.32
M&M 199,000.00 205,750.00 0.97
AXISBANK 466,750.00 494,500.00 0.94
PUT CALL RATIO: STOCK OPTION (VOLUME WISE)
SCRIPT PUT CALL RATIO
AXISBANK 656,750.00 589,750.00 1.11
BHARATFORG 36,000.00 41,000.00 0.88
MARUTI 193,375.00 232,000.00 0.83
M&M 279,250.00 345,250.00 0.81
PUT CALL RATIO: INDEX FUTURES (OPEN INTEREST WISE)
SCRIPT PUT CALL RATIO
NIFTY 29,272,550.00 32,648,650.00 0.90
BANKNIFTY 940,575.00 1,136,050.00 0.83
- - - -
PUT CALL RATIO: INDEX FUTURES (VOLUME WISE)
SCRIPT PUT CALL RATIO
BANKNIFTY 1,724,250.00 1,757,300.00 0.98
NIFTY 41,342,350.00 52,370,850.00 0.79
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DAILY DERIVATIVE REPORT




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RESEARCH PRIVATE LIMITED
PLOT NO. 12, SCHEME NO. 78, PART II
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DAILY DERIVATIVE REPORT
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