DAILY DERIVATIVE

REPORT
11
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
7567.75 7585.00 -0.23
S2-7465 R2-7820
NIFTY
FUTURES
7543.10 7598.60 -0.73
TREND STRATEGY
BULLISH BUY ON DIPS
PIVOT POINTS
S3 S2 S1 P R1 R2 R3
7058 7326 7434 7594 7702 7862 8130



DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP
31
ST
JULY 2014
SYMBOL SUPPORT RESISTANCE PARTICULARS CMP PRE CLOSE %CHANGE
BANK NIFTY
S1-14670 R1-15450
BANK NIFTY
SPOT
14820.70 14931.10 -0.73
S2-14300 R2-15725
BANK NIFTY
FUTURES
14780.00 15016.45 -1.57
TREND STRATEGY
BULLISH BUY ON DIPS
PIVOT POINTS
S3 S2 S1 P R1 R2 R3
13405 14186 14483 14966 15263 15747 16528




DAILY DERIVATIVE REPORT

FUTUREs FRONT


Long Build Up (Fresh Longs) Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
IDFC 34,223.00 41,053.00 20.0 149.60 8.8
ITC 24,915.00 29,204.00 17.2 344.65 0.9
RECLTD 3,492.00 4,055.00 16.1 366.50 5.4
ACC 3,176.00 3,503.00 10.3 1,435.00 0.7
Short-Covering Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
DLF 15,962.00 15,422.00 [3.4] 222.80 9.5
INDIACEM 3,426.00 3,311.00 [3.4] 104.10 3.5
KOTAKBANK 16,892.00 16,449.00 [2.6] 869.75 0.1
BHARATFORG 2,743.00 2,674.00 [2.5] 633.00 2.3
Short Build Up Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
CESC 1,351.00 1,618.00 19.8 692.00 [1.1]
APOLLOTYRE 4,713.00 5,585.00 18.5 174.05 [4.6]
HEROMOTOCO 5,622.00 6,539.00 16.3 2,440.00 [4.0]
ULTRACEMCO 4,752.00 5,353.00 12.7 2,482.00 [0.3]
Long Unwinding Open Interest Price
Script Prev. OI Cur. OI % Chg. OI LTP Price % Chg
CIPLA 5,690.00 5,467.00 [3.9] 433.00 [0.9]
CENTURYTEX 4,848.00 4,736.00 [2.3] 572.05 [1.4]
BIOCON 9,676.00 9,556.00 [1.2] 490.60 [0.7]
CIPLA 5,690.00 5,467.00 [3.9] 433.00 [0.9]
DAILY DERIVATIVE REPORT






Top Gainers: Future Contract
Type Underlying Exp. Date Last Price Chg (%) OI ('000s)
FUTSTK DLF 31-Jul-14 222.80 9.5 30,844.00
FUTSTK PTC 25-Sep-14 96.20 9.4 36.00
FUTSTK DLF 28-Aug-14 222.55 9.4 478.00
FUTSTK IDFC 25-Sep-14 152.30 9.2 118.00
Top Losers: Future Contract
Type Underlying Exp. Date Last Price Chg (%) OI ('000s)
FUTSTK IBREALEST 28-Aug-14 82.35 [12.9] 104.00
FUTSTK IBREALEST 25-Sep-14 91.00 [12.4] 4.00
FUTSTK TITAN 25-Sep-14 327.00 [10.3] 3.00
FUTSTK COLPAL 28-Aug-14 1,560.45 [7.6] 1.75
FII Trends In Future
Script
BUY
[RS.CR]
SELL
[RS.CR]
NET POSITIONS
[RS.CR]
CONTRACTS
['000S]
VALUE
[RS.CR]
INDEX FUTURES
47,005 61,178 [549.62] 312.528 11,918
STOCK FUTURES
111,438 102,288 266.55 1,547.285 56,179


DAILY DERIVATIVE REPORT


OPTIONs FRONT

Top Gainers: Options
Inst
Type
Underlying
Expiry
Date
Last
Price[Rs.]
Strike
Price[Rs.]
OPT Type
OPTSTK SIEMENS 31-Jul-14 71.55 940.00 PE
OPTSTK TECHM 31-Jul-14 8.00 1,850.00 PE
OPTSTK UNIONBANK 31-Jul-14 15.95 205.00 PE
OPTSTK GODREJIND 31-Jul-14 6.30 320.00 PE
Top Looser: Options
Inst
Type
Underlying
Expiry
Date
Last
Price[Rs.]
Strike
Price[Rs.]
OPT Type
OPTIDX NIFTY 25-Jun-15 2.65 5,800.00 PE
OPTSTK SIEMENS 31-Jul-14 1.10 1,020.00 CE
OPTIDX NIFTY 31-Jul-14 0.05 9,150.00 CE
OPTSTK UPL 31-Jul-14 0.10 390.00 CE
FII Trends In Options
Script
BUY
[RS.CR]
SELL
[RS.CR]
NET POSITIONS
[RS.CR]
CONTRACTS
['000S]
VALUE
[RS.CR]
INDEX OPTIONS
416,941 386,956 1,077.58 1,521.932 57,952
STOCK OPTIONS
67,374 67,514 1.35 98.657 3,643


DAILY DERIVATIVE REPORT

PUT CALL RATIO: STOCK OPTION (OI WISE)
PUT CALL RATIO: STOCK OPTION (OPEN INTEREST WISE)
SCRIPT PUT CALL RATIO
ITC 10,209,000.00 5,532,000.00 1.85
JUSTDIAL 17,375.00 14,750.00 1.18
MARUTI 245,375.00 265,500.00 0.92
ACC 76,750.00 86,250.00 0.89
PUT CALL RATIO: STOCK OPTION (VOLUME WISE)
SCRIPT PUT CALL RATIO
ITC 14,605,000.00 8,913,000.00 1.64
LUPIN 121,000.00 76,250.00 1.59
GRASIM 5,250.00 4,625.00 1.14
RANBAXY 302,000.00 277,000.00 1.09
PUT CALL RATIO: INDEX FUTURES (OPEN INTEREST WISE)
SCRIPT PUT CALL RATIO
BANKNIFTY 1,718,600.00 2,251,175.00 0.76
NIFTY 35,102,000.00 46,170,900.00 0.76
- - - -
PUT CALL RATIO: INDEX FUTURES (VOLUME WISE)
SCRIPT PUT CALL RATIO
NIFTY 180,589,350.00 219,265,450.00 0.82
BANKNIFTY 4,373,025.00 5,960,725.00 0.73
- - - -


DAILY DERIVATIVE REPORT




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